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SLB Limited SLB 49.64 -1.92 -3.72%

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 · $49.64
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.0% ±$0.98 $48.66 – $50.62 $48.47 – $50.81 $47.55 – $51.73
2 sessions ±2.7% ±$1.36 $48.28 – $51.00 $47.99 – $51.29 $46.71 – $52.57
3 sessions ±3.5% ±$1.71 $47.93 – $51.35 $47.60 – $51.68 $46.00 – $53.28
1 week ±4.4% ±$2.17 $47.47 – $51.81 $46.98 – $52.30 $45.01 – $54.27
2 weeks ±5.8% ±$2.86 $46.78 – $52.50 $46.10 – $53.18 $43.53 – $55.75
3 weeks ±7.0% ±$3.46 $46.18 – $53.10 $45.34 – $53.94 $42.33 – $56.95
1 month ±8.0% ±$3.95 $45.69 – $53.59 $44.71 – $54.57 $41.26 – $58.02
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
±3.59%
Average actual move
5.30%
Beyond the implied move
4 / 6
Median IV change
-18.31%
Reaction session Implied Actual Used ATM IV before → after
October 23, 2026 ±3.73% +7.08% 1.90× —
July 24, 2026 ±2.99% +11.01% 3.69× —
April 24, 2026 ±3.97% +2.58% 0.65× —
July 18, 2025 ±3.40% -3.89% 1.14× 37.0% → 30.2%
April 25, 2025 ±3.78% -1.17% 0.31× 44.5% → 36.3%
January 17, 2025 ±3.65% +6.06% 1.66× 32.4% → 29.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →