GE Vernova Inc GEV 770.51 -62.32 -7.48% Regime: Trend Down (83%)
Expected move
November 05, 2026 close · $776.58| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±4.9% ±$37.97 | $738.60 – $814.55 | $730.99 – $822.16 | $695.12 – $858.04 |
| 2 sessions | ±5.7% ±$44.11 | $732.47 – $820.69 | $723.07 – $830.09 | $681.45 – $871.71 |
| 3 sessions | ±6.6% ±$51.41 | $725.17 – $827.99 | $715.23 – $837.93 | $667.16 – $886.00 |
| 1 week | ±7.8% ±$60.73 | $715.85 – $837.31 | $702.26 – $850.90 | $647.12 – $906.03 |
| 2 weeks | ±10.2% ±$78.90 | $697.68 – $855.48 | $679.04 – $874.12 | $608.29 – $944.86 |
| 3 weeks | ±11.5% ±$89.54 | $687.04 – $866.12 | $665.30 – $887.86 | $587.40 – $965.75 |
| 1 month | ±13.5% ±$104.76 | $671.82 – $881.34 | $645.73 – $907.43 | $554.40 – $998.76 |
Earnings: priced against what happened
Average implied move
±6.90%
Average actual move
7.44%
Beyond the implied move
3 / 6
Median IV change
-14.51%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| October 28, 2026 | ±6.16% | -1.90% | 0.31× | — |
| July 22, 2026 | ±8.34% | -8.69% | 1.04× | — |
| April 22, 2026 | ±6.14% | +13.75% | 2.24× | — |
| July 23, 2025 | ±5.93% | +14.58% | 2.46× | 53.4% → 51.1% |
| April 23, 2025 | ±8.14% | +3.07% | 0.38× | 70.7% → 60.4% |
| January 22, 2025 | ±6.69% | +2.67% | 0.40× | 55.4% → 46.3% |