SW Moves

Smurfit Westrock plc SW 44.51 -0.68 -1.5%

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Expected move

November 05, 2026 close · $44.51

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.3% ±$1.01	$43.50 – $45.52	$43.30 – $45.72	$42.36 – $46.66
2 sessions	±3.1% ±$1.40	$43.11 – $45.91	$42.81 – $46.21	$41.50 – $47.52
3 sessions	±4.0% ±$1.76	$42.75 – $46.27	$42.41 – $46.61	$40.76 – $48.26
1 week	±5.0% ±$2.24	$42.27 – $46.75	$41.77 – $47.25	$39.74 – $49.28
2 weeks	±7.0% ±$3.14	$41.37 – $47.65	$40.62 – $48.40	$37.81 – $51.21
3 weeks	±8.3% ±$3.68	$40.83 – $48.19	$39.93 – $49.09	$36.73 – $52.29
1 month	±9.4% ±$4.18	$40.33 – $48.69	$39.29 – $49.73	$35.65 – $53.37

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

±7.78%

Average actual move

5.05%

Beyond the implied move

0 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
February 12, 2025	±7.78%	-5.05%	0.65×	—

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