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Iron Mountain Inc IRM 106.52 1.02 0.97%

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 · $106.52
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$1.74 $104.78 – $108.26 $104.43 – $108.61 $102.79 – $110.25
2 sessions ±2.3% ±$2.42 $104.10 – $108.94 $103.59 – $109.45 $101.30 – $111.74
3 sessions ±2.9% ±$3.05 $103.47 – $109.57 $102.89 – $110.15 $100.03 – $113.01
1 week ±3.6% ±$3.88 $102.64 – $110.40 $101.78 – $111.26 $98.26 – $114.78
2 weeks ±5.1% ±$5.43 $101.09 – $111.95 $99.80 – $113.24 $94.92 – $118.12
3 weeks ±6.3% ±$6.72 $99.80 – $113.24 $98.16 – $114.88 $92.30 – $120.74
1 month ±7.5% ±$7.99 $98.53 – $114.51 $96.54 – $116.50 $89.57 – $123.47
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
±5.71%
Average actual move
6.23%
Beyond the implied move
4 / 7
Median IV change
-28.15%
Reaction session Implied Actual Used ATM IV before → after
November 05, 2026 ±4.99% -11.09% 2.22× —
August 05, 2026 ±6.85% +1.29% 0.19× 47.5% → 35.1%
April 30, 2026 ±5.83% +10.02% 1.72× —
February 12, 2026 ±5.94% +5.77% 0.97× —
August 06, 2025 ±5.23% -5.77% 1.10× 40.2% → 28.9%
May 01, 2025 ±5.16% +2.43% 0.47× 44.1% → 31.5%
February 13, 2025 ±5.94% -7.28% 1.23× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →