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Viper Energy VNOM 40.62 0.92 2.32%

Previous-day view · Fri Nov 6 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 06, 2026 close · $40.62
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$0.65 $39.97 – $41.27 $39.84 – $41.40 $39.23 – $42.01
2 sessions ±2.2% ±$0.90 $39.72 – $41.52 $39.53 – $41.71 $38.67 – $42.57
3 sessions ±2.8% ±$1.13 $39.49 – $41.75 $39.27 – $41.97 $38.20 – $43.04
1 week ±3.5% ±$1.44 $39.18 – $42.06 $38.86 – $42.38 $37.55 – $43.69
2 weeks ±5.0% ±$2.02 $38.60 – $42.64 $38.11 – $43.13 $36.30 – $44.94
3 weeks ±6.1% ±$2.48 $38.14 – $43.10 $37.53 – $43.71 $35.37 – $45.87
1 month ±7.2% ±$2.94 $37.68 – $43.56 $36.95 – $44.29 $34.38 – $46.86
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
±6.79%
Average actual move
1.85%
Beyond the implied move
0 / 3
Median IV change
-18.31%
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±5.94% -1.92% 0.32× —
August 05, 2025 ±7.00% -0.16% 0.02× 50.4% → 41.2%
May 06, 2025 ±7.43% -3.48% 0.47× 53.7% → 43.6%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →