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Rapid7 RPD 15.44 0.4 2.66%

Previous-day view · Thu Nov 5 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 05, 2026 close · $15.59
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±5.0% ±$0.79 $14.80 – $16.38 $14.64 – $16.54 $13.90 – $17.28
2 sessions ±7.0% ±$1.10 $14.49 – $16.69 $14.26 – $16.92 $13.23 – $17.95
3 sessions ±8.8% ±$1.38 $14.21 – $16.97 $13.94 – $17.24 $12.65 – $18.53
1 week ±11.3% ±$1.75 $13.84 – $17.34 $13.44 – $17.74 $11.85 – $19.33
2 weeks ±15.8% ±$2.46 $13.13 – $18.05 $12.55 – $18.63 $10.34 – $20.84
3 weeks ±18.3% ±$2.85 $12.74 – $18.44 $12.04 – $19.14 $9.56 – $21.62
1 month ±20.6% ±$3.20 $12.39 – $18.79 $11.59 – $19.59 $8.80 – $22.38
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
±14.95%
Average actual move
8.04%
Beyond the implied move
0 / 5
Reaction session Implied Actual Used ATM IV before → after
August 11, 2026 ±21.32% +15.25% 0.72× —
May 06, 2026 ±18.34% -1.65% 0.09× —
August 08, 2025 ±12.61% -9.81% 0.78× —
May 13, 2025 ±10.85% -8.15% 0.75× —
February 13, 2025 ±11.62% -5.35% 0.46× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →