STWD Moves

STARWOOD PROPERTY TRUST STWD 12.88 -0.07 -0.54%

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 · $12.88

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session Earnings	±1.9% ±$0.25	$12.63 – $13.13	$12.57 – $13.19	$12.33 – $13.42
2 sessions Earnings	±2.5% ±$0.33	$12.55 – $13.21	$12.47 – $13.29	$12.17 – $13.59
3 sessions Earnings	±3.1% ±$0.39	$12.48 – $13.27	$12.39 – $13.37	$12.03 – $13.73
1 week Earnings	±3.8% ±$0.49	$12.39 – $13.37	$12.27 – $13.49	$11.84 – $13.92
2 weeks Earnings	±5.2% ±$0.67	$12.21 – $13.55	$12.05 – $13.71	$11.46 – $14.30
3 weeks Earnings	±6.3% ±$0.81	$12.07 – $13.69	$11.88 – $13.88	$11.18 – $14.58
1 month Earnings	±7.3% ±$0.94	$11.94 – $13.82	$11.71 – $14.05	$10.90 – $14.86

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. STWD reports in 1 session; only the horizons marked Earnings include its jump. 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

±3.83%

Average actual move

1.34%

Beyond the implied move

0 / 3

Median IV change

-12.52%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 07, 2025	±3.99%	+1.96%	0.49×	—
May 09, 2025	±3.55%	+0.68%	0.19×	—
November 06, 2024	±3.94%	-1.37%	0.35×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →