After hours
⌘K
Sign in Sign up

Vertex Pharmaceuticals Inc VRTX 549.04 18.28 3.44%

Previous-day view · Wed Nov 4 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

November 04, 2026 close · $546.51
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.5% ±$8.25 $538.26 – $554.77 $536.62 – $556.41 $528.86 – $564.17
2 sessions ±2.1% ±$11.43 $535.09 – $557.94 $532.63 – $560.40 $521.81 – $571.22
3 sessions ±2.6% ±$14.43 $532.09 – $560.94 $529.30 – $563.73 $515.80 – $577.23
1 week ±3.4% ±$18.31 $528.21 – $564.82 $524.11 – $568.92 $507.49 – $585.54
2 weeks ±4.7% ±$25.75 $520.77 – $572.26 $514.71 – $578.32 $491.64 – $601.39
3 weeks ±5.7% ±$31.10 $515.42 – $577.61 $507.88 – $585.15 $480.82 – $612.21
1 month ±7.5% ±$40.94 $505.58 – $587.45 $495.42 – $597.61 $459.67 – $633.36
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
±5.73%
Average actual move
6.64%
Beyond the implied move
2 / 7
Median IV change
-37.68%
Reaction session Implied Actual Used ATM IV before → after
November 03, 2026 ±5.64% -4.05% 0.72× —
August 04, 2026 ±6.04% +1.70% 0.28× —
May 05, 2026 ±6.03% -1.28% 0.21× 48.6% → 30.5%
February 13, 2026 ±6.47% +5.69% 0.88× —
August 05, 2025 ±6.52% -20.60% 3.16× —
May 06, 2025 ±4.70% -10.03% 2.13× —
February 11, 2025 ±4.68% -3.14% 0.67× 37.9% → 23.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →