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Virgin Galactic Holdings SPCE 2.87 0.08 2.87%

Previous-day view · Wed Nov 11 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 11, 2026 close · $2.87
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.6% ±$0.10 $2.77 – $2.97 $2.75 – $2.99 $2.65 – $3.09
2 sessions Earnings ±11.6% ±$0.33 $2.54 – $3.20 $2.45 – $3.29 $2.15 – $3.59
3 sessions Earnings ±12.7% ±$0.36 $2.51 – $3.23 $2.42 – $3.32 $2.09 – $3.65
1 week Earnings ±13.9% ±$0.40 $2.47 – $3.27 $2.37 – $3.37 $2.03 – $3.71
2 weeks Earnings ±16.4% ±$0.47 $2.40 – $3.34 $2.29 – $3.45 $1.88 – $3.86
3 weeks Earnings ±18.4% ±$0.53 $2.34 – $3.40 $2.21 – $3.53 $1.76 – $3.98
1 month Earnings ±20.6% ±$0.59 $2.28 – $3.46 $2.14 – $3.60 $1.63 – $4.11
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. SPCE reports in 2 sessions; only the horizons marked Earnings include its jump. 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
±12.64%
Average actual move
18.45%
Beyond the implied move
1 / 3
Median IV change
-21.66%
Reaction session Implied Actual Used ATM IV before → after
May 16, 2025 ±12.24% +43.28% 3.54× —
February 27, 2025 ±13.54% -0.26% 0.02× 124.2% → 97.6%
November 07, 2024 ±12.15% -11.80% 0.97× 122.8% → 95.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →