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SiteOne Landscape Supply SITE 112.71 -1.25 -1.1%

Previous-day view · Fri Nov 6 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 06, 2026 close · $112.71
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.1% ±$2.32 $110.39 – $115.03 $109.93 – $115.49 $107.73 – $117.69
2 sessions ±2.9% ±$3.23 $109.48 – $115.94 $108.80 – $116.62 $105.74 – $119.68
3 sessions ±3.6% ±$4.07 $108.64 – $116.78 $107.85 – $117.57 $104.05 – $121.37
1 week ±4.6% ±$5.17 $107.54 – $117.88 $106.39 – $119.03 $101.70 – $123.72
2 weeks ±6.4% ±$7.26 $105.45 – $119.97 $103.74 – $121.68 $97.23 – $128.19
3 weeks ±7.7% ±$8.68 $104.03 – $121.39 $101.91 – $123.51 $94.36 – $131.06
1 month ±9.0% ±$10.13 $102.58 – $122.84 $100.06 – $125.36 $91.23 – $134.19
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
±7.17%
Average actual move
6.26%
Beyond the implied move
1 / 2
Reaction session Implied Actual Used ATM IV before → after
February 11, 2026 ±7.63% +9.73% 1.27× —
February 12, 2025 ±6.70% +2.79% 0.42× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →