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Semler Scientific SMLR 20.33 -1.04 -4.87%

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

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

Volatility premium

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

Earnings: priced against what happened

Average implied move
±10.86%
Average actual move
5.24%
Beyond the implied move
1 / 3
Median IV change
-14.89%
Reaction session Implied Actual Used ATM IV before → after
August 05, 2025 ±11.87% -1.41% 0.12× 85.8% → 68.2%
May 14, 2025 ±10.76% -11.34% 1.05× —
February 19, 2025 ±9.96% +2.96% 0.30× 85.2% → 77.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →