VVV Moves

Valvoline Inc VVV 36.18 2.44 7.23%

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Expected move

November 04, 2026 close · $36.18

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.8% ±$0.64	$35.54 – $36.82	$35.42 – $36.94	$34.81 – $37.55
2 sessions	±2.5% ±$0.89	$35.29 – $37.07	$35.11 – $37.25	$34.27 – $38.09
3 sessions	±3.1% ±$1.11	$35.07 – $37.29	$34.85 – $37.51	$33.80 – $38.56
1 week	±3.9% ±$1.42	$34.76 – $37.60	$34.45 – $37.91	$33.16 – $39.20
2 weeks	±5.5% ±$1.99	$34.19 – $38.17	$33.72 – $38.64	$31.93 – $40.43
3 weeks	±6.8% ±$2.46	$33.72 – $38.64	$33.12 – $39.24	$30.97 – $41.39
1 month	±8.1% ±$2.93	$33.25 – $39.11	$32.51 – $39.85	$29.95 – $42.41

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. VVV reports in 11 sessions; only the horizons marked Earnings include its jump. 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

±8.27%

Average actual move

3.26%

Beyond the implied move

0 / 2

Reaction session	Implied	Actual	Used	ATM IV before → after
August 06, 2025	±9.17%	+4.58%	0.50×	—
May 08, 2025	±7.38%	-1.94%	0.26×	—

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