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Space Exploration Technologies Corp SPCX 135.92 -5.39 -3.81% Regime: Vol Expansion (83%)

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 · $135.91
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.6% ±$3.56 $132.34 – $139.47 $131.64 – $140.17 $128.27 – $143.54
2 sessions ±3.6% ±$4.94 $130.96 – $140.85 $129.91 – $141.90 $125.24 – $146.57
3 sessions ±4.7% ±$6.41 $129.50 – $142.31 $128.27 – $143.54 $122.27 – $149.54
1 week ±5.8% ±$7.85 $128.05 – $143.76 $126.31 – $145.50 $119.19 – $152.62
2 weeks ±7.9% ±$10.79 $125.11 – $146.70 $122.56 – $149.25 $112.88 – $158.93
3 weeks ±9.6% ±$13.01 $122.89 – $148.92 $119.72 – $152.09 $108.38 – $163.43
1 month ±11.2% ±$15.26 $120.64 – $151.17 $116.85 – $154.96 $103.53 – $168.28
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
±12.16%
Average actual move
10.70%
Beyond the implied move
1 / 2
Median IV change
-20.49%
Reaction session Implied Actual Used ATM IV before → after
October 21, 2026 ±7.14% +7.79% 1.09× —
August 05, 2026 ±17.17% -13.61% 0.79× 131.8% → 104.8%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →