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Synopsys Inc SNPS 462.95 0.07 0.02%

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 · $462.95
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.1% ±$9.72 $453.23 – $472.67 $451.28 – $474.62 $442.12 – $483.78
2 sessions ±2.9% ±$13.52 $449.43 – $476.47 $446.56 – $479.34 $433.78 – $492.12
3 sessions ±3.7% ±$17.04 $445.91 – $479.99 $442.63 – $483.27 $426.70 – $499.20
1 week ±4.7% ±$21.62 $441.33 – $484.57 $436.47 – $489.43 $416.84 – $509.06
2 weeks ±6.6% ±$30.37 $432.58 – $493.32 $425.40 – $500.50 $398.18 – $527.72
3 weeks ±8.1% ±$37.59 $425.36 – $500.54 $416.19 – $509.71 $383.46 – $542.44
1 month ±9.7% ±$44.77 $418.18 – $507.72 $407.03 – $518.87 $368.00 – $557.90
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. SNPS reports in 25 sessions; 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
±8.38%
Average actual move
15.75%
Beyond the implied move
3 / 4
Median IV change
-26.00%
Reaction session Implied Actual Used ATM IV before → after
August 27, 2026 ±9.94% +13.39% 1.35× —
May 28, 2026 ±8.26% -8.61% 1.04× —
February 26, 2026 ±8.59% -5.16% 0.60× —
September 10, 2025 ±6.71% -35.84% 5.34× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →