RILY Moves

BRC Group Holdings RILY 3.66 -0.18 -4.69%

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 · $3.60

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±3.9% ±$0.14	$3.46 – $3.74	$3.43 – $3.77	$3.30 – $3.90
2 sessions	±5.4% ±$0.19	$3.41 – $3.79	$3.36 – $3.84	$3.18 – $4.02
3 sessions	±6.8% ±$0.25	$3.35 – $3.85	$3.31 – $3.89	$3.08 – $4.12
1 week	±8.7% ±$0.31	$3.29 – $3.91	$3.22 – $3.98	$2.94 – $4.26

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

±10.23%

Average actual move

15.14%

Beyond the implied move

1 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
August 14, 2025	±10.23%	+15.14%	1.48×	—

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