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Vornado Realty Trust VNO 35.56 -1.09 -2.97%

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

No chain in the last ten days can size a move for VNO.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±7.30%
Average actual move
2.81%
Beyond the implied move
0 / 4
Median IV change
-17.97%
Reaction session Implied Actual Used ATM IV before → after
February 10, 2026 ±7.26% +2.74% 0.38× —
August 05, 2025 ±6.92% -4.06% 0.59× 49.3% → 40.4%
May 06, 2025 ±7.70% +3.68% 0.48× 55.5% → 47.0%
February 11, 2025 ±7.32% +0.76% 0.10× 52.3% → 38.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →