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Verra Mobility Corporation Class A VRRM 2.32 -0.16 -6.45%

Previous-day view · Thu Nov 5 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

No chain in the last ten days can size a move for VRRM.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±8.40%
Average actual move
2.87%
Beyond the implied move
0 / 2
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±9.08% +2.16% 0.24× —
August 07, 2025 ±7.71% -3.57% 0.46× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →