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Tanger Inc SKT 38.39 -0.07 -0.18%

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

No chain in the last ten days can size a move for SKT.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±4.30%
Average actual move
4.92%
Beyond the implied move
2 / 2
Median IV change
-11.43%
Reaction session Implied Actual Used ATM IV before → after
August 05, 2025 ±4.92% +5.97% 1.21× —
February 20, 2025 ±3.69% +3.87% 1.05× 26.8% → 23.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →