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VISTEON CORPORATION VC 75.68 -1.8 -2.32%

Previous-day view · Fri Nov 6 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 06, 2026 close · $75.68
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.0% ±$1.48 $74.20 – $77.16 $73.91 – $77.45 $72.52 – $78.84
2 sessions ±2.7% ±$2.05 $73.63 – $77.73 $73.20 – $78.16 $71.26 – $80.10
3 sessions ±3.4% ±$2.58 $73.10 – $78.26 $72.60 – $78.76 $70.19 – $81.17
1 week ±4.3% ±$3.28 $72.40 – $78.96 $71.67 – $79.69 $68.69 – $82.67
2 weeks ±6.1% ±$4.60 $71.08 – $80.28 $69.99 – $81.37 $65.86 – $85.50
3 weeks ±7.5% ±$5.70 $69.98 – $81.38 $68.60 – $82.76 $63.64 – $87.72
1 month ±9.0% ±$6.78 $68.90 – $82.46 $67.21 – $84.15 $61.29 – $90.07
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
±6.85%
Average actual move
5.00%
Beyond the implied move
0 / 1
Median IV change
-16.21%
Reaction session Implied Actual Used ATM IV before → after
February 18, 2025 ±6.85% +5.00% 0.73× 41.5% → 35.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →