SNDK Moves

Sandisk Corporation Common Stock SNDK 1037.4 -89.12 -7.91% Regime: Trend Down (95%)

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 · $1037.58

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±3.9% ±$40.57	$997.01 – $1078.15	$988.81 – $1086.35	$950.42 – $1124.74
2 sessions	±5.4% ±$56.44	$981.14 – $1094.02	$969.10 – $1106.06	$915.77 – $1159.39
3 sessions	±6.7% ±$69.31	$968.27 – $1106.89	$954.78 – $1120.38	$889.93 – $1185.23
1 week	±8.3% ±$86.33	$951.25 – $1123.91	$932.06 – $1143.10	$853.72 – $1221.44
2 weeks	±11.4% ±$118.80	$918.78 – $1156.38	$890.66 – $1184.50	$784.10 – $1291.06
3 weeks	±14.0% ±$144.95	$892.63 – $1182.53	$857.46 – $1217.70	$731.39 – $1343.77
1 month	±16.2% ±$167.98	$869.60 – $1205.56	$827.89 – $1247.27	$681.38 – $1393.78

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

±10.46%

Average actual move

7.59%

Beyond the implied move

1 / 5

Median IV change

-2.88%

Reaction session	Implied	Actual	Used	ATM IV before → after
October 30, 2026	±7.63%	-13.47%	1.77×	79.7% → 77.4%
August 06, 2026	±12.30%	-6.81%	0.55×	—
May 01, 2026	±9.76%	+8.25%	0.85×	—
August 15, 2025	±9.10%	-4.58%	0.50×	—
May 08, 2025	±13.51%	+4.83%	0.36×	—

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