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V VFC 20.32 -0.61 -2.91%

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 · $20.84
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.5% ±$0.52 $20.32 – $21.36 $20.22 – $21.47 $19.73 – $21.96
2 sessions ±3.5% ±$0.73 $20.12 – $21.57 $19.97 – $21.72 $19.28 – $22.40
3 sessions ±4.4% ±$0.91 $19.93 – $21.75 $19.75 – $21.93 $18.90 – $22.78
1 week ±5.6% ±$1.16 $19.68 – $22.00 $19.43 – $22.26 $18.38 – $23.31
2 weeks ±7.6% ±$1.60 $19.25 – $22.44 $18.87 – $22.81 $17.45 – $24.24
3 weeks ±9.0% ±$1.87 $18.98 – $22.71 $18.52 – $23.16 $16.90 – $24.79
1 month ±10.0% ±$2.09 $18.76 – $22.93 $18.24 – $23.44 $16.43 – $25.26
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
±11.00%
Average actual move
7.10%
Beyond the implied move
2 / 7
Median IV change
-36.46%
Reaction session Implied Actual Used ATM IV before → after
October 28, 2026 ±10.07% +1.17% 0.12× —
July 29, 2026 ±8.93% -17.37% 1.94× —
May 20, 2026 ±10.75% -3.17% 0.29× —
January 28, 2026 ±10.70% -5.77% 0.54× —
July 30, 2025 ±13.83% +2.58% 0.19× 95.6% → 63.6%
May 21, 2025 ±12.34% -15.80% 1.28× —
January 29, 2025 ±10.40% -3.87% 0.37× 71.5% → 43.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →