RGA Moves

Reinsurance Group of America RGA 261.9 -0.06 -0.02%

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Expected move

November 06, 2026 close · $259.10

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.2% ±$3.16	$255.94 – $262.26	$255.29 – $262.91	$252.31 – $265.89
2 sessions	±1.7% ±$4.40	$254.70 – $263.50	$253.76 – $264.44	$249.62 – $268.58
3 sessions	±2.1% ±$5.54	$253.56 – $264.64	$252.49 – $265.71	$247.31 – $270.89
1 week	±2.7% ±$7.05	$252.05 – $266.15	$250.50 – $267.70	$244.10 – $274.10
2 weeks	±3.8% ±$9.87	$249.23 – $268.97	$246.87 – $271.33	$238.01 – $280.19
3 weeks	±4.5% ±$11.53	$247.57 – $270.63	$244.77 – $273.43	$234.72 – $283.48
1 month	±5.1% ±$13.24	$245.86 – $272.34	$242.57 – $275.63	$231.04 – $287.16

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

±6.79%

Average actual move

1.04%

Beyond the implied move

0 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
May 08, 2026	±6.79%	-1.04%	0.15×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →