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V VFC 20.35 0.03 0.15%

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 · $20.35
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.5% ±$0.50 $19.85 – $20.85 $19.75 – $20.95 $19.28 – $21.42
2 sessions ±3.4% ±$0.69 $19.66 – $21.04 $19.51 – $21.19 $18.86 – $21.84
3 sessions ±4.3% ±$0.87 $19.48 – $21.22 $19.31 – $21.39 $18.49 – $22.21
1 week ±5.4% ±$1.11 $19.24 – $21.46 $18.99 – $21.71 $17.99 – $22.71
2 weeks ±6.9% ±$1.41 $18.94 – $21.76 $18.61 – $22.09 $17.35 – $23.35
3 weeks ±8.3% ±$1.68 $18.67 – $22.03 $18.26 – $22.44 $16.79 – $23.91
1 month ±10.1% ±$2.05 $18.30 – $22.40 $17.79 – $22.91 $16.01 – $24.69
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
±11.00%
Average actual move
7.10%
Beyond the implied move
2 / 7
Median IV change
-36.46%
Reaction session Implied Actual Used ATM IV before → after
October 28, 2026 ±10.07% +1.17% 0.12× —
July 29, 2026 ±8.93% -17.37% 1.94× —
May 20, 2026 ±10.75% -3.17% 0.29× —
January 28, 2026 ±10.70% -5.77% 0.54× —
July 30, 2025 ±13.83% +2.58% 0.19× 95.6% → 63.6%
May 21, 2025 ±12.34% -15.80% 1.28× —
January 29, 2025 ±10.40% -3.87% 0.37× 71.5% → 43.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →