SYF Moves

SYNCHRONY FINANCIAL SYF 73.74 -0.33 -0.45%

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Expected move

November 06, 2026 close · $73.74

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.8% ±$1.29	$72.45 – $75.03	$72.19 – $75.29	$70.97 – $76.51
2 sessions	±2.4% ±$1.79	$71.95 – $75.53	$71.56 – $75.92	$69.88 – $77.60
3 sessions	±3.1% ±$2.26	$71.48 – $76.00	$71.05 – $76.43	$68.93 – $78.55
1 week	±3.9% ±$2.87	$70.87 – $76.61	$70.23 – $77.25	$67.63 – $79.85
2 weeks	±5.5% ±$4.03	$69.71 – $77.77	$68.76 – $78.72	$65.15 – $82.33
3 weeks	±6.5% ±$4.76	$68.98 – $78.50	$67.83 – $79.65	$63.70 – $83.78
1 month	±7.5% ±$5.49	$68.25 – $79.23	$66.88 – $80.60	$62.09 – $85.39

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

±5.70%

Average actual move

0.71%

Beyond the implied move

0 / 1

Median IV change

-15.46%

Reaction session	Implied	Actual	Used	ATM IV before → after
October 15, 2025	±5.70%	-0.71%	0.13×	—

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