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SI-BONE SIBN 24.27 -0.68 -2.73%

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

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

Volatility premium

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

Earnings: priced against what happened

Average implied move
±11.03%
Average actual move
10.61%
Beyond the implied move
0 / 1
Median IV change
-16.90%
Reaction session Implied Actual Used ATM IV before → after
August 05, 2025 ±11.03% -10.61% 0.96× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →