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STAG INDUSTRIAL STAG 37.85 0.47 1.26%

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

No chain in the last ten days can size a move for STAG.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±4.00%
Average actual move
0.88%
Beyond the implied move
0 / 1
Median IV change
-23.71%
Reaction session Implied Actual Used ATM IV before → after
February 13, 2025 ±4.00% +0.88% 0.22× 31.8% → 19.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →