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Sirius XM Holdings SIRI 33.22 -0.18 -0.54%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 05, 2026 close · $33.22
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$0.53 $32.69 – $33.75 $32.59 – $33.85 $32.09 – $34.35
2 sessions ±2.2% ±$0.73 $32.49 – $33.95 $32.33 – $34.11 $31.64 – $34.80
3 sessions ±2.8% ±$0.92 $32.30 – $34.14 $32.12 – $34.32 $31.25 – $35.19
1 week ±3.5% ±$1.18 $32.04 – $34.40 $31.78 – $34.66 $30.72 – $35.72
2 weeks ±5.0% ±$1.65 $31.57 – $34.87 $31.18 – $35.26 $29.70 – $36.74
3 weeks ±6.2% ±$2.04 $31.18 – $35.26 $30.68 – $35.76 $28.90 – $37.54
1 month ±7.3% ±$2.43 $30.79 – $35.65 $30.18 – $36.26 $28.06 – $38.38
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
±5.60%
Average actual move
7.56%
Beyond the implied move
3 / 3
Median IV change
-11.01%
Reaction session Implied Actual Used ATM IV before → after
July 31, 2025 ±5.56% -7.89% 1.42× —
May 01, 2025 ±6.05% -8.96% 1.48× 57.4% → 47.3%
January 30, 2025 ±5.20% +5.82% 1.12× 52.3% → 50.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →