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Rollins ROL 38.38 1.03 2.76%

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 · $38.38
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$0.61 $37.77 – $38.99 $37.65 – $39.11 $37.07 – $39.69
2 sessions ±2.2% ±$0.85 $37.53 – $39.23 $37.35 – $39.41 $36.55 – $40.21
3 sessions ±2.8% ±$1.07 $37.31 – $39.45 $37.10 – $39.66 $36.10 – $40.66
1 week ±3.5% ±$1.36 $37.02 – $39.74 $36.71 – $40.05 $35.48 – $41.28
2 weeks ±5.0% ±$1.91 $36.47 – $40.29 $36.02 – $40.74 $34.31 – $42.45
3 weeks ±5.9% ±$2.26 $36.12 – $40.64 $35.57 – $41.19 $33.60 – $43.16
1 month ±6.6% ±$2.55 $35.83 – $40.93 $35.20 – $41.56 $32.98 – $43.78
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
±5.64%
Average actual move
3.63%
Beyond the implied move
0 / 1
Median IV change
-23.08%
Reaction session Implied Actual Used ATM IV before → after
February 13, 2025 ±5.64% +3.63% 0.64× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →