SITM Moves

SiTime Corporation Common Stock SITM 355.0 -48.27 -11.97%

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Expected move

November 05, 2026 close · $356.77

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±4.4% ±$15.56	$341.21 – $372.33	$338.11 – $375.43	$323.45 – $390.09
2 sessions	±6.1% ±$21.62	$335.15 – $378.39	$330.58 – $382.96	$310.18 – $403.36
3 sessions	±7.6% ±$27.22	$329.55 – $383.99	$324.30 – $389.24	$298.83 – $414.71
1 week	±9.7% ±$34.61	$322.16 – $391.38	$314.46 – $399.08	$283.06 – $430.48
2 weeks	±13.6% ±$48.56	$308.21 – $405.33	$296.73 – $416.81	$253.20 – $460.34
3 weeks	±16.5% ±$58.72	$298.05 – $415.49	$283.74 – $429.80	$232.65 – $480.89
1 month	±19.2% ±$68.64	$288.13 – $425.41	$271.11 – $442.43	$211.24 – $502.30

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

±15.38%

Average actual move

15.66%

Beyond the implied move

1 / 3

Reaction session	Implied	Actual	Used	ATM IV before → after
May 07, 2026	±17.02%	+27.91%	1.64×	—
August 07, 2025	±15.50%	-5.65%	0.36×	—
May 08, 2025	±13.63%	+13.42%	0.98×	—

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