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Richardson Electronics Ltd RELL 19.74 -1.19 -5.69%

Previous-day view · Fri Oct 30 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

No chain in the last ten days can size a move for RELL.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±13.33%
Average actual move
6.45%
Beyond the implied move
1 / 2
Reaction session Implied Actual Used ATM IV before → after
October 08, 2026 ±14.63% -0.15% 0.01× —
January 08, 2025 ±12.04% -12.75% 1.06× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →