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Rocket Companies RKT 15.01 1.2 8.69%

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 · $14.90
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.6% ±$0.39 $14.51 – $15.29 $14.43 – $15.37 $14.05 – $15.75
2 sessions ±3.7% ±$0.55 $14.35 – $15.45 $14.23 – $15.57 $13.72 – $16.08
3 sessions ±4.7% ±$0.69 $14.21 – $15.59 $14.07 – $15.73 $13.42 – $16.38
1 week ±5.9% ±$0.88 $14.02 – $15.78 $13.82 – $15.98 $13.02 – $16.78
2 weeks ±8.1% ±$1.20 $13.70 – $16.10 $13.41 – $16.39 $12.33 – $17.47
3 weeks ±9.4% ±$1.40 $13.50 – $16.30 $13.16 – $16.64 $11.93 – $17.87
1 month ±11.3% ±$1.68 $13.22 – $16.58 $12.81 – $16.99 $11.35 – $18.45
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
±8.67%
Average actual move
7.96%
Beyond the implied move
3 / 6
Median IV change
-28.39%
Reaction session Implied Actual Used ATM IV before → after
October 30, 2026 ±7.09% +7.38% 1.04× —
August 07, 2026 ±7.75% +3.78% 0.49× 72.6% → 56.9%
May 08, 2026 ±9.43% +10.88% 1.15× —
August 01, 2025 ±10.66% +11.98% 1.12× 86.9% → 55.2%
May 09, 2025 ±7.73% -4.64% 0.60× 73.5% → 51.2%
February 28, 2025 ±9.35% +9.12% 0.98× 81.4% → 59.8%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →