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Regal Rexnord Corporation RRX 169.07 8.77 5.47%

Previous-day view · Fri Nov 6 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 06, 2026 close · $169.79
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.4% ±$4.04 $165.75 – $173.83 $164.93 – $174.65 $161.11 – $178.47
2 sessions ±3.3% ±$5.62 $164.17 – $175.41 $162.96 – $176.62 $157.65 – $181.93
3 sessions ±4.2% ±$7.08 $162.71 – $176.87 $161.33 – $178.25 $154.70 – $184.88
1 week ±5.3% ±$9.00 $160.79 – $178.79 $158.77 – $180.81 $150.60 – $188.98
2 weeks ±7.4% ±$12.63 $157.16 – $182.42 $154.15 – $185.43 $142.83 – $196.75
3 weeks ±9.2% ±$15.65 $154.14 – $185.44 $150.32 – $189.26 $136.70 – $202.88
1 month ±11.0% ±$18.66 $151.13 – $188.45 $146.49 – $193.09 $130.23 – $209.35
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
±9.75%
Average actual move
8.21%
Beyond the implied move
1 / 3
Median IV change
-27.37%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±11.58% -10.85% 0.94× —
August 06, 2025 ±8.43% +0.22% 0.03× 63.6% → 40.0%
May 06, 2025 ±9.25% +13.57% 1.47× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →