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National Vision Holdings EYE 19.01 0.04 0.21%

Previous-day view · Tue Nov 10 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 EYE.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±14.09%
Average actual move
8.50%
Beyond the implied move
1 / 3
Median IV change
-47.07%
Reaction session Implied Actual Used ATM IV before → after
May 13, 2026 ±14.80% -19.20% 1.30× —
August 06, 2025 ±12.29% -3.75% 0.30× 92.6% → 49.0%
November 06, 2024 ±15.16% -2.54% 0.17× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →