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SharkNinja SN 217.13 -2.12 -0.97%

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 · $217.13
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.4% ±$5.21 $211.92 – $222.34 $210.88 – $223.38 $205.97 – $228.29
2 sessions ±3.3% ±$7.23 $209.90 – $224.36 $208.36 – $225.90 $201.52 – $232.74
3 sessions ±4.2% ±$9.12 $208.01 – $226.25 $206.25 – $228.01 $197.72 – $236.54
1 week ±5.3% ±$11.57 $205.56 – $228.70 $202.97 – $231.29 $192.46 – $241.80
2 weeks ±7.5% ±$16.24 $200.89 – $233.37 $197.02 – $237.24 $182.45 – $251.81
3 weeks ±9.0% ±$19.48 $197.65 – $236.61 $192.92 – $241.34 $175.96 – $258.30
1 month ±10.4% ±$22.58 $194.55 – $239.71 $188.95 – $245.31 $169.25 – $265.01
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
±11.59%
Average actual move
4.89%
Beyond the implied move
1 / 5
Median IV change
-32.15%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±11.16% -1.64% 0.15× 83.1% → 54.9%
February 11, 2026 ±11.00% +5.62% 0.51× —
August 07, 2025 ±9.72% +0.91% 0.09× —
May 08, 2025 ±12.01% +12.86% 1.07× —
February 13, 2025 ±14.05% +3.43% 0.24× 112.6% → 43.6%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →