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Virgin Galactic Holdings SPCE 2.87 0.1 3.61%

Previous-day view · Mon Nov 9 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 09, 2026 close · $2.91
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.9% ±$0.11 $2.80 – $3.02 $2.77 – $3.05 $2.67 – $3.15
2 sessions ±5.4% ±$0.16 $2.75 – $3.07 $2.72 – $3.10 $2.57 – $3.25
3 sessions ±6.8% ±$0.20 $2.71 – $3.11 $2.67 – $3.15 $2.49 – $3.33
1 week Earnings ±14.5% ±$0.42 $2.49 – $3.33 $2.39 – $3.43 $2.02 – $3.80
2 weeks Earnings ±17.2% ±$0.50 $2.41 – $3.41 $2.29 – $3.53 $1.86 – $3.96
3 weeks Earnings ±19.4% ±$0.56 $2.35 – $3.47 $2.21 – $3.61 $1.72 – $4.10
1 month Earnings ±21.7% ±$0.63 $2.28 – $3.54 $2.13 – $3.69 $1.58 – $4.24
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. SPCE reports in 4 sessions; only the horizons marked Earnings include its jump. 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
±12.64%
Average actual move
18.45%
Beyond the implied move
1 / 3
Median IV change
-21.66%
Reaction session Implied Actual Used ATM IV before → after
May 16, 2025 ±12.24% +43.28% 3.54× —
February 27, 2025 ±13.54% -0.26% 0.02× 124.2% → 97.6%
November 07, 2024 ±12.15% -11.80% 0.97× 122.8% → 95.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →