SN Moves

You're reading the free version. Trader adds the live tape and alerts. Start tracking

SharkNinja SN 226.39 6.25 2.84%

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 · $226.39

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.9% ±$4.30	$222.09 – $230.69	$221.23 – $231.55	$217.15 – $235.63
2 sessions	±2.6% ±$5.98	$220.41 – $232.37	$219.15 – $233.63	$213.49 – $239.29
3 sessions	±3.3% ±$7.54	$218.85 – $233.93	$217.40 – $235.38	$210.34 – $242.44
1 week	±4.2% ±$9.58	$216.81 – $235.97	$214.69 – $238.09	$205.99 – $246.79
2 weeks	±6.0% ±$13.67	$212.72 – $240.06	$209.48 – $243.30	$197.21 – $255.57
3 weeks	±7.5% ±$17.05	$209.34 – $243.44	$205.20 – $247.58	$190.37 – $262.41
1 month	±9.0% ±$20.35	$206.04 – $246.74	$200.97 – $251.81	$183.22 – $269.56

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

±11.59%

Average actual move

4.89%

Beyond the implied move

1 / 5

Median IV change

-32.15%

Reaction session	Implied	Actual	Used	ATM IV before → after
May 06, 2026	±11.16%	-1.64%	0.15×	83.1% → 54.9%
February 11, 2026	±11.00%	+5.62%	0.51×	—
August 07, 2025	±9.72%	+0.91%	0.09×	—
May 08, 2025	±12.01%	+12.86%	1.07×	—
February 13, 2025	±14.05%	+3.43%	0.24×	112.6% → 43.6%

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