VERX Moves

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Vertex VERX 17.97 0.22 1.27%

Previous-day view · Fri Nov 13 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 13, 2026 close · $17.95

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.4% ±$0.43	$17.51 – $18.38	$17.43 – $18.46	$17.02 – $18.87
2 sessions	±3.4% ±$0.61	$17.34 – $18.55	$17.22 – $18.67	$16.65 – $19.24
3 sessions	±4.2% ±$0.75	$17.19 – $18.70	$17.04 – $18.85	$16.33 – $19.56
1 week	±5.4% ±$0.96	$16.98 – $18.91	$16.77 – $19.12	$15.90 – $19.99
2 weeks	±7.5% ±$1.34	$16.60 – $19.29	$16.27 – $19.62	$15.06 – $20.83
3 weeks	±9.3% ±$1.68	$16.27 – $19.62	$15.87 – $20.02	$14.41 – $21.48
1 month	±11.1% ±$2.00	$15.95 – $19.94	$15.46 – $20.43	$13.72 – $22.17

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

±16.79%

Average actual move

15.88%

Beyond the implied move

0 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
May 07, 2026	±16.79%	+15.88%	0.95×	—

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