RPD Moves

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Rapid7 RPD 14.78 0.29 2.0%

Previous-day view · Wed Nov 11 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 11, 2026 close · $15.02

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±4.0% ±$0.60	$14.41 – $15.62	$14.29 – $15.74	$13.73 – $16.30
2 sessions	±5.6% ±$0.83	$14.18 – $15.85	$14.00 – $16.03	$13.21 – $16.82
3 sessions	±7.0% ±$1.05	$13.96 – $16.07	$13.76 – $16.27	$12.77 – $17.26
1 week	±8.9% ±$1.34	$13.68 – $16.35	$13.38 – $16.65	$12.17 – $17.86
2 weeks	±12.5% ±$1.88	$13.14 – $16.89	$12.69 – $17.34	$11.01 – $19.02
3 weeks	±15.5% ±$2.32	$12.69 – $17.34	$12.12 – $17.91	$10.10 – $19.93
1 month	±18.4% ±$2.77	$12.25 – $17.78	$11.56 – $18.47	$9.15 – $20.88

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

±14.95%

Average actual move

8.04%

Beyond the implied move

0 / 5

Reaction session	Implied	Actual	Used	ATM IV before → after
August 11, 2026	±21.32%	+15.25%	0.72×	—
May 06, 2026	±18.34%	-1.65%	0.09×	—
August 08, 2025	±12.61%	-9.81%	0.78×	—
May 13, 2025	±10.85%	-8.15%	0.75×	—
February 13, 2025	±11.62%	-5.35%	0.46×	—

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