RGA Moves

Reinsurance Group of America RGA 266.65 1.95 0.74%

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Expected move

November 04, 2026 close · $266.93

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±0.9% ±$2.32	$264.61 – $269.25	$264.15 – $269.71	$261.97 – $271.89
2 sessions Earnings	±5.2% ±$13.80	$253.13 – $280.73	$249.77 – $284.09	$237.03 – $296.83
3 sessions Earnings	±5.4% ±$14.52	$252.41 – $281.45	$249.05 – $284.81	$235.78 – $298.08
1 week Earnings	±5.7% ±$15.08	$251.85 – $282.01	$248.19 – $285.67	$235.19 – $298.67
2 weeks Earnings	±6.0% ±$16.04	$250.89 – $282.97	$247.12 – $286.74	$233.11 – $300.75
3 weeks Earnings	±6.3% ±$16.87	$250.06 – $283.80	$246.06 – $287.80	$231.51 – $302.35
1 month Earnings	±6.7% ±$17.75	$249.18 – $284.68	$244.88 – $288.98	$229.59 – $304.27

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. RGA reports in 2 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

±6.79%

Average actual move

1.04%

Beyond the implied move

0 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
May 08, 2026	±6.79%	-1.04%	0.15×	—

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