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Royal Gold Inc RGLD 261.28 15.2 6.18%

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 · $258.82
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$4.63 $254.18 – $263.45 $253.25 – $264.38 $248.88 – $268.76
2 sessions ±2.5% ±$6.44 $252.37 – $265.26 $251.00 – $266.63 $244.92 – $272.72
3 sessions ±3.1% ±$8.10 $250.72 – $266.92 $249.14 – $268.50 $241.55 – $276.08
1 week ±4.0% ±$10.30 $248.52 – $269.12 $246.21 – $271.42 $236.84 – $280.79
2 weeks ±5.6% ±$14.47 $244.35 – $273.29 $240.91 – $276.73 $227.94 – $289.69
3 weeks ±6.9% ±$17.80 $241.01 – $276.62 $236.66 – $280.97 $221.19 – $296.45
1 month ±8.2% ±$21.12 $237.70 – $279.94 $232.47 – $285.17 $214.04 – $303.59
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
±5.00%
Average actual move
2.57%
Beyond the implied move
1 / 5
Median IV change
-11.83%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±6.59% -1.77% 0.27× —
February 19, 2026 ±4.52% -2.16% 0.48× —
August 07, 2025 ±4.42% +2.48% 0.56× 34.5% → 30.4%
May 08, 2025 ±5.20% -2.15% 0.41× 40.5% → 33.5%
February 13, 2025 ±4.26% +4.28% 1.00× 33.1% → 35.8%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →