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Transocean LTD RIG 5.45 -0.45 -7.63%

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 · $5.50
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.7% ±$0.15 $5.35 – $5.65 $5.32 – $5.68 $5.19 – $5.81
2 sessions ±3.7% ±$0.20 $5.30 – $5.70 $5.25 – $5.75 $5.06 – $5.94
3 sessions ±4.4% ±$0.24 $5.26 – $5.74 $5.21 – $5.79 $4.99 – $6.01
1 week ±5.2% ±$0.29 $5.21 – $5.79 $5.15 – $5.85 $4.89 – $6.11
2 weeks ±7.3% ±$0.40 $5.10 – $5.90 $5.01 – $5.99 $4.65 – $6.35
3 weeks ±9.2% ±$0.50 $5.00 – $6.00 $4.87 – $6.13 $4.44 – $6.56
1 month ±10.8% ±$0.59 $4.91 – $6.09 $4.76 – $6.24 $4.24 – $6.76
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
±8.36%
Average actual move
7.23%
Beyond the implied move
1 / 2
Median IV change
-3.96%
Reaction session Implied Actual Used ATM IV before → after
November 03, 2026 ±8.59% -5.30% 0.62× —
May 05, 2026 ±8.14% -9.16% 1.12× 70.6% → 67.8%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →