VMC Moves

Vulcan Materials Company(Holding Company) VMC 297.69 13.09 4.6%

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Expected move

November 04, 2026 close · $298.49

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.4% ±$4.18	$294.31 – $302.67	$293.48 – $303.50	$289.51 – $307.47
2 sessions	±2.0% ±$5.82	$292.67 – $304.31	$291.45 – $305.53	$285.92 – $311.06
3 sessions	±2.5% ±$7.34	$291.15 – $305.83	$289.74 – $307.24	$282.88 – $314.10
1 week	±3.1% ±$9.31	$289.18 – $307.80	$287.09 – $309.89	$278.64 – $318.34
2 weeks	±4.4% ±$13.07	$285.42 – $311.56	$282.31 – $314.67	$270.58 – $326.40
3 weeks	±5.3% ±$15.97	$282.52 – $314.46	$278.64 – $318.34	$264.76 – $332.22
1 month	±6.3% ±$18.69	$279.80 – $317.18	$275.15 – $321.83	$258.88 – $338.10

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

±4.94%

Average actual move

4.31%

Beyond the implied move

1 / 2

Median IV change

-22.64%

Reaction session	Implied	Actual	Used	ATM IV before → after
February 17, 2026	±5.08%	-7.76%	1.53×	—
February 18, 2025	±4.81%	+0.85%	0.18×	28.6% → 22.1%

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