RGR Moves

Sturm RGR 49.93 0.43 0.87%

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 · $50.11

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.1% ±$1.04	$49.07 – $51.15	$48.86 – $51.36	$47.88 – $52.34
2 sessions	±2.9% ±$1.45	$48.66 – $51.56	$48.36 – $51.86	$46.99 – $53.23
3 sessions	±3.6% ±$1.82	$48.29 – $51.93	$47.93 – $52.28	$46.23 – $53.99
1 week	±4.6% ±$2.31	$47.79 – $52.42	$47.28 – $52.94	$45.18 – $55.04
2 weeks	±6.5% ±$3.25	$46.86 – $53.36	$46.09 – $54.13	$43.18 – $57.04
3 weeks	±7.6% ±$3.81	$46.30 – $53.92	$45.37 – $54.84	$42.06 – $58.16
1 month	±8.8% ±$4.38	$45.72 – $54.49	$44.63 – $55.59	$40.81 – $59.41

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

±6.91%

Average actual move

12.27%

Beyond the implied move

1 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
February 20, 2025	±6.91%	+12.27%	1.78×	—

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