SLG Moves

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SL Green Realty Corp SLG 50.21 -2.25 -4.29%

Previous-day view · Tue Nov 10 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 10, 2026 close · $50.09

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.0% ±$0.98	$49.11 – $51.07	$48.91 – $51.27	$47.98 – $52.20
2 sessions	±2.7% ±$1.37	$48.72 – $51.46	$48.43 – $51.75	$47.14 – $53.04
3 sessions	±3.4% ±$1.72	$48.37 – $51.81	$48.03 – $52.15	$46.42 – $53.76
1 week	±4.4% ±$2.19	$47.90 – $52.28	$47.41 – $52.77	$45.42 – $54.76
2 weeks	±6.1% ±$3.08	$47.01 – $53.17	$46.29 – $53.89	$43.53 – $56.65
3 weeks	±7.6% ±$3.81	$46.28 – $53.90	$45.36 – $54.82	$42.05 – $58.13
1 month	±9.1% ±$4.53	$45.56 – $54.62	$44.43 – $55.75	$40.48 – $59.70

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

±4.50%

Average actual move

4.08%

Beyond the implied move

0 / 1

Median IV change

-13.53%

Reaction session	Implied	Actual	Used	ATM IV before → after
July 17, 2025	±4.50%	-4.08%	0.91×	36.1% → 31.2%

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