SONO Moves

Sonos SONO 16.77 0.83 5.21%

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Expected move

November 04, 2026 close · $17.01

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±3.2% ±$0.54	$16.46 – $17.55	$16.35 – $17.67	$15.84 – $18.18
2 sessions	±4.5% ±$0.76	$16.25 – $17.77	$16.09 – $17.93	$15.37 – $18.65
3 sessions	±5.6% ±$0.95	$16.05 – $17.96	$15.87 – $18.15	$14.97 – $19.05
1 week	±7.2% ±$1.21	$15.79 – $18.22	$15.52 – $18.50	$14.42 – $19.60
2 weeks	±10.0% ±$1.70	$15.30 – $18.71	$14.90 – $19.12	$13.37 – $20.65

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. SONO reports in 5 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

±13.79%

Average actual move

5.78%

Beyond the implied move

0 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
May 05, 2026	±13.79%	-5.78%	0.42×	—

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