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Rubrik RBRK 118.99 2.48 2.13%

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 · $118.61
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.3% ±$3.94 $114.67 – $122.55 $113.89 – $123.33 $110.16 – $127.06
2 sessions ±4.6% ±$5.47 $113.14 – $124.08 $111.98 – $125.24 $106.81 – $130.41
3 sessions ±5.8% ±$6.89 $111.72 – $125.50 $110.39 – $126.83 $103.94 – $133.28
1 week ±7.4% ±$8.75 $109.86 – $127.36 $107.90 – $129.32 $99.95 – $137.27
2 weeks ±10.4% ±$12.29 $106.32 – $130.90 $103.40 – $133.82 $92.39 – $144.83
3 weeks ±12.8% ±$15.22 $103.39 – $133.83 $99.69 – $137.53 $86.44 – $150.78
1 month Earnings ±18.1% ±$21.47 $97.14 – $140.08 $91.97 – $145.25 $73.48 – $163.74
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. RBRK reports in 21 sessions; only the horizons marked Earnings include its jump. 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
±16.21%
Average actual move
15.89%
Beyond the implied move
3 / 4
Median IV change
-43.36%
Reaction session Implied Actual Used ATM IV before → after
August 28, 2026 ±12.85% -13.05% 1.02× —
June 05, 2026 ±15.39% -4.66% 0.30× —
September 10, 2025 ±16.24% -18.05% 1.11× 123.4% → 79.6%
March 14, 2025 ±20.35% +27.79% 1.37× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →