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SELLAS Life Sciences Group SLS 7.88 -1.26 -13.79%

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 · $7.90
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±8.2% ±$0.64 $7.26 – $8.54 $7.13 – $8.67 $6.52 – $9.28
2 sessions ±11.3% ±$0.90 $7.00 – $8.80 $6.81 – $8.99 $5.97 – $9.83
3 sessions ±14.3% ±$1.13 $6.77 – $9.03 $6.55 – $9.25 $5.50 – $10.30
1 week ±18.1% ±$1.43 $6.47 – $9.33 $6.15 – $9.65 $4.85 – $10.95
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. SLS reports in 8 sessions; only the horizons marked Earnings include its jump. 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
±8.62%
Average actual move
25.10%
Beyond the implied move
1 / 1
Reaction session Implied Actual Used ATM IV before → after
May 13, 2026 ±8.62% +25.10% 2.91× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →