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Sphere Entertainment Co SPHR 112.33 3.48 3.2%

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 · $112.33
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.8% ±$3.13 $109.20 – $115.46 $108.57 – $116.09 $105.60 – $119.06
2 sessions ±3.9% ±$4.36 $107.97 – $116.69 $107.04 – $117.62 $102.92 – $121.74
3 sessions ±4.9% ±$5.49 $106.84 – $117.82 $105.77 – $118.89 $100.63 – $124.03
1 week ±6.2% ±$6.99 $105.34 – $119.32 $103.79 – $120.87 $97.45 – $127.21
2 weeks ±8.7% ±$9.81 $102.52 – $122.14 $100.21 – $124.45 $91.41 – $133.25
3 weeks ±10.5% ±$11.79 $100.54 – $124.12 $97.67 – $126.99 $87.42 – $137.24
1 month ±12.2% ±$13.72 $98.61 – $126.05 $95.21 – $129.45 $83.26 – $141.40
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
±12.07%
Average actual move
3.36%
Beyond the implied move
0 / 3
Median IV change
-27.90%
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±11.87% +0.10% 0.01× 85.2% → 61.4%
August 11, 2025 ±11.48% -3.95% 0.34× —
May 08, 2025 ±12.84% +6.04% 0.47× 102.0% → 62.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →