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Rocket Lab Corporation Common Stock RKLB 52.37 -2.06 -3.78%

Previous-day view · Wed Nov 4 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 04, 2026 close · $51.54
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.2% ±$1.66 $49.88 – $53.20 $49.54 – $53.54 $47.96 – $55.12
2 sessions ±4.5% ±$2.32 $49.22 – $53.86 $48.73 – $54.35 $46.54 – $56.54
3 sessions ±5.7% ±$2.92 $48.62 – $54.46 $48.06 – $55.02 $45.32 – $57.76
1 week Earnings ±13.0% ±$6.70 $44.84 – $58.24 $43.22 – $59.86 $37.45 – $65.63
2 weeks Earnings ±15.1% ±$7.79 $43.75 – $59.33 $41.92 – $61.16 $35.11 – $67.97
3 weeks Earnings ±16.9% ±$8.70 $42.84 – $60.24 $40.77 – $62.31 $33.26 – $69.82
1 month Earnings ±18.7% ±$9.65 $41.89 – $61.19 $39.57 – $63.51 $31.25 – $71.83
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. RKLB reports in 4 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
±12.62%
Average actual move
15.00%
Beyond the implied move
2 / 5
Median IV change
-29.37%
Reaction session Implied Actual Used ATM IV before → after
August 11, 2026 ±13.31% -0.04% 0.00× —
May 08, 2026 ±8.78% +34.22% 3.90× —
August 08, 2025 ±12.52% +1.09% 0.09× 105.9% → 75.4%
May 09, 2025 ±11.80% -11.21% 0.95× 101.7% → 71.2%
November 13, 2024 ±16.71% +28.44% 1.70× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →