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Innovative Industrial Properties IIPR 53.02 0.36 0.68%

Previous-day view · Fri Nov 13 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 13, 2026 close · $53.03
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.1% ±$1.12 $51.91 – $54.15 $51.69 – $54.37 $50.63 – $55.43
2 sessions ±2.9% ±$1.55 $51.48 – $54.58 $51.15 – $54.91 $49.68 – $56.38
3 sessions ±3.7% ±$1.96 $51.07 – $54.99 $50.69 – $55.37 $48.86 – $57.20
1 week ±4.7% ±$2.49 $50.54 – $55.52 $49.99 – $56.07 $47.73 – $58.33
2 weeks ±5.5% ±$2.94 $50.09 – $55.97 $49.39 – $56.67 $46.75 – $59.31
3 weeks ±6.4% ±$3.39 $49.64 – $56.42 $48.81 – $57.25 $45.87 – $60.19
1 month ±7.3% ±$3.85 $49.18 – $56.88 $48.22 – $57.84 $44.86 – $61.20
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
±7.58%
Average actual move
7.44%
Beyond the implied move
2 / 4
Median IV change
-13.42%
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±9.03% +14.03% 1.55× —
August 07, 2025 ±8.28% -10.69% 1.29× 60.9% → 54.5%
May 08, 2025 ±6.98% +4.29% 0.61× 51.7% → 45.3%
February 20, 2025 ±6.03% -0.76% 0.13× 41.0% → 35.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →