GE Vernova Inc GEV 774.11 3.6 0.47% Regime: Vol Expansion (83%)
Expected move
November 06, 2026 close · $778.33| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±3.2% ±$24.83 | $753.50 – $803.16 | $748.44 – $808.22 | $725.01 – $831.64 |
| 2 sessions | ±4.4% ±$34.56 | $743.77 – $812.89 | $736.45 – $820.20 | $703.76 – $852.89 |
| 3 sessions | ±5.6% ±$43.51 | $734.82 – $821.84 | $726.41 – $830.24 | $685.63 – $871.03 |
| 1 week | ±7.1% ±$55.34 | $722.99 – $833.67 | $710.61 – $846.04 | $660.41 – $896.24 |
| 2 weeks | ±9.4% ±$73.47 | $704.85 – $851.80 | $687.42 – $869.24 | $621.57 – $935.08 |
| 3 weeks | ±11.0% ±$85.38 | $692.95 – $863.71 | $672.24 – $884.41 | $597.99 – $958.67 |
| 1 month | ±12.6% ±$98.38 | $679.95 – $876.71 | $655.51 – $901.15 | $569.74 – $986.92 |
Earnings: priced against what happened
Average implied move
±6.90%
Average actual move
7.44%
Beyond the implied move
3 / 6
Median IV change
-14.51%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| October 28, 2026 | ±6.16% | -1.90% | 0.31× | — |
| July 22, 2026 | ±8.34% | -8.69% | 1.04× | — |
| April 22, 2026 | ±6.14% | +13.75% | 2.24× | — |
| July 23, 2025 | ±5.93% | +14.58% | 2.46× | 53.4% → 51.1% |
| April 23, 2025 | ±8.14% | +3.07% | 0.38× | 70.7% → 60.4% |
| January 22, 2025 | ±6.69% | +2.67% | 0.40× | 55.4% → 46.3% |