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Sony Group Corporation American Depositary SONY 27.54 1.59 6.13%

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 · $27.54
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.5% ±$0.41 $27.13 – $27.95 $27.04 – $28.04 $26.65 – $28.43
2 sessions ±2.1% ±$0.58 $26.96 – $28.12 $26.84 – $28.24 $26.30 – $28.78
3 sessions ±2.6% ±$0.72 $26.82 – $28.26 $26.68 – $28.40 $26.00 – $29.08
1 week ±3.3% ±$0.92 $26.62 – $28.46 $26.41 – $28.67 $25.58 – $29.50
2 weeks ±4.5% ±$1.24 $26.30 – $28.78 $26.01 – $29.07 $24.90 – $30.18
3 weeks ±5.6% ±$1.53 $26.01 – $29.07 $25.64 – $29.44 $24.31 – $30.77
1 month ±6.5% ±$1.78 $25.76 – $29.32 $25.32 – $29.76 $23.77 – $31.31
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
±5.68%
Average actual move
4.41%
Beyond the implied move
2 / 7
Median IV change
-28.78%
Reaction session Implied Actual Used ATM IV before → after
November 05, 2026 ±5.49% +6.13% 1.12× 43.2% → 35.4%
May 08, 2026 ±5.28% +1.31% 0.25× —
February 05, 2026 ±5.59% -3.06% 0.55× —
August 07, 2025 ±5.52% +4.45% 0.81× 42.5% → 31.0%
May 14, 2025 ±6.01% +1.39% 0.23× 43.6% → 30.3%
February 13, 2025 ±6.37% +5.55% 0.87× 42.8% → 27.2%
November 08, 2024 ±5.47% +8.98% 1.64× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →