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Red Cat Holdings RCAT 4.04 0.64 18.65%

Previous-day view · Fri Nov 6 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 06, 2026 close · $4.05
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.3% ±$0.17 $3.88 – $4.22 $3.84 – $4.26 $3.68 – $4.42
2 sessions ±6.0% ±$0.24 $3.81 – $4.29 $3.76 – $4.34 $3.53 – $4.57
3 sessions ±7.5% ±$0.31 $3.74 – $4.36 $3.69 – $4.41 $3.40 – $4.70
1 week ±9.6% ±$0.39 $3.66 – $4.44 $3.57 – $4.53 $3.22 – $4.88
2 weeks Earnings ±18.3% ±$0.74 $3.31 – $4.79 $3.13 – $4.97 $2.49 – $5.61
3 weeks Earnings ±20.9% ±$0.85 $3.20 – $4.90 $3.00 – $5.10 $2.27 – $5.83
1 month Earnings ±23.5% ±$0.95 $3.10 – $5.00 $2.87 – $5.23 $2.05 – $6.05
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. RCAT reports in 7 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
±18.97%
Average actual move
5.37%
Beyond the implied move
0 / 3
Median IV change
-25.18%
Reaction session Implied Actual Used ATM IV before → after
August 07, 2026 ±11.88% +6.23% 0.52× —
May 15, 2025 ±14.66% -2.41% 0.16× 120.9% → 90.5%
December 17, 2024 ±30.38% -7.46% 0.25× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →