OR Moves

OR Royalties Inc OR 35.21 0.71 2.06%

Previous-day view · Thu Nov 5 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 05, 2026 close · $35.21

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.2% ±$0.76	$34.45 – $35.97	$34.30 – $36.12	$33.58 – $36.84
2 sessions	±3.0% ±$1.06	$34.15 – $36.27	$33.93 – $36.49	$32.94 – $37.48
3 sessions	±3.8% ±$1.33	$33.88 – $36.54	$33.63 – $36.79	$32.38 – $38.04
1 week Earnings	±5.3% ±$1.88	$33.33 – $37.09	$32.88 – $37.54	$31.27 – $39.15
2 weeks Earnings	±7.4% ±$2.61	$32.60 – $37.82	$31.98 – $38.44	$29.70 – $40.72
3 weeks Earnings	±9.0% ±$3.17	$32.04 – $38.38	$31.29 – $39.13	$28.56 – $41.86
1 month Earnings	±10.5% ±$3.70	$31.51 – $38.91	$30.61 – $39.81	$27.42 – $43.00

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. OR reports in 5 sessions; only the horizons marked Earnings include its jump. 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

±4.98%

Average actual move

1.32%

Beyond the implied move

0 / 4

Median IV change

-6.71%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 06, 2025	±5.43%	+0.64%	0.12×	37.7% → 34.5%
May 08, 2025	±6.46%	-1.13%	0.17×	—
February 20, 2025	±3.97%	-2.41%	0.61×	33.8% → 32.2%
November 07, 2024	±4.06%	+1.08%	0.27×	—

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