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Reddit RDDT 101.89 5.74 5.97%

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 · $101.81
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.9% ±$2.92 $98.89 – $104.73 $98.31 – $105.31 $95.55 – $108.07
2 sessions ±4.0% ±$4.06 $97.75 – $105.87 $96.89 – $106.73 $93.05 – $110.57
3 sessions ±4.9% ±$5.00 $96.81 – $106.81 $95.85 – $107.77 $91.17 – $112.45
1 week ±6.1% ±$6.23 $95.58 – $108.04 $94.19 – $109.43 $88.53 – $115.09
2 weeks ±8.4% ±$8.60 $93.21 – $110.41 $91.17 – $112.45 $83.46 – $120.16
3 weeks ±10.3% ±$10.51 $91.30 – $112.32 $88.75 – $114.87 $79.61 – $124.01
1 month ±12.2% ±$12.39 $89.42 – $114.20 $86.35 – $117.27 $75.54 – $128.08
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
±13.62%
Average actual move
13.95%
Beyond the implied move
4 / 7
Median IV change
-31.00%
Reaction session Implied Actual Used ATM IV before → after
October 30, 2026 ±12.77% -29.22% 2.29× —
July 31, 2026 ±12.23% -20.99% 1.72× —
May 01, 2026 ±12.62% +13.07% 1.04× —
February 06, 2026 ±14.60% -7.43% 0.51× —
August 01, 2025 ±14.15% +17.47% 1.23× 105.7% → 72.9%
May 02, 2025 ±13.87% -4.18% 0.30× 109.5% → 76.9%
February 13, 2025 ±15.09% -5.32% 0.35× 108.8% → 64.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →