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iRhythm Holdings IRTC 86.06 -2.67 -3.01%

Previous-day view · Tue Nov 10 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 10, 2026 close · $84.42
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.3% ±$1.92 $82.49 – $86.34 $82.10 – $86.73 $80.29 – $88.54
2 sessions ±3.2% ±$2.67 $81.74 – $87.09 $81.17 – $87.66 $78.64 – $90.19
3 sessions ±4.0% ±$3.36 $81.05 – $87.78 $80.40 – $88.43 $77.24 – $91.59
1 week ±5.1% ±$4.28 $80.13 – $88.70 $79.17 – $89.66 $75.29 – $93.54
2 weeks ±7.1% ±$6.02 $78.40 – $90.43 $76.98 – $91.85 $71.58 – $97.25
3 weeks ±8.8% ±$7.44 $76.97 – $91.86 $75.15 – $93.68 $68.68 – $100.15
1 month ±10.5% ±$8.88 $75.54 – $93.29 $73.34 – $95.49 $65.61 – $103.22
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
±7.99%
Average actual move
6.01%
Beyond the implied move
0 / 1
Median IV change
-16.69%
Reaction session Implied Actual Used ATM IV before → after
February 21, 2025 ±7.99% +6.01% 0.75× 58.4% → 48.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →