RL Moves

Ralph Lauren Corporation RL 381.78 -30.28 -7.35%

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Expected move

November 05, 2026 close · $381.78

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.6% ±$6.07	$375.71 – $387.85	$374.49 – $389.07	$368.76 – $394.80
2 sessions	±2.2% ±$8.44	$373.34 – $390.22	$371.55 – $392.01	$363.57 – $399.99
3 sessions	±2.8% ±$10.65	$371.13 – $392.43	$369.10 – $394.46	$359.14 – $404.42
1 week	±3.5% ±$13.52	$368.26 – $395.30	$365.25 – $398.31	$352.99 – $410.57
2 weeks	±5.0% ±$18.97	$362.81 – $400.75	$358.30 – $405.26	$341.31 – $422.25
3 weeks	±6.0% ±$23.06	$358.72 – $404.84	$353.11 – $410.45	$333.06 – $430.50
1 month	±7.1% ±$27.03	$354.75 – $408.81	$348.03 – $415.53	$324.44 – $439.12

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

±8.12%

Average actual move

6.48%

Beyond the implied move

0 / 1

Median IV change

-28.62%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 07, 2025	±8.12%	-6.48%	0.80×	65.0% → 38.9%

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