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Service Corporation International SCI 75.45 -1.76 -2.28%

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 · $75.36
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.3% ±$0.94 $74.41 – $76.30 $74.22 – $76.49 $73.32 – $77.39
2 sessions ±1.8% ±$1.31 $74.04 – $76.67 $73.75 – $76.96 $72.51 – $78.20
3 sessions ±2.2% ±$1.66 $73.69 – $77.02 $73.37 – $77.34 $71.81 – $78.90
1 week ±2.8% ±$2.11 $73.24 – $77.47 $72.77 – $77.94 $70.85 – $79.86
2 weeks ±3.9% ±$2.96 $72.39 – $78.32 $71.69 – $79.02 $69.03 – $81.68
3 weeks ±4.9% ±$3.67 $71.68 – $79.03 $70.79 – $79.92 $67.59 – $83.12
1 month ±5.8% ±$4.38 $70.98 – $79.73 $69.89 – $80.82 $66.07 – $84.64
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
±6.51%
Average actual move
6.98%
Beyond the implied move
1 / 2
Median IV change
-30.11%
Reaction session Implied Actual Used ATM IV before → after
February 12, 2026 ±5.42% -6.73% 1.24× —
February 13, 2025 ±7.60% +7.22% 0.95× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →