GENERAC HOLDINGS INC GNRC 189.32 -19.96 -9.54%
Expected move
November 04, 2026 close · $189.00| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±3.0% ±$5.61 | $183.39 – $194.61 | $182.27 – $195.73 | $176.98 – $201.02 |
| 2 sessions | ±4.1% ±$7.81 | $181.19 – $196.81 | $179.55 – $198.45 | $172.18 – $205.82 |
| 3 sessions | ±5.0% ±$9.41 | $179.59 – $198.41 | $177.75 – $200.25 | $168.93 – $209.07 |
| 1 week | ±6.1% ±$11.55 | $177.45 – $200.55 | $174.86 – $203.14 | $164.37 – $213.63 |
| 2 weeks | ±8.3% ±$15.67 | $173.33 – $204.67 | $169.61 – $208.39 | $155.57 – $222.43 |
| 3 weeks | ±9.8% ±$18.56 | $170.44 – $207.56 | $165.92 – $212.08 | $149.76 – $228.24 |
| 1 month | ±11.4% ±$21.60 | $167.40 – $210.60 | $162.03 – $215.97 | $143.19 – $234.81 |
Earnings: priced against what happened
Average implied move
±9.54%
Average actual move
9.23%
Beyond the implied move
2 / 5
Median IV change
-23.14%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| October 28, 2026 | ±8.54% | +3.94% | 0.46× | — |
| July 29, 2026 | ±11.86% | -0.21% | 0.02× | 85.9% → 66.0% |
| April 29, 2026 | ±9.76% | +16.49% | 1.69× | — |
| February 11, 2026 | ±9.54% | +17.93% | 1.88× | — |
| February 12, 2025 | ±7.97% | +7.56% | 0.95× | 55.2% → 43.8% |