SITM Moves

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SiTime Corporation Common Stock SITM 444.54 -26.01 -5.53%

Previous-day view · Fri Nov 13 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 13, 2026 close · $445.89

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±3.8% ±$16.90	$429.00 – $462.79	$425.61 – $466.18	$409.64 – $482.15
2 sessions	±5.3% ±$23.50	$422.40 – $469.39	$417.40 – $474.39	$395.20 – $496.59
3 sessions	±6.6% ±$29.61	$416.29 – $475.50	$410.58 – $481.21	$382.85 – $508.94
1 week	±8.4% ±$37.63	$408.26 – $483.53	$399.88 – $491.91	$365.72 – $526.07
2 weeks	±11.8% ±$52.80	$393.10 – $498.69	$380.57 – $511.22	$333.26 – $558.53
3 weeks	±14.7% ±$65.37	$380.53 – $511.26	$364.61 – $527.18	$307.71 – $584.08
1 month	±17.5% ±$77.89	$368.00 – $523.79	$348.69 – $543.10	$280.74 – $611.05

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

±15.38%

Average actual move

15.66%

Beyond the implied move

1 / 3

Reaction session	Implied	Actual	Used	ATM IV before → after
May 07, 2026	±17.02%	+27.91%	1.64×	—
August 07, 2025	±15.50%	-5.65%	0.36×	—
May 08, 2025	±13.63%	+13.42%	0.98×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →