Implied move

SIG implied move

Signet Jewelers Ltd · Retail · $3.25B market cap

Last / underlying

$100.27

Expected move

±3.89%

Dollar range

$3.90

Straddle box

$96.37 – $104.17

Range uses the nearest listed expiry (Sep 11, 2026) ATM call + put mid. That is event-vol when earnings sit inside that expiry; it is not a guarantee the print stays inside the box.

Latest earnings window

Sep 9, 2026 Before Open

EPS est. $1.75 · Rev est. $1.55B

After the print, compare the cash session move to the expected-move percent above. Inside the box means realized vol printed quieter than the straddle; outside means the tape outran implied.

Prior reports

Sep 1, 2026After Close · Actual +0.58%
Jun 2, 2026After Close · Actual -3.01%
Mar 19, 2026After Close · Actual -0.57%
Dec 2, 2025After Close · Actual -0.19%
Sep 2, 2025After Close · Actual -1.97%
Jun 3, 2025After Close · Actual -0.97%
Mar 19, 2025After Close · Actual -0.62%
Dec 5, 2024After Close · Actual +5.59%

Avg |actual| ±1.69% · 8 prints

Actuals are close-to-close session moves from daily bars (After Close = report day → next session; Before Open = prior close → report day). Implied-versus-actual still needs a stored recap snapshot.

How to read this page

Expected move is the nearest-expiry ATM call mid plus put mid, divided by last. After the print, compare the cash-session percent change to that box: inside means realized variance printed quieter than the straddle; outside means the tape outran implied. That is a description, not a trade.

Full formula and vendor notes: how the implied move works · methodology · disclaimer.

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