Options WhaleEarnings volatility research

RKLB · Expected-Move

Rocket Lab Corporation (RKLB) expected move

The priced move, its boundaries and how it compares with past earnings moves.

$71.92
Expected move
$13.53
Expected move %
18.8%
Lower boundary
$58.40
Upper boundary
$85.45
Median historical move
2.4%
Method
ATM_STRADDLE_MIDPOINT
Implied versus actual earnings moveAbsolute realized movement and stored implied move share one scale. Signed actual returns and reconstruction status are preserved in the readout/table. Missing quotes are not zero.

Update time unavailable

Loading graph — the exact table is available below.

2023-11-08Realized move 1.8349%Implied move UnavailableSigned actual 1.8349% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
Exact data table
Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
ObservationRealized move (%)Implied move (%)ContextUpdated
1.8349%UnavailableSigned actual 1.8349% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2.5478%UnavailableSigned actual 2.5478% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2.2167%UnavailableSigned actual 2.2167% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
12.5786%UnavailableSigned actual 12.5786% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
28.4447%UnavailableSigned actual 28.4447% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
11.2121%UnavailableSigned actual 11.2121% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.0857%UnavailableSigned actual 1.0857% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.2717%UnavailableSigned actual 1.2717% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
34.2199%UnavailableSigned actual 34.2199% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.0375%UnavailableSigned actual 0.0375% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable

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Data provenance

Figures are from published, reviewed research as of Oct 7, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.