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Reliance RS 417.0 2.96 0.71%

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 · $417.00
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.3% ±$5.30 $411.70 – $422.30 $410.62 – $423.38 $405.62 – $428.38
2 sessions ±1.8% ±$7.38 $409.62 – $424.38 $408.03 – $425.97 $401.07 – $432.93
3 sessions ±2.2% ±$9.30 $407.70 – $426.30 $405.91 – $428.09 $397.19 – $436.81
1 week ±2.8% ±$11.84 $405.16 – $428.84 $402.53 – $431.47 $391.81 – $442.19
2 weeks ±4.0% ±$16.60 $400.40 – $433.60 $396.48 – $437.52 $381.60 – $452.40
3 weeks ±4.8% ±$20.10 $396.90 – $437.10 $391.98 – $442.02 $374.51 – $459.49
1 month ±5.7% ±$23.64 $393.36 – $440.64 $387.48 – $446.52 $366.83 – $467.17
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
±5.17%
Average actual move
2.72%
Beyond the implied move
0 / 1
Median IV change
-17.04%
Reaction session Implied Actual Used ATM IV before → after
February 19, 2026 ±5.17% -2.72% 0.53× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →