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Syndax Pharmaceuticals SNDX 9.54 0.17 1.81%

Previous-day view · Fri Nov 6 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

No chain in the last ten days can size a move for SNDX.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±13.73%
Average actual move
21.10%
Beyond the implied move
1 / 1
Median IV change
-7.20%
Reaction session Implied Actual Used ATM IV before → after
August 05, 2025 ±13.73% +21.10% 1.54× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →