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Venture Global VG 11.52 -0.48 -4.0%

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 · $11.64
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.9% ±$0.34 $11.31 – $11.98 $11.25 – $12.04 $10.93 – $12.36
2 sessions ±4.0% ±$0.46 $11.18 – $12.11 $11.09 – $12.20 $10.65 – $12.64
3 sessions Earnings ±10.3% ±$1.20 $10.45 – $12.84 $10.17 – $13.12 $9.07 – $14.22
1 week Earnings ±11.3% ±$1.32 $10.33 – $12.96 $10.01 – $13.28 $8.89 – $14.40
2 weeks Earnings ±13.2% ±$1.54 $10.11 – $13.18 $9.75 – $13.54 $8.41 – $14.88
3 weeks Earnings ±14.7% ±$1.71 $9.93 – $13.36 $9.52 – $13.77 $8.04 – $15.25
1 month Earnings ±16.4% ±$1.91 $9.74 – $13.55 $9.28 – $14.01 $7.64 – $15.65
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. VG reports in 3 sessions; only the horizons marked Earnings include its jump. 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
±12.70%
Average actual move
7.64%
Beyond the implied move
1 / 4
Median IV change
-23.45%
Reaction session Implied Actual Used ATM IV before → after
August 11, 2026 ±11.22% -7.29% 0.65× 93.8% → 63.0%
May 12, 2026 ±13.34% +14.20% 1.06× —
August 12, 2025 ±12.63% +0.91% 0.07× 106.4% → 91.5%
May 13, 2025 ±13.62% +8.17% 0.60× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →