VMI Moves

Valmont Industries VMI 404.31 6.26 1.57%

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Expected move

November 06, 2026 close · $405.48

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.8% ±$7.10	$398.39 – $412.58	$396.93 – $414.04	$390.24 – $420.73
2 sessions	±2.4% ±$9.90	$395.59 – $415.38	$393.48 – $417.48	$384.15 – $426.81
3 sessions	±3.1% ±$12.45	$393.03 – $417.93	$390.64 – $420.32	$378.96 – $432.00
1 week	±3.9% ±$15.82	$389.67 – $421.30	$386.14 – $424.82	$371.79 – $439.18
2 weeks	±5.5% ±$22.22	$383.26 – $427.70	$378.03 – $432.93	$358.12 – $452.84
3 weeks	±6.4% ±$26.08	$379.41 – $431.56	$373.08 – $437.88	$350.42 – $460.55
1 month	±7.4% ±$30.01	$375.48 – $435.49	$368.02 – $442.95	$341.82 – $469.14

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

±7.00%

Average actual move

12.06%

Beyond the implied move

1 / 2

Median IV change

-21.96%

Reaction session	Implied	Actual	Used	ATM IV before → after
February 17, 2026	±7.10%	-6.60%	0.93×	—
February 18, 2025	±6.90%	+17.52%	2.54×	—

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