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Summit Therapeutics Inc SMMT 15.07 -1.56 -9.41%

Previous-day view · Thu Nov 12 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 12, 2026 close · $15.08
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±8.7% ±$1.31 $13.77 – $16.39 $13.51 – $16.65 $12.28 – $17.88
2 sessions ±11.6% ±$1.76 $13.32 – $16.84 $12.95 – $17.21 $11.29 – $18.87
3 sessions ±14.5% ±$2.19 $12.89 – $17.27 $12.47 – $17.69 $10.43 – $19.73
1 week ±18.2% ±$2.75 $12.33 – $17.83 $11.72 – $18.44 $9.22 – $20.94
2 weeks ±22.6% ±$3.40 $11.68 – $18.48 $10.87 – $19.29 $7.82 – $22.34
3 weeks ±25.9% ±$3.91 $11.17 – $18.99 $10.22 – $19.94 $6.83 – $23.33
1 month ±29.4% ±$4.43 $10.65 – $19.51 $9.55 – $20.61 $5.69 – $24.47
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
±11.52%
Average actual move
10.81%
Beyond the implied move
2 / 4
Median IV change
-19.69%
Reaction session Implied Actual Used ATM IV before → after
November 05, 2026 ±9.74% -12.24% 1.26× —
July 24, 2026 ±10.01% -8.81% 0.88× —
August 12, 2025 ±17.70% -9.08% 0.51× 144.4% → 110.4%
May 02, 2025 ±8.61% +13.09% 1.52× 98.5% → 82.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →