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Granite Construction Inc GVA 120.52 -0.48 -0.4%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 06, 2026 close · $120.52
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$1.99 $118.53 – $122.51 $118.13 – $122.91 $116.27 – $124.77
2 sessions ±2.3% ±$2.76 $117.76 – $123.28 $117.18 – $123.86 $114.58 – $126.46
3 sessions ±2.9% ±$3.47 $117.05 – $123.99 $116.37 – $124.67 $113.12 – $127.92
1 week ±3.7% ±$4.41 $116.11 – $124.93 $115.12 – $125.92 $111.12 – $129.92
2 weeks ±5.1% ±$6.19 $114.33 – $126.71 $112.85 – $128.19 $107.31 – $133.73
3 weeks ±6.4% ±$7.67 $112.85 – $128.19 $110.99 – $130.05 $104.31 – $136.73
1 month ±7.6% ±$9.14 $111.38 – $129.66 $109.12 – $131.92 $101.15 – $139.89
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
±6.28%
Average actual move
1.77%
Beyond the implied move
0 / 2
Reaction session Implied Actual Used ATM IV before → after
February 12, 2026 ±5.56% -2.97% 0.53× —
February 13, 2025 ±7.01% +0.58% 0.08× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →