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Vulcan Materials Company(Holding Company) VMC 287.31 -2.13 -0.74%

Previous-day view · Tue Nov 10 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 10, 2026 close · $287.65
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.5% ±$4.43 $283.23 – $292.08 $282.33 – $292.98 $278.16 – $297.15
2 sessions ±2.1% ±$6.16 $281.50 – $293.81 $280.20 – $295.11 $274.37 – $300.94
3 sessions ±2.7% ±$7.77 $279.89 – $295.42 $278.39 – $296.92 $271.14 – $304.17
1 week ±3.4% ±$9.87 $277.79 – $297.52 $275.60 – $299.71 $266.66 – $308.65
2 weeks ±4.6% ±$13.35 $274.31 – $301.00 $271.14 – $304.17 $259.21 – $316.10
3 weeks ±5.4% ±$15.65 $272.01 – $303.30 $268.18 – $307.13 $254.55 – $320.76
1 month ±6.3% ±$18.04 $269.62 – $305.69 $265.13 – $310.18 $249.40 – $325.91
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
±4.94%
Average actual move
4.31%
Beyond the implied move
1 / 2
Median IV change
-22.64%
Reaction session Implied Actual Used ATM IV before → after
February 17, 2026 ±5.08% -7.76% 1.53× —
February 18, 2025 ±4.81% +0.85% 0.18× 28.6% → 22.1%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →