Closed
⌘K
Sign in Sign up

Solaris Energy Infrastructure SEI 57.77 7.22 14.28%

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 · $58.57
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.5% ±$2.62 $55.95 – $61.19 $55.42 – $61.72 $52.95 – $64.19
2 sessions ±6.2% ±$3.64 $54.93 – $62.21 $54.15 – $62.99 $50.71 – $66.43
3 sessions ±7.8% ±$4.59 $53.98 – $63.16 $53.09 – $64.05 $48.79 – $68.35
1 week ±10.0% ±$5.83 $52.74 – $64.40 $51.44 – $65.70 $46.14 – $71.00
2 weeks ±14.0% ±$8.19 $50.38 – $66.76 $48.44 – $68.70 $41.10 – $76.04
3 weeks ±16.5% ±$9.69 $48.88 – $68.26 $46.53 – $70.61 $38.10 – $79.04
1 month ±19.1% ±$11.22 $47.35 – $69.79 $44.57 – $72.57 $34.79 – $82.35
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
±14.83%
Average actual move
22.56%
Beyond the implied move
1 / 1
Median IV change
-16.66%
Reaction session Implied Actual Used ATM IV before → after
February 21, 2025 ±14.83% +22.56% 1.52× 99.9% → 94.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →