Vertiv Holdings Co Class A VRT 205.55 -30.42 -12.89% Regime: Trend Down (95%)
Expected move
November 04, 2026 close · $205.04| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±3.4% ±$6.95 | $198.09 – $211.99 | $196.70 – $213.39 | $190.13 – $219.95 |
| 2 sessions | ±4.7% ±$9.66 | $195.38 – $214.70 | $193.33 – $216.75 | $184.21 – $225.87 |
| 3 sessions | ±5.7% ±$11.77 | $193.27 – $216.81 | $191.00 – $219.09 | $179.99 – $230.10 |
| 1 week | ±7.1% ±$14.54 | $190.50 – $219.58 | $187.24 – $222.84 | $174.06 – $236.02 |
| 2 weeks | ±9.3% ±$19.13 | $185.91 – $224.17 | $181.38 – $228.70 | $164.24 – $245.84 |
| 3 weeks | ±11.1% ±$22.80 | $182.24 – $227.84 | $176.70 – $233.38 | $156.88 – $253.21 |
| 1 month | ±12.8% ±$26.14 | $178.90 – $231.18 | $172.42 – $237.66 | $149.62 – $260.46 |
Earnings: priced against what happened
Average implied move
±10.31%
Average actual move
11.42%
Beyond the implied move
3 / 7
Median IV change
-19.01%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| October 28, 2026 | ±10.13% | +16.48% | 1.63× | — |
| July 29, 2026 | ±10.60% | -17.26% | 1.63× | 88.4% → 75.0% |
| April 22, 2026 | ±10.10% | -2.34% | 0.23× | — |
| February 11, 2026 | ±9.94% | +24.49% | 2.46× | — |
| July 30, 2025 | ±9.85% | +1.03% | 0.10× | 71.6% → 49.9% |
| April 23, 2025 | ±11.63% | +8.60% | 0.74× | 95.8% → 80.6% |
| February 12, 2025 | ±9.94% | -9.74% | 0.98× | 80.4% → 62.6% |