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RB Global RBA 95.09 1.93 2.07%

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 · $95.09
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.3% ±$1.19 $93.90 – $96.28 $93.65 – $96.53 $92.53 – $97.65
2 sessions ±1.7% ±$1.65 $93.44 – $96.74 $93.08 – $97.10 $91.51 – $98.67
3 sessions Earnings ±7.4% ±$7.07 $88.02 – $102.16 $86.39 – $103.79 $79.93 – $110.25
1 week Earnings ±7.8% ±$7.37 $87.72 – $102.46 $85.94 – $104.24 $79.60 – $110.58
2 weeks Earnings ±8.3% ±$7.88 $87.21 – $102.97 $85.35 – $104.83 $78.47 – $111.71
3 weeks Earnings ±8.8% ±$8.33 $86.76 – $103.42 $84.77 – $105.41 $77.58 – $112.60
1 month Earnings ±9.3% ±$8.82 $86.27 – $103.91 $84.15 – $106.03 $76.54 – $113.64
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. RBA reports in 3 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
±6.73%
Average actual move
3.45%
Beyond the implied move
1 / 5
Median IV change
-41.42%
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±6.43% +1.45% 0.23× 46.4% → 31.6%
August 07, 2025 ±6.18% +2.05% 0.33× 48.2% → 23.7%
May 08, 2025 ±7.33% +2.48% 0.34× —
February 19, 2025 ±6.45% +8.45% 1.31× 34.7% → 28.0%
November 08, 2024 ±7.25% +2.82% 0.39× 60.9% → 29.1%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →