RIG Moves

You're reading the free version. Trader adds the live tape and alerts. Start tracking

Transocean LTD RIG 5.18 0.01 0.19%

Previous-day view · Tue Nov 10 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 10, 2026 close · $5.22

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.9% ±$0.15	$5.07 – $5.37	$5.04 – $5.40	$4.90 – $5.54
2 sessions	±4.0% ±$0.21	$5.01 – $5.43	$4.97 – $5.48	$4.77 – $5.67
3 sessions	±5.1% ±$0.27	$4.96 – $5.49	$4.91 – $5.54	$4.66 – $5.78
1 week	±6.2% ±$0.32	$4.90 – $5.54	$4.83 – $5.62	$4.53 – $5.91
2 weeks	±8.4% ±$0.44	$4.78 – $5.66	$4.68 – $5.76	$4.29 – $6.16
3 weeks	±10.1% ±$0.53	$4.70 – $5.75	$4.57 – $5.87	$4.11 – $6.33
1 month	±11.4% ±$0.60	$4.62 – $5.82	$4.48 – $5.97	$3.95 – $6.49

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

±8.36%

Average actual move

7.23%

Beyond the implied move

1 / 2

Median IV change

-3.96%

Reaction session	Implied	Actual	Used	ATM IV before → after
November 03, 2026	±8.59%	-5.30%	0.62×	—
May 05, 2026	±8.14%	-9.16%	1.12×	70.6% → 67.8%

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