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Vertex VERX 17.59 1.67 10.49%

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 · $17.63
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.8% ±$0.50 $17.13 – $18.12 $17.03 – $18.22 $16.56 – $18.69
2 sessions ±3.9% ±$0.68 $16.94 – $18.31 $16.79 – $18.46 $16.14 – $19.11
3 sessions ±4.9% ±$0.86 $16.76 – $18.49 $16.59 – $18.66 $15.78 – $19.47
1 week ±6.3% ±$1.11 $16.52 – $18.73 $16.27 – $18.98 $15.27 – $19.98
2 weeks ±8.8% ±$1.55 $16.08 – $19.17 $15.71 – $19.54 $14.32 – $20.93
3 weeks ±10.8% ±$1.91 $15.72 – $19.53 $15.26 – $19.99 $13.61 – $21.64
1 month ±12.8% ±$2.25 $15.38 – $19.87 $14.82 – $20.43 $12.86 – $22.39
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
±16.79%
Average actual move
15.88%
Beyond the implied move
0 / 1
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±16.79% +15.88% 0.95× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →