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Valaris Limited VAL 80.69 1.77 2.24%

Previous-day view · Wed Nov 11 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 11, 2026 close · $80.95
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.3% ±$1.82 $79.13 – $82.77 $78.76 – $83.13 $77.04 – $84.85
2 sessions ±3.1% ±$2.53 $78.41 – $83.48 $77.88 – $84.01 $75.49 – $86.40
3 sessions ±3.9% ±$3.19 $77.76 – $84.14 $77.14 – $84.75 $74.15 – $87.74
1 week ±5.0% ±$4.05 $76.89 – $85.00 $75.99 – $85.90 $72.32 – $89.58
2 weeks ±7.0% ±$5.68 $75.26 – $86.63 $73.91 – $87.98 $68.81 – $93.08
3 weeks ±8.7% ±$7.04 $73.90 – $87.99 $72.19 – $89.70 $66.07 – $95.82
1 month ±10.4% ±$8.38 $72.56 – $89.33 $70.48 – $91.41 $63.16 – $98.73
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
±7.48%
Average actual move
6.77%
Beyond the implied move
1 / 2
Median IV change
-9.92%
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±8.66% -9.47% 1.09× —
February 20, 2025 ±6.31% +4.06% 0.64× 52.3% → 47.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →