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Solstice Advanced Materials Inc SOLS 57.7 -4.04 -6.54%

Previous-day view · Wed Nov 4 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 04, 2026 close · $57.70
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.4% ±$1.39 $56.31 – $59.09 $56.03 – $59.37 $54.72 – $60.68
2 sessions ±3.4% ±$1.93 $55.77 – $59.63 $55.35 – $60.05 $53.53 – $61.87
3 sessions ±4.2% ±$2.43 $55.27 – $60.13 $54.79 – $60.61 $52.51 – $62.89
1 week ±5.4% ±$3.10 $54.60 – $60.80 $53.91 – $61.49 $51.10 – $64.30
2 weeks ±7.5% ±$4.34 $53.36 – $62.04 $52.32 – $63.08 $48.43 – $66.97
3 weeks ±9.3% ±$5.35 $52.35 – $63.05 $51.05 – $64.35 $46.40 – $69.00
1 month ±11.0% ±$6.32 $51.38 – $64.02 $49.81 – $65.59 $44.29 – $71.11
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
±11.55%
Average actual move
1.85%
Beyond the implied move
0 / 1
Median IV change
-27.28%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±11.55% -1.85% 0.16× 85.0% → 61.8%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →