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Innovative Industrial Properties IIPR 54.74 -0.32 -0.58%

Previous-day view · Wed Nov 11 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 11, 2026 close · $54.63
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.5% ±$0.79 $53.84 – $55.42 $53.68 – $55.58 $52.93 – $56.33
2 sessions ±2.0% ±$1.10 $53.53 – $55.73 $53.30 – $55.96 $52.25 – $57.01
3 sessions ±2.5% ±$1.39 $53.24 – $56.02 $52.97 – $56.29 $51.67 – $57.59
1 week ±3.2% ±$1.76 $52.87 – $56.39 $52.47 – $56.79 $50.88 – $58.38
2 weeks ±4.4% ±$2.42 $52.21 – $57.05 $51.64 – $57.62 $49.46 – $59.80
3 weeks ±5.4% ±$2.95 $51.68 – $57.58 $50.96 – $58.30 $48.40 – $60.86
1 month ±6.4% ±$3.48 $51.15 – $58.11 $50.29 – $58.97 $47.25 – $62.01
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
±7.58%
Average actual move
7.44%
Beyond the implied move
2 / 4
Median IV change
-13.42%
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±9.03% +14.03% 1.55× —
August 07, 2025 ±8.28% -10.69% 1.29× 60.9% → 54.5%
May 08, 2025 ±6.98% +4.29% 0.61× 51.7% → 45.3%
February 20, 2025 ±6.03% -0.76% 0.13× 41.0% → 35.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →