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Scorpio Tankers Inc STNG 80.74 -4.31 -5.07%

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 · $80.74
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.1% ±$1.69 $79.05 – $82.43 $78.71 – $82.77 $77.11 – $84.37
2 sessions ±2.9% ±$2.35 $78.39 – $83.09 $77.89 – $83.59 $75.67 – $85.81
3 sessions ±3.7% ±$2.96 $77.78 – $83.70 $77.20 – $84.28 $74.43 – $87.05
1 week ±4.7% ±$3.76 $76.98 – $84.50 $76.14 – $85.34 $72.72 – $88.76
2 weeks ±6.5% ±$5.28 $75.46 – $86.02 $74.21 – $87.27 $69.47 – $92.01
3 weeks ±7.9% ±$6.40 $74.34 – $87.14 $72.78 – $88.70 $67.21 – $94.27
1 month ±9.3% ±$7.49 $73.25 – $88.23 $71.39 – $90.09 $64.85 – $96.63
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
±7.53%
Average actual move
5.35%
Beyond the implied move
0 / 2
Median IV change
-9.15%
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±8.32% +4.02% 0.48× —
February 13, 2025 ±6.74% -6.69% 0.99× 53.6% → 49.1%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →