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Silicon Laboratories Inc SLAB 221.5 0.15 0.07%

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

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

Volatility premium

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

Earnings: priced against what happened

Average implied move
±9.66%
Average actual move
3.69%
Beyond the implied move
0 / 3
Median IV change
-24.76%
Reaction session Implied Actual Used ATM IV before → after
August 05, 2025 ±10.15% -5.08% 0.50× 72.4% → 58.7%
May 13, 2025 ±7.96% +5.73% 0.72× —
November 05, 2024 ±10.88% -0.27% 0.02× 78.2% → 58.8%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →