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Ingersoll Rand Inc IR 84.18 -0.38 -0.45%

Previous-day view · Wed Nov 4 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 04, 2026 close · $84.19
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.4% ±$1.14 $83.04 – $85.33 $82.81 – $85.56 $81.73 – $86.64
2 sessions ±1.9% ±$1.59 $82.59 – $85.78 $82.26 – $86.11 $80.75 – $87.62
3 sessions ±2.4% ±$2.00 $82.18 – $86.19 $81.79 – $86.58 $79.92 – $88.45
1 week ±3.0% ±$2.55 $81.63 – $86.74 $81.07 – $87.30 $78.76 – $89.62
2 weeks ±4.3% ±$3.57 $80.61 – $87.76 $79.77 – $88.60 $76.56 – $91.81
3 weeks ±5.3% ±$4.45 $79.73 – $88.64 $78.65 – $89.72 $74.77 – $93.60
1 month ±6.3% ±$5.33 $78.85 – $89.52 $77.52 – $90.85 $72.86 – $95.51
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
±5.81%
Average actual move
7.38%
Beyond the implied move
1 / 1
Median IV change
-31.46%
Reaction session Implied Actual Used ATM IV before → after
February 14, 2025 ±5.81% -7.38% 1.27× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →