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Regions Financial Corp RF 28.41 -0.62 -2.14%

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 · $28.41
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.3% ±$0.37 $28.04 – $28.78 $27.97 – $28.85 $27.62 – $29.20
2 sessions ±1.8% ±$0.51 $27.90 – $28.92 $27.79 – $29.03 $27.31 – $29.51
3 sessions ±2.3% ±$0.64 $27.77 – $29.05 $27.64 – $29.18 $27.04 – $29.78
1 week ±2.9% ±$0.82 $27.59 – $29.23 $27.41 – $29.41 $26.67 – $30.15
2 weeks ±4.0% ±$1.14 $27.27 – $29.55 $26.99 – $29.83 $25.97 – $30.85
3 weeks ±4.9% ±$1.40 $27.01 – $29.81 $26.67 – $30.15 $25.46 – $31.36
1 month ±5.8% ±$1.64 $26.77 – $30.05 $26.36 – $30.46 $24.92 – $31.90
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
±4.20%
Average actual move
2.24%
Beyond the implied move
1 / 5
Median IV change
-12.02%
Reaction session Implied Actual Used ATM IV before → after
July 17, 2026 ±4.32% -2.31% 0.54× —
April 17, 2026 ±4.66% +0.75% 0.16× —
July 18, 2025 ±4.08% +6.12% 1.50× 24.8% → 21.8%
April 17, 2025 ±3.78% +0.73% 0.19× 43.4% → 38.2%
January 17, 2025 ±4.18% -1.31% 0.31× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →