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Strive SATS 94.27 -0.34 -0.36%

Previous-day view · Fri Nov 6 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 06, 2026 close · $94.27
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.6% ±$2.49 $91.78 – $96.76 $91.27 – $97.27 $88.92 – $99.62
2 sessions ±3.7% ±$3.47 $90.80 – $97.74 $90.07 – $98.47 $86.79 – $101.75
3 sessions ±4.6% ±$4.36 $89.91 – $98.63 $89.06 – $99.48 $84.97 – $103.57
1 week ±5.9% ±$5.55 $88.72 – $99.82 $87.48 – $101.06 $82.45 – $106.09
2 weeks ±8.3% ±$7.79 $86.48 – $102.06 $84.64 – $103.90 $77.65 – $110.89
3 weeks ±10.2% ±$9.64 $84.63 – $103.91 $82.28 – $106.26 $73.89 – $114.65
1 month ±12.2% ±$11.49 $82.78 – $105.76 $79.93 – $108.61 $69.91 – $118.63
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
±11.17%
Average actual move
9.96%
Beyond the implied move
2 / 5
Median IV change
-29.01%
Reaction session Implied Actual Used ATM IV before → after
May 11, 2026 ±7.51% +1.57% 0.21× —
August 01, 2025 ±13.27% -17.37% 1.31× —
May 09, 2025 ±10.27% +1.43% 0.14× 86.6% → 53.4%
November 12, 2024 ±13.18% -12.90% 0.98× —
August 09, 2024 ±11.60% -16.53% 1.42× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →