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Simpson Manufacturing Co SSD 198.84 -6.32 -3.08%

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 · $198.84
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.5% ±$3.06 $195.78 – $201.90 $195.16 – $202.52 $192.28 – $205.40
2 sessions ±2.1% ±$4.26 $194.58 – $203.10 $193.69 – $203.99 $189.67 – $208.01
3 sessions ±2.7% ±$5.35 $193.49 – $204.19 $192.46 – $205.22 $187.45 – $210.23
1 week ±3.4% ±$6.80 $192.04 – $205.64 $190.53 – $207.15 $184.34 – $213.34
2 weeks ±4.8% ±$9.54 $189.30 – $208.38 $187.03 – $210.65 $178.48 – $219.20
3 weeks ±5.7% ±$11.29 $187.55 – $210.13 $184.80 – $212.88 $175.00 – $222.68
1 month ±6.5% ±$12.92 $185.92 – $211.76 $182.71 – $214.97 $171.46 – $226.22
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
±6.14%
Average actual move
1.47%
Beyond the implied move
0 / 1
Median IV change
-25.29%
Reaction session Implied Actual Used ATM IV before → after
February 11, 2025 ±6.14% +1.47% 0.24× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →