STNG Moves

Scorpio Tankers Inc STNG 80.76 0.02 0.02%

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Expected move

November 06, 2026 close · $80.76

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.0% ±$1.61	$79.15 – $82.37	$78.83 – $82.69	$77.30 – $84.22
2 sessions	±2.8% ±$2.24	$78.52 – $83.00	$78.05 – $83.47	$75.93 – $85.59
3 sessions	±3.5% ±$2.82	$77.94 – $83.58	$77.39 – $84.13	$74.76 – $86.76
1 week	±4.4% ±$3.59	$77.17 – $84.35	$76.37 – $85.15	$73.13 – $88.39
2 weeks	±6.2% ±$5.03	$75.73 – $85.79	$74.54 – $86.98	$70.03 – $91.49
3 weeks	±7.4% ±$5.98	$74.78 – $86.74	$73.33 – $88.19	$68.12 – $93.40
1 month	±8.6% ±$6.95	$73.81 – $87.71	$72.09 – $89.43	$66.03 – $95.49

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

±7.53%

Average actual move

5.35%

Beyond the implied move

0 / 2

Median IV change

-9.15%

Reaction session	Implied	Actual	Used	ATM IV before → after
May 05, 2026	±8.32%	+4.02%	0.48×	—
February 13, 2025	±6.74%	-6.69%	0.99×	53.6% → 49.1%

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →