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RTX Corporation RTX 198.43 -5.39 -2.64%

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 · $197.42
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.5% ±$2.88 $194.54 – $200.30 $193.95 – $200.90 $191.22 – $203.62
2 sessions ±2.0% ±$4.03 $193.39 – $201.45 $192.54 – $202.30 $188.75 – $206.09
3 sessions ±2.5% ±$4.94 $192.49 – $202.36 $191.54 – $203.30 $186.92 – $207.92
1 week ±3.1% ±$6.14 $191.28 – $203.56 $189.92 – $204.92 $184.33 – $210.51
2 weeks ±4.2% ±$8.23 $189.19 – $205.65 $187.23 – $207.61 $179.87 – $214.97
3 weeks ±5.0% ±$9.91 $187.51 – $207.33 $185.10 – $209.74 $176.49 – $218.35
1 month ±5.7% ±$11.19 $186.23 – $208.61 $183.44 – $211.40 $173.69 – $221.15
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
±4.84%
Average actual move
4.30%
Beyond the implied move
2 / 7
Median IV change
-38.48%
Reaction session Implied Actual Used ATM IV before → after
October 20, 2026 ±5.08% +0.64% 0.13× —
July 23, 2026 ±4.50% +7.33% 1.63× —
April 21, 2026 ±5.80% -4.40% 0.76× —
January 27, 2026 ±4.96% +3.68% 0.74× —
July 22, 2025 ±3.84% -1.58% 0.41× 31.4% → 21.7%
April 22, 2025 ±5.07% -9.81% 1.93× —
January 28, 2025 ±4.61% +2.64% 0.57× 37.5% → 20.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →