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Venture Global VG 11.53 0.01 0.09%

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 · $11.45
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.7% ±$0.31 $11.14 – $11.76 $11.08 – $11.82 $10.78 – $12.12
2 sessions Earnings ±10.3% ±$1.17 $10.28 – $12.62 $9.99 – $12.91 $8.91 – $13.99
3 sessions Earnings ±11.0% ±$1.26 $10.19 – $12.71 $9.90 – $13.00 $8.74 – $14.16
1 week Earnings ±11.9% ±$1.36 $10.09 – $12.81 $9.76 – $13.14 $8.59 – $14.31
2 weeks Earnings ±13.5% ±$1.55 $9.90 – $13.00 $9.54 – $13.36 $8.18 – $14.72
3 weeks Earnings ±14.9% ±$1.71 $9.74 – $13.16 $9.34 – $13.56 $7.86 – $15.04
1 month Earnings ±16.4% ±$1.88 $9.57 – $13.33 $9.12 – $13.78 $7.51 – $15.39
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. VG 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
±12.70%
Average actual move
7.64%
Beyond the implied move
1 / 4
Median IV change
-23.45%
Reaction session Implied Actual Used ATM IV before → after
August 11, 2026 ±11.22% -7.29% 0.65× 93.8% → 63.0%
May 12, 2026 ±13.34% +14.20% 1.06× —
August 12, 2025 ±12.63% +0.91% 0.07× 106.4% → 91.5%
May 13, 2025 ±13.62% +8.17% 0.60× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →