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VERMILION ENERGY INC VET 10.5 -0.25 -2.33%

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 · $10.50
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.5% ±$0.26 $10.24 – $10.76 $10.19 – $10.81 $9.94 – $11.06
2 sessions ±3.4% ±$0.36 $10.14 – $10.86 $10.06 – $10.94 $9.72 – $11.28
3 sessions ±4.3% ±$0.45 $10.05 – $10.95 $9.96 – $11.04 $9.53 – $11.47
1 week ±5.5% ±$0.58 $9.92 – $11.08 $9.79 – $11.21 $9.27 – $11.73
2 weeks ±7.7% ±$0.81 $9.69 – $11.31 $9.50 – $11.50 $8.77 – $12.23
3 weeks ±9.6% ±$1.00 $9.50 – $11.50 $9.25 – $11.75 $8.38 – $12.62
1 month ±11.4% ±$1.19 $9.31 – $11.69 $9.01 – $11.99 $7.97 – $13.03
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
±7.98%
Average actual move
4.09%
Beyond the implied move
0 / 1
Median IV change
-23.14%
Reaction session Implied Actual Used ATM IV before → after
August 08, 2025 ±7.98% -4.09% 0.51× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →