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Red Rock Resorts RRR 48.22 0.26 0.54%

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 · $48.20
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.7% ±$0.83 $47.37 – $49.03 $47.20 – $49.20 $46.42 – $49.98
2 sessions ±2.4% ±$1.16 $47.04 – $49.36 $46.80 – $49.60 $45.70 – $50.70
3 sessions ±3.0% ±$1.46 $46.74 – $49.66 $46.46 – $49.94 $45.10 – $51.30
1 week ±3.8% ±$1.85 $46.35 – $50.05 $45.93 – $50.47 $44.25 – $52.15
2 weeks ±5.4% ±$2.60 $45.60 – $50.80 $44.99 – $51.41 $42.65 – $53.75
3 weeks ±6.7% ±$3.22 $44.98 – $51.42 $44.19 – $52.21 $41.39 – $55.01
1 month ±8.0% ±$3.84 $44.36 – $52.04 $43.41 – $52.99 $40.07 – $56.33
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
±6.89%
Average actual move
2.08%
Beyond the implied move
0 / 2
Reaction session Implied Actual Used ATM IV before → after
February 11, 2026 ±7.60% -2.87% 0.38× —
February 12, 2025 ±6.19% +1.28% 0.21× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →