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Vicor Corp VICR 135.1 -23.97 -15.07%

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 · $135.84
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±5.7% ±$7.79 $128.05 – $143.64 $126.49 – $145.20 $119.12 – $152.57
2 sessions ±8.0% ±$10.84 $125.00 – $146.69 $122.70 – $148.99 $112.45 – $159.24
3 sessions ±10.1% ±$13.66 $122.19 – $149.50 $119.56 – $152.13 $106.77 – $164.92
1 week ±12.8% ±$17.37 $118.48 – $153.21 $114.61 – $157.08 $98.87 – $172.82
2 weeks ±17.9% ±$24.35 $111.49 – $160.20 $105.71 – $165.98 $83.88 – $187.81
3 weeks ±20.8% ±$28.28 $107.56 – $164.13 $100.67 – $171.02 $76.06 – $195.63
1 month ±23.4% ±$31.82 $104.02 – $167.67 $96.11 – $175.58 $68.36 – $203.33
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
±14.17%
Average actual move
22.77%
Beyond the implied move
1 / 1
Median IV change
-19.07%
Reaction session Implied Actual Used ATM IV before → after
February 21, 2025 ±14.17% +22.77% 1.61× 79.7% → 77.4%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →