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Sabre Corporation SABR 1.74 0.07 4.19%

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Expected move

No chain in the last ten days can size a move for SABR.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±14.92%
Average actual move
29.04%
Beyond the implied move
2 / 2
Reaction session Implied Actual Used ATM IV before → after
August 07, 2025 ±15.83% -35.67% 2.25× —
February 20, 2025 ±14.01% +22.42% 1.60× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →