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IREN Limited Ordinary Shares IREN 21.64 3.61 20.02% Regime: Earnings Event (88%)

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 · $21.32
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±6.4% ±$1.36 $19.96 – $22.68 $19.68 – $22.96 $18.39 – $24.25
2 sessions ±8.9% ±$1.90 $19.42 – $23.22 $19.02 – $23.62 $17.23 – $25.41
3 sessions ±11.2% ±$2.39 $18.93 – $23.71 $18.47 – $24.17 $16.23 – $26.41
1 week ±14.2% ±$3.04 $18.28 – $24.36 $17.61 – $25.03 $14.85 – $27.79
2 weeks ±18.2% ±$3.88 $17.44 – $25.20 $16.52 – $26.12 $13.04 – $29.60
3 weeks ±21.3% ±$4.54 $16.78 – $25.86 $15.67 – $26.97 $11.72 – $30.92
1 month ±24.5% ±$5.23 $16.09 – $26.55 $14.79 – $27.85 $10.23 – $32.41
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
±12.45%
Average actual move
6.47%
Beyond the implied move
1 / 4
Median IV change
-19.32%
Reaction session Implied Actual Used ATM IV before → after
May 08, 2026 ±13.15% +7.65% 0.58× —
August 29, 2025 ±13.24% +14.93% 1.13× —
May 15, 2025 ±11.10% -2.76% 0.25× 102.3% → 87.3%
February 13, 2025 ±12.30% +0.54% 0.04× 109.8% → 83.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →