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Valmont Industries VMI 398.05 -22.68 -5.39%

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 · $397.94
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.7% ±$6.73 $391.21 – $404.66 $389.86 – $406.01 $383.49 – $412.38
2 sessions ±2.4% ±$9.36 $388.58 – $407.29 $386.59 – $409.28 $377.72 – $418.15
3 sessions ±3.0% ±$11.77 $386.16 – $409.71 $383.85 – $412.02 $372.83 – $423.04
1 week ±3.8% ±$15.00 $382.93 – $412.94 $379.59 – $416.28 $365.98 – $429.89
2 weeks ±5.3% ±$21.06 $376.88 – $418.99 $371.91 – $423.96 $353.05 – $442.82
3 weeks ±6.3% ±$25.14 $372.79 – $423.08 $366.66 – $429.21 $344.77 – $451.10
1 month ±7.3% ±$29.08 $368.85 – $427.02 $361.60 – $434.27 $336.26 – $459.61
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
±7.00%
Average actual move
12.06%
Beyond the implied move
1 / 2
Median IV change
-21.96%
Reaction session Implied Actual Used ATM IV before → after
February 17, 2026 ±7.10% -6.60% 0.93× —
February 18, 2025 ±6.90% +17.52% 2.54× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →