Closed
⌘K
Sign in Sign up

Granite Construction Inc GVA 121.0 -11.39 -8.6%

Previous-day view · Thu Nov 5 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

November 05, 2026 close · $121.02
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$1.96 $119.06 – $122.98 $118.66 – $123.38 $116.81 – $125.23
2 sessions ±2.3% ±$2.74 $118.28 – $123.76 $117.70 – $124.34 $115.13 – $126.91
3 sessions ±2.8% ±$3.44 $117.58 – $124.46 $116.92 – $125.12 $113.69 – $128.35
1 week ±3.6% ±$4.38 $116.64 – $125.40 $115.67 – $126.37 $111.70 – $130.34
2 weeks ±5.1% ±$6.14 $114.88 – $127.16 $113.42 – $128.62 $107.91 – $134.13
3 weeks ±6.3% ±$7.60 $113.42 – $128.62 $111.57 – $130.47 $104.95 – $137.09
1 month ±7.5% ±$9.05 $111.97 – $130.07 $109.72 – $132.32 $101.81 – $140.23
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. 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
±6.28%
Average actual move
1.77%
Beyond the implied move
0 / 2
Reaction session Implied Actual Used ATM IV before → after
February 12, 2026 ±5.56% -2.97% 0.53× —
February 13, 2025 ±7.01% +0.58% 0.08× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →