RYN Moves

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Rayonier Inc RYN 21.5 0.19 0.89%

Previous-day view · Fri Nov 13 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 13, 2026 close · $21.50

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.4% ±$0.29	$21.21 – $21.79	$21.15 – $21.85	$20.88 – $22.12
2 sessions	±1.9% ±$0.40	$21.10 – $21.90	$21.01 – $21.99	$20.63 – $22.37
3 sessions	±2.4% ±$0.51	$20.99 – $22.01	$20.89 – $22.11	$20.42 – $22.58
1 week	±3.0% ±$0.64	$20.86 – $22.14	$20.71 – $22.29	$20.13 – $22.87
2 weeks	±4.2% ±$0.91	$20.59 – $22.41	$20.38 – $22.62	$19.57 – $23.43
3 weeks	±5.2% ±$1.12	$20.38 – $22.62	$20.11 – $22.89	$19.13 – $23.87
1 month	±6.2% ±$1.34	$20.16 – $22.84	$19.83 – $23.17	$18.67 – $24.33

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

±5.93%

Average actual move

4.42%

Beyond the implied move

1 / 2

Reaction session	Implied	Actual	Used	ATM IV before → after
February 12, 2026	±5.37%	+0.58%	0.11×	—
August 07, 2025	±6.50%	+8.26%	1.27×	—

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