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SoFi Technologies SOFI 16.04 -1.34 -7.71%

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 · $16.09
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.3% ±$0.53 $15.57 – $16.62 $15.47 – $16.72 $14.97 – $17.22
2 sessions ±4.3% ±$0.69 $15.41 – $16.78 $15.27 – $16.92 $14.62 – $17.57
3 sessions ±5.2% ±$0.85 $15.25 – $16.94 $15.09 – $17.10 $14.30 – $17.89
1 week ±6.5% ±$1.05 $15.04 – $17.15 $14.81 – $17.38 $13.85 – $18.34
2 weeks ±8.8% ±$1.42 $14.68 – $17.51 $14.34 – $17.85 $13.07 – $19.12
3 weeks ±10.2% ±$1.64 $14.45 – $17.74 $14.05 – $18.14 $12.62 – $19.57
1 month ±11.6% ±$1.87 $14.23 – $17.96 $13.77 – $18.42 $12.14 – $20.05
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
±10.52%
Average actual move
8.78%
Beyond the implied move
2 / 7
Median IV change
-26.27%
Reaction session Implied Actual Used ATM IV before → after
October 27, 2026 ±8.99% +13.42% 1.49× 76.5% → 58.9%
July 29, 2026 ±9.86% -8.90% 0.90× 75.7% → 55.8%
April 29, 2026 ±10.24% -15.44% 1.51× —
January 30, 2026 ±8.68% -6.36% 0.73× —
July 29, 2025 ±10.09% +6.57% 0.65× 83.2% → 60.8%
April 29, 2025 ±12.80% +0.53% 0.04× 109.3% → 70.1%
January 27, 2025 ±13.00% -10.27% 0.79× 96.0% → 71.1%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →