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SoFi Technologies SOFI 16.21 0.17 1.06%

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 · $16.14
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.6% ±$0.41 $15.73 – $16.56 $15.64 – $16.65 $15.25 – $17.04
2 sessions ±3.6% ±$0.59 $15.56 – $16.73 $15.44 – $16.85 $14.89 – $17.40
3 sessions ±4.5% ±$0.73 $15.41 – $16.88 $15.27 – $17.02 $14.58 – $17.71
1 week ±5.8% ±$0.93 $15.21 – $17.08 $15.00 – $17.29 $14.16 – $18.13
2 weeks ±7.9% ±$1.28 $14.87 – $17.42 $14.56 – $17.73 $13.42 – $18.87
3 weeks ±9.4% ±$1.52 $14.63 – $17.66 $14.27 – $18.02 $12.95 – $19.34
1 month ±11.0% ±$1.78 $14.37 – $17.92 $13.93 – $18.36 $12.38 – $19.91
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
±10.52%
Average actual move
8.78%
Beyond the implied move
2 / 7
Median IV change
-26.27%
Reaction session Implied Actual Used ATM IV before → after
October 27, 2026 ±8.99% +13.42% 1.49× 76.5% → 58.9%
July 29, 2026 ±9.86% -8.90% 0.90× 75.7% → 55.8%
April 29, 2026 ±10.24% -15.44% 1.51× —
January 30, 2026 ±8.68% -6.36% 0.73× —
July 29, 2025 ±10.09% +6.57% 0.65× 83.2% → 60.8%
April 29, 2025 ±12.80% +0.53% 0.04× 109.3% → 70.1%
January 27, 2025 ±13.00% -10.27% 0.79× 96.0% → 71.1%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →