SII Moves

Sprott Inc SII 112.3 -0.44 -0.39%

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Expected move

November 05, 2026 close · $112.30

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.0% ±$2.23	$110.07 – $114.53	$109.62 – $114.98	$107.50 – $117.10
2 sessions	±2.8% ±$3.11	$109.19 – $115.41	$108.53 – $116.07	$105.58 – $119.02
3 sessions	±3.5% ±$3.92	$108.38 – $116.22	$107.63 – $116.97	$103.96 – $120.64
1 week	±4.4% ±$4.97	$107.33 – $117.27	$106.21 – $118.39	$101.69 – $122.91
2 weeks	±6.2% ±$6.99	$105.31 – $119.29	$103.65 – $120.95	$97.39 – $127.21
3 weeks	±7.7% ±$8.66	$103.64 – $120.96	$101.54 – $123.06	$94.01 – $130.59
1 month	±9.2% ±$10.31	$101.99 – $122.61	$99.43 – $125.17	$90.45 – $134.15

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta

The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move

±8.09%

Average actual move

20.14%

Beyond the implied move

1 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
May 06, 2026	±8.09%	+20.14%	2.49×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →