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Red Rock Resorts RRR 51.54 2.39 4.86%

Previous-day view · Mon Nov 2 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 02, 2026 close · $51.55
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$0.91 $50.64 – $52.46 $50.46 – $52.64 $49.61 – $53.49
2 sessions ±2.4% ±$1.26 $50.29 – $52.81 $50.02 – $53.08 $48.83 – $54.27
3 sessions ±3.1% ±$1.59 $49.96 – $53.14 $49.66 – $53.44 $48.17 – $54.93
1 week ±3.9% ±$2.02 $49.53 – $53.57 $49.09 – $54.01 $47.26 – $55.84
2 weeks ±5.5% ±$2.83 $48.72 – $54.38 $48.05 – $55.05 $45.51 – $57.59
3 weeks ±6.8% ±$3.51 $48.04 – $55.06 $47.19 – $55.91 $44.14 – $58.96
1 month ±8.1% ±$4.18 $47.37 – $55.73 $46.34 – $56.76 $42.70 – $60.40
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. RRR reports in 2 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
±6.59%
Average actual move
2.82%
Beyond the implied move
0 / 3
Reaction session Implied Actual Used ATM IV before → after
February 11, 2026 ±7.60% -2.87% 0.38× —
February 12, 2025 ±6.19% +1.28% 0.21× —
November 08, 2024 ±5.97% -4.29% 0.72× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →