SNX Moves

TD SYNNEX Corporation SNX 218.73 3.36 1.56%

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

November 06, 2026 close · $219.20

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.1% ±$4.58	$214.61 – $223.78	$213.69 – $224.70	$209.35 – $229.04
2 sessions	±2.9% ±$6.37	$212.82 – $225.57	$211.46 – $226.93	$205.43 – $232.96
3 sessions	±3.7% ±$8.02	$211.17 – $227.22	$209.62 – $228.77	$202.10 – $236.29
1 week	±4.7% ±$10.21	$208.98 – $229.41	$206.70 – $231.69	$197.43 – $240.96
2 weeks	±6.5% ±$14.33	$204.86 – $233.53	$201.46 – $236.93	$188.62 – $249.77
3 weeks	±7.9% ±$17.36	$201.84 – $236.56	$197.63 – $240.76	$182.52 – $255.87
1 month	±9.3% ±$20.38	$198.81 – $239.58	$193.75 – $244.64	$175.97 – $262.42

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

±5.51%

Average actual move

9.75%

Beyond the implied move

1 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
January 10, 2025	±5.51%	+9.75%	1.77×	—

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