Carvana Co CVNA 77.56 6.28 8.81% Regime: Trend Up (95%)
Expected move
November 04, 2026 close · $77.78| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±2.4% ±$1.85 | $75.94 – $79.63 | $75.57 – $80.00 | $73.82 – $81.74 |
| 2 sessions | ±3.3% ±$2.57 | $75.22 – $80.35 | $74.67 – $80.89 | $72.25 – $83.31 |
| 3 sessions | ±4.1% ±$3.21 | $74.57 – $80.99 | $73.95 – $81.62 | $70.95 – $84.62 |
| 1 week | ±5.2% ±$4.06 | $73.72 – $81.84 | $72.81 – $82.75 | $69.13 – $86.44 |
| 2 weeks | ±7.2% ±$5.59 | $72.20 – $83.37 | $70.88 – $84.69 | $65.87 – $89.70 |
| 3 weeks | ±8.9% ±$6.90 | $70.88 – $84.68 | $69.20 – $86.36 | $63.21 – $92.36 |
| 1 month | ±10.9% ±$8.50 | $69.29 – $86.28 | $67.18 – $88.38 | $59.78 – $95.79 |
Earnings: priced against what happened
Average implied move
±12.70%
Average actual move
10.41%
Beyond the implied move
2 / 6
Median IV change
-31.42%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| October 29, 2026 | ±13.76% | +15.68% | 1.14× | — |
| July 30, 2026 | ±11.65% | -7.36% | 0.63× | 102.7% → 70.2% |
| April 30, 2026 | ±12.54% | -0.20% | 0.02× | — |
| July 31, 2025 | ±12.19% | +16.96% | 1.39× | 83.8% → 57.6% |
| May 08, 2025 | ±13.09% | +10.17% | 0.78× | 95.9% → 66.4% |
| February 20, 2025 | ±12.96% | -12.10% | 0.93× | 90.9% → 56.0% |