DVA Moves

DaVita Inc DVA 191.35 -3.47 -1.78%

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Expected move

November 06, 2026 close · $191.50

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.8% ±$3.41	$188.09 – $194.90	$187.40 – $195.59	$184.20 – $198.79
2 sessions	±2.5% ±$4.72	$186.77 – $196.22	$185.75 – $197.24	$181.29 – $201.70
3 sessions	±3.1% ±$5.95	$185.54 – $197.45	$184.37 – $198.62	$178.80 – $204.19
1 week	±4.0% ±$7.59	$183.91 – $199.08	$182.23 – $200.76	$175.35 – $207.64
2 weeks	±5.5% ±$10.63	$180.87 – $202.12	$178.34 – $204.65	$168.80 – $214.19
3 weeks	±6.6% ±$12.69	$178.80 – $204.19	$175.70 – $207.29	$164.65 – $218.34
1 month	±7.7% ±$14.81	$176.69 – $206.30	$173.02 – $209.97	$160.11 – $222.88

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

±9.20%

Average actual move

10.98%

Beyond the implied move

3 / 4

Reaction session	Implied	Actual	Used	ATM IV before → after
May 06, 2026	±10.44%	+23.46%	2.25×	—
August 06, 2025	±8.90%	-9.04%	1.02×	—
May 13, 2025	±9.10%	-0.31%	0.03×	—
February 14, 2025	±8.36%	-11.09%	1.33×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →