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Sterling Infrastructure STRL 244.34 -39.32 -13.86%

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 · $245.70
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.7% ±$11.55 $234.15 – $257.25 $231.82 – $259.58 $220.91 – $270.49
2 sessions ±6.5% ±$16.07 $229.63 – $261.77 $226.22 – $265.18 $211.03 – $280.37
3 sessions ±8.2% ±$20.25 $225.46 – $265.95 $221.55 – $269.85 $202.58 – $288.82
1 week ±10.5% ±$25.73 $219.98 – $271.43 $214.23 – $277.18 $190.89 – $300.52
2 weeks ±14.7% ±$36.12 $209.58 – $281.82 $201.03 – $290.37 $168.65 – $322.75
3 weeks ±17.4% ±$42.80 $202.90 – $288.50 $192.48 – $298.92 $155.26 – $336.14
1 month ±20.0% ±$49.09 $196.61 – $294.79 $184.42 – $306.98 $141.60 – $349.80
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
±12.09%
Average actual move
21.51%
Beyond the implied move
1 / 3
Median IV change
-33.19%
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±12.74% +52.22% 4.10× —
August 05, 2025 ±11.68% +9.14% 0.78× 84.7% → 56.6%
May 06, 2025 ±11.85% +3.17% 0.27× 85.2% → 61.8%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →