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SM Energy Company SM 29.92 0.29 0.98%

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 · $29.93
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.5% ±$0.74 $29.19 – $30.67 $29.04 – $30.82 $28.34 – $31.52
2 sessions ±3.4% ±$1.03 $28.90 – $30.96 $28.68 – $31.18 $27.71 – $32.15
3 sessions ±4.3% ±$1.30 $28.63 – $31.23 $28.38 – $31.48 $27.17 – $32.69
1 week ±5.5% ±$1.65 $28.28 – $31.58 $27.91 – $31.95 $26.42 – $33.44
2 weeks ±7.7% ±$2.31 $27.62 – $32.24 $27.07 – $32.79 $24.99 – $34.87
3 weeks ±9.2% ±$2.76 $27.17 – $32.69 $26.50 – $33.36 $24.10 – $35.76
1 month ±10.7% ±$3.21 $26.72 – $33.14 $25.92 – $33.94 $23.12 – $36.74
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
±8.04%
Average actual move
3.18%
Beyond the implied move
0 / 2
Median IV change
-11.54%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±8.93% +1.93% 0.22× —
February 20, 2025 ±7.15% -4.43% 0.62× 44.3% → 36.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →