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Super Micro Computer SMCI 29.6 -1.79 -5.7%

Previous-day view · Wed Nov 4 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 04, 2026 close · $29.72
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.9% ±$1.14 $28.58 – $30.86 $28.35 – $31.09 $27.27 – $32.17
2 sessions ±5.3% ±$1.59 $28.13 – $31.31 $27.79 – $31.65 $26.29 – $33.15
3 sessions ±6.6% ±$1.95 $27.77 – $31.67 $27.40 – $32.04 $25.57 – $33.87
1 week ±8.1% ±$2.42 $27.30 – $32.14 $26.76 – $32.68 $24.56 – $34.88
2 weeks ±11.2% ±$3.31 $26.41 – $33.03 $25.62 – $33.82 $22.65 – $36.79
3 weeks ±13.4% ±$3.99 $25.73 – $33.71 $24.77 – $34.67 $21.30 – $38.14
1 month ±15.7% ±$4.65 $25.07 – $34.37 $23.91 – $35.53 $19.86 – $39.58
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
±15.18%
Average actual move
13.57%
Beyond the implied move
4 / 7
Median IV change
-20.42%
Reaction session Implied Actual Used ATM IV before → after
November 04, 2026 ±14.42% -5.70% 0.40× 94.5% → 80.7%
August 12, 2026 ±15.05% +19.02% 1.26× —
May 06, 2026 ±14.46% +24.54% 1.70× —
February 04, 2026 ±12.00% +13.78% 1.15× —
August 06, 2025 ±11.70% -18.29% 1.56× 92.7% → 72.2%
May 07, 2025 ±11.66% -1.40% 0.12× 99.2% → 78.9%
February 26, 2025 ±26.95% +12.23% 0.45× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →