ROOT Moves

Root ROOT 46.28 -10.87 -19.02%

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Expected move

November 05, 2026 close · $46.24

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.6% ±$1.23	$45.02 – $47.47	$44.77 – $47.72	$43.61 – $48.88
2 sessions	±3.7% ±$1.71	$44.54 – $47.95	$44.18 – $48.31	$42.57 – $49.92
3 sessions	±4.6% ±$2.15	$44.10 – $48.39	$43.68 – $48.81	$41.68 – $50.81
1 week	±5.9% ±$2.73	$43.52 – $48.97	$42.91 – $49.58	$40.43 – $52.06
2 weeks	±8.3% ±$3.83	$42.42 – $50.07	$41.51 – $50.98	$38.07 – $54.42
3 weeks	±10.3% ±$4.75	$41.50 – $50.99	$40.35 – $52.14	$36.22 – $56.27
1 month	±12.2% ±$5.65	$40.60 – $51.89	$39.19 – $53.30	$34.27 – $58.22

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

±16.97%

Average actual move

7.79%

Beyond the implied move

1 / 4

Median IV change

-45.04%

Reaction session	Implied	Actual	Used	ATM IV before → after
June 12, 2026	±7.40%	+0.29%	0.04×	—
May 07, 2026	±18.07%	+3.38%	0.19×	144.0% → 81.4%
August 07, 2025	±21.66%	-26.37%	1.22×	—
May 08, 2025	±20.72%	+1.11%	0.05×	166.0% → 88.6%

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