VICR Moves

Vicor Corp VICR 146.88 11.78 8.72%

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Expected move

November 06, 2026 close · $145.65

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±5.1% ±$7.41	$138.24 – $153.06	$136.75 – $154.55	$129.76 – $161.54
2 sessions	±7.1% ±$10.30	$135.35 – $155.95	$133.17 – $158.13	$123.42 – $167.88
3 sessions	±8.9% ±$12.98	$132.67 – $158.63	$130.17 – $161.13	$118.02 – $173.28
1 week	±11.3% ±$16.49	$129.16 – $162.14	$125.48 – $165.82	$110.52 – $180.78
2 weeks	±15.9% ±$23.14	$122.51 – $168.79	$117.03 – $174.27	$96.27 – $195.03
3 weeks	±18.4% ±$26.76	$118.89 – $172.41	$112.38 – $178.92	$89.09 – $202.21
1 month	±20.9% ±$30.51	$115.14 – $176.16	$107.56 – $183.74	$80.97 – $210.33

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

±14.17%

Average actual move

22.77%

Beyond the implied move

1 / 1

Median IV change

-19.07%

Reaction session	Implied	Actual	Used	ATM IV before → after
February 21, 2025	±14.17%	+22.77%	1.61×	79.7% → 77.4%

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