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Sirius XM Holdings SIRI 32.4 -0.82 -2.47%

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 · $32.40
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.7% ±$0.56 $31.84 – $32.96 $31.73 – $33.07 $31.21 – $33.59
2 sessions ±2.4% ±$0.77 $31.63 – $33.17 $31.46 – $33.34 $30.73 – $34.07
3 sessions ±3.0% ±$0.98 $31.42 – $33.38 $31.24 – $33.56 $30.33 – $34.47
1 week ±3.8% ±$1.24 $31.16 – $33.64 $30.89 – $33.91 $29.76 – $35.04
2 weeks ±4.9% ±$1.59 $30.81 – $33.99 $30.43 – $34.37 $29.01 – $35.79
3 weeks ±5.9% ±$1.91 $30.49 – $34.31 $30.03 – $34.77 $28.37 – $36.43
1 month ±6.9% ±$2.23 $30.17 – $34.63 $29.62 – $35.18 $27.68 – $37.12
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
±5.60%
Average actual move
7.56%
Beyond the implied move
3 / 3
Median IV change
-11.01%
Reaction session Implied Actual Used ATM IV before → after
July 31, 2025 ±5.56% -7.89% 1.42× —
May 01, 2025 ±6.05% -8.96% 1.48× 57.4% → 47.3%
January 30, 2025 ±5.20% +5.82% 1.12× 52.3% → 50.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →