Sony Group Corporation American Depositary SONY 27.0 -0.54 -1.96%
Expected move
November 06, 2026 close · $27.00| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±1.5% ±$0.40 | $26.60 – $27.40 | $26.52 – $27.48 | $26.14 – $27.86 |
| 2 sessions | ±2.1% ±$0.56 | $26.44 – $27.56 | $26.32 – $27.68 | $25.79 – $28.21 |
| 3 sessions | ±2.6% ±$0.70 | $26.30 – $27.70 | $26.16 – $27.84 | $25.50 – $28.50 |
| 1 week | ±3.3% ±$0.90 | $26.10 – $27.90 | $25.90 – $28.10 | $25.09 – $28.91 |
| 2 weeks | ±4.6% ±$1.23 | $25.77 – $28.23 | $25.47 – $28.53 | $24.37 – $29.63 |
| 3 weeks | ±5.6% ±$1.51 | $25.49 – $28.51 | $25.12 – $28.88 | $23.80 – $30.20 |
| 1 month | ±6.7% ±$1.80 | $25.20 – $28.80 | $24.76 – $29.24 | $23.19 – $30.81 |
Earnings: priced against what happened
Average implied move
±5.68%
Average actual move
4.41%
Beyond the implied move
2 / 7
Median IV change
-28.78%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| November 05, 2026 | ±5.49% | +6.13% | 1.12× | 43.2% → 35.4% |
| May 08, 2026 | ±5.28% | +1.31% | 0.25× | — |
| February 05, 2026 | ±5.59% | -3.06% | 0.55× | — |
| August 07, 2025 | ±5.52% | +4.45% | 0.81× | 42.5% → 31.0% |
| May 14, 2025 | ±6.01% | +1.39% | 0.23× | 43.6% → 30.3% |
| February 13, 2025 | ±6.37% | +5.55% | 0.87× | 42.8% → 27.2% |
| November 08, 2024 | ±5.47% | +8.98% | 1.64× | — |