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NuScale Power Corporation SMR 4.66 -0.16 -3.32%
Expected move
November 13, 2026 close · $4.66| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±4.2% ±$0.20 | $4.47 – $4.86 | $4.43 – $4.90 | $4.24 – $5.09 |
| 2 sessions | ±5.9% ±$0.28 | $4.39 – $4.94 | $4.33 – $5.00 | $4.07 – $5.26 |
| 3 sessions | ±7.4% ±$0.35 | $4.32 – $5.01 | $4.25 – $5.08 | $3.93 – $5.40 |
| 1 week | ±9.4% ±$0.44 | $4.23 – $5.10 | $4.13 – $5.20 | $3.73 – $5.60 |
| 2 weeks | ±12.3% ±$0.58 | $4.09 – $5.24 | $3.95 – $5.38 | $3.44 – $5.89 |
| 3 weeks | ±16.1% ±$0.75 | $3.92 – $5.41 | $3.73 – $5.60 | $3.08 – $6.25 |
| 1 month | ±18.9% ±$0.89 | $3.78 – $5.55 | $3.56 – $5.77 | $2.79 – $6.54 |
Earnings: priced against what happened
Average implied move
±11.94%
Average actual move
9.45%
Beyond the implied move
3 / 7
Median IV change
-22.01%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| November 06, 2026 | ±9.38% | +16.25% | 1.73× | — |
| August 06, 2026 | ±10.93% | +0.96% | 0.09× | — |
| May 08, 2026 | ±8.66% | -0.24% | 0.03× | — |
| February 27, 2026 | ±13.84% | -3.60% | 0.26× | — |
| August 08, 2025 | ±10.63% | -11.93% | 1.12× | 116.2% → 86.0% |
| May 13, 2025 | ±12.98% | +21.64% | 1.67× | — |
| March 04, 2025 | ±17.12% | +11.52% | 0.67× | 150.5% → 123.4% |