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CRH Public Limited Company CRH 96.86 -0.87 -0.89%
Expected move
November 10, 2026 close · $96.86| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±1.6% ±$1.50 | $95.36 – $98.36 | $95.06 – $98.66 | $93.64 – $100.08 |
| 2 sessions | ±2.1% ±$2.08 | $94.78 – $98.94 | $94.33 – $99.39 | $92.37 – $101.35 |
| 3 sessions | ±2.7% ±$2.62 | $94.24 – $99.48 | $93.73 – $99.99 | $91.28 – $102.44 |
| 1 week | ±3.4% ±$3.33 | $93.53 – $100.19 | $92.78 – $100.94 | $89.76 – $103.96 |
| 2 weeks | ±5.2% ±$5.05 | $91.81 – $101.91 | $90.61 – $103.11 | $86.09 – $107.63 |
| 3 weeks | ±6.5% ±$6.32 | $90.54 – $103.18 | $88.99 – $104.73 | $83.48 – $110.24 |
| 1 month | ±7.5% ±$7.25 | $89.61 – $104.11 | $87.82 – $105.90 | $81.51 – $112.21 |
Earnings: priced against what happened
Average implied move
±5.42%
Average actual move
4.78%
Beyond the implied move
1 / 4
Median IV change
-27.06%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| April 30, 2026 | ±5.38% | +4.39% | 0.82× | — |
| August 07, 2025 | ±5.15% | +9.55% | 1.85× | — |
| May 06, 2025 | ±5.39% | -4.38% | 0.81× | 47.2% → 33.7% |
| February 27, 2025 | ±5.74% | -0.81% | 0.14× | 58.4% → 43.5% |