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NuScale Power Corporation SMR 4.37 -0.76 -14.81%

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 · $4.38
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±8.3% ±$0.37 $4.02 – $4.75 $3.93 – $4.84 $3.59 – $5.18
2 sessions Earnings ±9.7% ±$0.42 $3.96 – $4.81 $3.86 – $4.91 $3.47 – $5.30
3 sessions Earnings ±11.0% ±$0.49 $3.90 – $4.87 $3.79 – $4.98 $3.35 – $5.42
1 week Earnings ±12.8% ±$0.56 $3.83 – $4.94 $3.69 – $5.08 $3.21 – $5.56
2 weeks Earnings ±16.2% ±$0.71 $3.68 – $5.09 $3.51 – $5.26 $2.89 – $5.88
3 weeks Earnings ±18.9% ±$0.83 $3.56 – $5.21 $3.36 – $5.41 $2.65 – $6.12
1 month Earnings ±21.6% ±$0.95 $3.44 – $5.33 $3.21 – $5.56 $2.40 – $6.37
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. SMR reports in 1 session; 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
±12.36%
Average actual move
8.32%
Beyond the implied move
2 / 6
Median IV change
-22.01%
Reaction session Implied Actual Used ATM IV before → after
August 06, 2026 ±10.93% +0.96% 0.09× —
May 08, 2026 ±8.66% -0.24% 0.03× —
February 27, 2026 ±13.84% -3.60% 0.26× —
August 08, 2025 ±10.63% -11.93% 1.12× 116.2% → 86.0%
May 13, 2025 ±12.98% +21.64% 1.67× —
March 04, 2025 ±17.12% +11.52% 0.67× 150.5% → 123.4%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →