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Rayonier Inc RYN 21.55 -0.36 -1.64%

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 · $21.55
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$0.33 $21.22 – $21.88 $21.15 – $21.95 $20.83 – $22.27
2 sessions ±2.2% ±$0.47 $21.08 – $22.02 $20.99 – $22.11 $20.55 – $22.55
3 sessions ±2.7% ±$0.59 $20.96 – $22.14 $20.85 – $22.25 $20.30 – $22.80
1 week ±3.5% ±$0.75 $20.80 – $22.30 $20.64 – $22.46 $19.96 – $23.14
2 weeks ±4.8% ±$1.05 $20.50 – $22.60 $20.26 – $22.84 $19.32 – $23.78
3 weeks ±5.6% ±$1.22 $20.33 – $22.77 $20.04 – $23.06 $18.98 – $24.12
1 month ±6.5% ±$1.39 $20.16 – $22.94 $19.82 – $23.28 $18.60 – $24.50
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
±5.93%
Average actual move
4.42%
Beyond the implied move
1 / 2
Reaction session Implied Actual Used ATM IV before → after
February 12, 2026 ±5.37% +0.58% 0.11× —
August 07, 2025 ±6.50% +8.26% 1.27× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →