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SSR Mining Inc SSRM 27.92 -0.23 -0.82%

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 · $28.05
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.6% ±$0.73 $27.32 – $28.78 $27.17 – $28.93 $26.48 – $29.62
2 sessions ±3.6% ±$1.02 $27.03 – $29.07 $26.81 – $29.29 $25.85 – $30.25
3 sessions ±4.6% ±$1.28 $26.77 – $29.33 $26.52 – $29.58 $25.32 – $30.78
1 week ±5.8% ±$1.63 $26.42 – $29.68 $26.05 – $30.05 $24.57 – $31.53
2 weeks ±8.2% ±$2.29 $25.76 – $30.34 $25.22 – $30.88 $23.16 – $32.94
3 weeks ±9.8% ±$2.76 $25.29 – $30.81 $24.61 – $31.49 $22.21 – $33.89
1 month ±11.5% ±$3.22 $24.83 – $31.27 $24.03 – $32.07 $21.22 – $34.88
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
±8.76%
Average actual move
12.03%
Beyond the implied move
3 / 4
Median IV change
-17.92%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±10.18% +15.47% 1.52× —
August 06, 2025 ±7.31% +17.32% 2.37× —
May 07, 2025 ±10.30% +2.56% 0.25× 77.6% → 63.7%
February 19, 2025 ±7.23% +12.75% 1.76× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →