Open
⌘K
Sign in Sign up

Revvity RVTY 159.43 -4.05 -2.48%

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 · $161.24
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.4% ±$3.89 $157.36 – $165.13 $156.57 – $165.92 $152.91 – $169.58
2 sessions ±3.4% ±$5.41 $155.84 – $166.65 $154.68 – $167.81 $149.59 – $172.90
3 sessions ±4.2% ±$6.81 $154.44 – $168.05 $153.12 – $169.37 $146.75 – $175.74
1 week ±5.4% ±$8.66 $152.59 – $169.90 $150.65 – $171.84 $142.80 – $179.69
2 weeks ±7.5% ±$12.15 $149.10 – $173.39 $146.22 – $176.27 $135.33 – $187.16
3 weeks ±8.9% ±$14.40 $146.85 – $175.64 $143.35 – $179.14 $130.82 – $191.67
1 month ±10.1% ±$16.23 $145.02 – $177.47 $140.99 – $181.50 $126.85 – $195.64
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
±10.14%
Average actual move
6.69%
Beyond the implied move
0 / 1
Median IV change
-16.36%
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±10.14% +6.69% 0.66× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →