CRH Public Limited Company CRH 98.8 5.27 5.63%
Expected move
November 04, 2026 close · $98.80| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±1.7% ±$1.72 | $97.08 – $100.52 | $96.74 – $100.86 | $95.11 – $102.49 |
| 2 sessions | ±2.4% ±$2.39 | $96.41 – $101.19 | $95.91 – $101.69 | $93.64 – $103.96 |
| 3 sessions | ±3.0% ±$3.01 | $95.79 – $101.81 | $95.20 – $102.40 | $92.39 – $105.21 |
| 1 week | ±3.9% ±$3.82 | $94.98 – $102.62 | $94.12 – $103.48 | $90.64 – $106.96 |
| 2 weeks | ±5.2% ±$5.09 | $93.71 – $103.89 | $92.51 – $105.09 | $87.94 – $109.66 |
| 3 weeks | ±6.1% ±$6.05 | $92.75 – $104.85 | $91.29 – $106.31 | $86.03 – $111.57 |
| 1 month | ±7.2% ±$7.15 | $91.65 – $105.95 | $89.87 – $107.73 | $83.62 – $113.98 |
Earnings: priced against what happened
Average implied move
±5.42%
Average actual move
4.78%
Beyond the implied move
1 / 4
Median IV change
-27.06%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| April 30, 2026 | ±5.38% | +4.39% | 0.82× | — |
| August 07, 2025 | ±5.15% | +9.55% | 1.85× | — |
| May 06, 2025 | ±5.39% | -4.38% | 0.81× | 47.2% → 33.7% |
| February 27, 2025 | ±5.74% | -0.81% | 0.14× | 58.4% → 43.5% |