SXT Moves

Sensient Technology Corporation SXT 119.75 -6.07 -4.82%

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Expected move

November 05, 2026 close · $119.75

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.5% ±$1.84	$117.91 – $121.59	$117.53 – $121.97	$115.80 – $123.70
2 sessions	±2.1% ±$2.56	$117.19 – $122.31	$116.65 – $122.85	$114.23 – $125.27
3 sessions	±2.7% ±$3.22	$116.53 – $122.97	$115.91 – $123.59	$112.88 – $126.62
1 week	±3.4% ±$4.10	$115.65 – $123.85	$114.73 – $124.77	$111.01 – $128.49
2 weeks	±4.8% ±$5.76	$113.99 – $125.51	$112.62 – $126.88	$107.48 – $132.02
3 weeks	±6.0% ±$7.13	$112.62 – $126.88	$110.89 – $128.61	$104.69 – $134.81
1 month	±7.1% ±$8.49	$111.26 – $128.24	$109.15 – $130.35	$101.75 – $137.75

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

±6.36%

Average actual move

7.49%

Beyond the implied move

1 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
February 14, 2025	±6.36%	-7.49%	1.18×	—

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