SYF Moves

SYNCHRONY FINANCIAL SYF 74.07 -0.96 -1.28%

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 · $74.07

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.6% ±$1.16	$72.91 – $75.23	$72.68 – $75.46	$71.58 – $76.56
2 sessions	±2.2% ±$1.61	$72.46 – $75.68	$72.11 – $76.03	$70.59 – $77.55
3 sessions	±2.8% ±$2.04	$72.03 – $76.11	$71.64 – $76.50	$69.74 – $78.40
1 week	±3.5% ±$2.59	$71.48 – $76.66	$70.91 – $77.23	$68.56 – $79.58
2 weeks	±4.9% ±$3.63	$70.44 – $77.70	$69.58 – $78.56	$66.33 – $81.81
3 weeks	±6.0% ±$4.43	$69.64 – $78.50	$68.56 – $79.58	$64.71 – $83.43
1 month	±7.0% ±$5.21	$68.86 – $79.28	$67.56 – $80.58	$63.00 – $85.14

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

±5.70%

Average actual move

0.71%

Beyond the implied move

0 / 1

Median IV change

-15.46%

Reaction session	Implied	Actual	Used	ATM IV before → after
October 15, 2025	±5.70%	-0.71%	0.13×	—

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