VITL Moves

Vital Farms VITL 9.52 -0.98 -9.33%

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Expected move

November 05, 2026 close · $9.59

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±3.1% ±$0.30	$9.29 – $9.89	$9.23 – $9.96	$8.95 – $10.24
2 sessions	±4.3% ±$0.42	$9.18 – $10.01	$9.09 – $10.10	$8.69 – $10.50
3 sessions	±5.5% ±$0.53	$9.07 – $10.12	$8.97 – $10.22	$8.47 – $10.71
1 week	±7.0% ±$0.67	$8.93 – $10.26	$8.78 – $10.41	$8.17 – $11.02
2 weeks	±9.8% ±$0.94	$8.66 – $10.53	$8.43 – $10.75	$7.59 – $11.59
3 weeks	±12.1% ±$1.17	$8.43 – $10.76	$8.15 – $11.04	$7.14 – $12.05
1 month	±14.4% ±$1.39	$8.21 – $10.98	$7.87 – $11.32	$6.66 – $12.53

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

±19.49%

Average actual move

15.00%

Beyond the implied move

0 / 2

Median IV change

-15.55%

Reaction session	Implied	Actual	Used	ATM IV before → after
May 07, 2026	±27.92%	-20.67%	0.74×	—
May 08, 2025	±11.07%	-9.33%	0.84×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →