SNA Moves

Snap-on Incorporated SNA 366.44 -2.26 -0.61%

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 · $366.44

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.3% ±$4.58	$361.86 – $371.02	$360.94 – $371.94	$356.66 – $376.22
2 sessions	±1.7% ±$6.34	$360.10 – $372.78	$358.74 – $374.14	$352.74 – $380.14
3 sessions	±2.2% ±$7.99	$358.45 – $374.43	$356.91 – $375.97	$349.44 – $383.44
1 week	±2.8% ±$10.15	$356.29 – $376.59	$354.02 – $378.86	$344.78 – $388.10
2 weeks	±3.9% ±$14.25	$352.19 – $380.69	$348.81 – $384.07	$336.03 – $396.85
3 weeks	±4.5% ±$16.56	$349.88 – $383.00	$345.85 – $387.03	$331.44 – $401.44
1 month	±5.1% ±$18.65	$347.79 – $385.09	$343.17 – $389.71	$326.94 – $405.94

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

±5.02%

Average actual move

7.96%

Beyond the implied move

2 / 2

Reaction session	Implied	Actual	Used	ATM IV before → after
July 17, 2025	±5.10%	+7.92%	1.55×	—
April 17, 2025	±4.94%	-8.00%	1.62×	—

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