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Revolution Medicines RVMD 199.7 5.47 2.82%

Previous-day view · Wed Nov 4 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 04, 2026 close · $210.70
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±7.1% ±$15.04 $195.66 – $225.74 $191.86 – $229.54 $177.92 – $243.48
2 sessions Earnings ±7.8% ±$16.50 $194.20 – $227.20 $190.18 – $231.22 $174.97 – $246.43
3 sessions Earnings ±8.5% ±$17.85 $192.85 – $228.55 $188.75 – $232.65 $172.42 – $248.98
1 week Earnings ±9.2% ±$19.43 $191.27 – $230.13 $186.57 – $234.83 $169.87 – $251.53
2 weeks Earnings ±10.7% ±$22.46 $188.24 – $233.16 $182.95 – $238.45 $163.33 – $258.07
3 weeks Earnings ±11.9% ±$25.01 $185.69 – $235.71 $179.73 – $241.67 $158.13 – $263.27
1 month Earnings ±13.1% ±$27.69 $183.01 – $238.39 $176.36 – $245.04 $152.50 – $268.90
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. RVMD 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
±8.37%
Average actual move
5.18%
Beyond the implied move
0 / 2
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±6.65% -5.67% 0.85× —
August 07, 2025 ±10.09% -4.69% 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 →