After hours
⌘K
Sign in Sign up
You're reading the free version. Trader adds the live tape and alerts. Start tracking

Spectrum Brands Holdings SPB 88.69 -0.64 -0.72%

Previous-day view · Tue Nov 10 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 10, 2026 close · $88.69
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$1.41 $87.28 – $90.10 $86.99 – $90.39 $85.66 – $91.72
2 sessions Earnings ±6.5% ±$5.81 $82.88 – $94.50 $81.46 – $95.92 $76.10 – $101.28
3 sessions Earnings ±7.0% ±$6.21 $82.48 – $94.90 $81.04 – $96.34 $75.36 – $102.02
1 week Earnings ±7.5% ±$6.63 $82.06 – $95.32 $80.45 – $96.93 $74.74 – $102.64
2 weeks Earnings ±8.4% ±$7.44 $81.25 – $96.13 $79.50 – $97.88 $73.00 – $104.38
3 weeks Earnings ±9.2% ±$8.12 $80.57 – $96.81 $78.63 – $98.75 $71.62 – $105.76
1 month Earnings ±10.0% ±$8.85 $79.84 – $97.54 $77.71 – $99.67 $70.08 – $107.30
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. SPB reports in 2 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
±7.93%
Average actual move
5.68%
Beyond the implied move
0 / 3
Median IV change
-22.52%
Reaction session Implied Actual Used ATM IV before → after
August 07, 2025 ±8.13% +7.45% 0.92× 58.8% → 45.6%
May 08, 2025 ±8.48% +3.59% 0.42× —
November 15, 2024 ±7.19% -6.01% 0.84× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →