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Signet Jewelers Limited SIG 121.92 -6.48 -5.05%

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 · $121.86
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.1% ±$2.59 $119.27 – $124.46 $118.75 – $124.98 $116.30 – $127.43
2 sessions ±3.0% ±$3.61 $118.26 – $125.47 $117.49 – $126.24 $114.08 – $129.65
3 sessions ±3.7% ±$4.55 $117.32 – $126.41 $116.44 – $127.29 $112.18 – $131.55
1 week ±4.7% ±$5.78 $116.09 – $127.64 $114.80 – $128.93 $109.56 – $134.17
2 weeks ±6.7% ±$8.11 $113.75 – $129.98 $111.84 – $131.89 $104.56 – $139.17
3 weeks ±8.2% ±$10.05 $111.82 – $131.91 $109.37 – $134.36 $100.64 – $143.09
1 month Earnings ±12.9% ±$15.77 $106.10 – $137.63 $102.29 – $141.44 $88.72 – $155.01
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. SIG reports in 18 sessions; only the horizons marked Earnings include its jump. 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
±12.09%
Average actual move
12.02%
Beyond the implied move
3 / 6
Median IV change
-38.45%
Reaction session Implied Actual Used ATM IV before → after
September 09, 2026 ±9.56% +23.96% 2.51× —
June 02, 2026 ±12.56% +3.75% 0.30× 94.8% → 61.2%
September 02, 2025 ±11.70% +2.74% 0.23× 78.2% → 45.8%
June 03, 2025 ±14.14% +12.45% 0.88× —
March 19, 2025 ±13.25% +17.29% 1.30× —
December 05, 2024 ±11.34% -11.94% 1.05× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →