STWD Moves

STARWOOD PROPERTY TRUST STWD 12.05 -0.83 -6.44%

Previous-day view · Fri Nov 6 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 06, 2026 close · $12.04

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.3% ±$0.15	$11.89 – $12.20	$11.86 – $12.23	$11.72 – $12.37
2 sessions	±1.7% ±$0.21	$11.84 – $12.25	$11.79 – $12.30	$11.59 – $12.50
3 sessions	±2.2% ±$0.27	$11.78 – $12.31	$11.73 – $12.36	$11.48 – $12.61
1 week	±2.8% ±$0.34	$11.71 – $12.38	$11.64 – $12.45	$11.33 – $12.76
2 weeks	±3.9% ±$0.47	$11.57 – $12.52	$11.46 – $12.63	$11.04 – $13.05
3 weeks	±4.8% ±$0.59	$11.46 – $12.63	$11.32 – $12.77	$10.81 – $13.28
1 month	±5.8% ±$0.70	$11.35 – $12.74	$11.18 – $12.91	$10.57 – $13.52

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

±3.77%

Average actual move

1.32%

Beyond the implied move

0 / 2

Median IV change

-12.52%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 07, 2025	±3.99%	+1.96%	0.49×	—
May 09, 2025	±3.55%	+0.68%	0.19×	—

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