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RUM Group Inc RUM 5.11 0.03 0.59%

Previous-day view · Tue Nov 10 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 10, 2026 close · $5.11
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±10.3% ±$0.52 $4.58 – $5.63 $4.45 – $5.76 $3.97 – $6.24
2 sessions Earnings ±11.3% ±$0.57 $4.53 – $5.68 $4.39 – $5.82 $3.86 – $6.35
3 sessions Earnings ±12.3% ±$0.63 $4.48 – $5.73 $4.34 – $5.87 $3.76 – $6.45
1 week Earnings ±13.4% ±$0.68 $4.42 – $5.79 $4.26 – $5.95 $3.67 – $6.54
2 weeks Earnings ±15.6% ±$0.79 $4.31 – $5.90 $4.12 – $6.09 $3.42 – $6.79
3 weeks Earnings ±17.5% ±$0.89 $4.21 – $6.00 $4.00 – $6.21 $3.23 – $6.98
1 month Earnings ±19.4% ±$0.99 $4.11 – $6.10 $3.87 – $6.34 $3.02 – $7.19
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. RUM reports in 1 session; 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
±12.84%
Average actual move
10.91%
Beyond the implied move
3 / 6
Median IV change
-25.20%
Reaction session Implied Actual Used ATM IV before → after
August 11, 2026 ±10.47% +11.43% 1.09× —
May 15, 2026 ±13.77% -11.81% 0.86× —
March 06, 2026 ±10.25% -12.48% 1.22× —
May 09, 2025 ±11.25% +19.54% 1.74× —
March 25, 2025 ±13.73% +0.25% 0.02× 117.3% → 87.7%
November 13, 2024 ±17.57% -9.96% 0.57× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →