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Regions Financial Corp RF 28.31 -0.1 -0.35%

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 · $28.31
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.2% ±$0.33 $27.98 – $28.64 $27.91 – $28.71 $27.60 – $29.02
2 sessions ±1.6% ±$0.46 $27.85 – $28.77 $27.75 – $28.87 $27.32 – $29.30
3 sessions ±2.0% ±$0.58 $27.73 – $28.89 $27.62 – $29.00 $27.08 – $29.54
1 week ±2.6% ±$0.74 $27.57 – $29.05 $27.41 – $29.21 $26.74 – $29.88
2 weeks ±3.6% ±$1.03 $27.28 – $29.34 $27.03 – $29.59 $26.11 – $30.51
3 weeks ±4.5% ±$1.28 $27.03 – $29.59 $26.72 – $29.90 $25.61 – $31.01
1 month ±5.4% ±$1.52 $26.79 – $29.83 $26.41 – $30.21 $25.08 – $31.54
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
±4.20%
Average actual move
2.24%
Beyond the implied move
1 / 5
Median IV change
-12.02%
Reaction session Implied Actual Used ATM IV before → after
July 17, 2026 ±4.32% -2.31% 0.54× —
April 17, 2026 ±4.66% +0.75% 0.16× —
July 18, 2025 ±4.08% +6.12% 1.50× 24.8% → 21.8%
April 17, 2025 ±3.78% +0.73% 0.19× 43.4% → 38.2%
January 17, 2025 ±4.18% -1.31% 0.31× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →