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Vodafone Group PLC VOD 15.95 -0.33 -2.03%

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 · $15.95
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.2% ±$0.19 $15.76 – $16.14 $15.72 – $16.18 $15.54 – $16.36
2 sessions ±1.7% ±$0.27 $15.68 – $16.22 $15.63 – $16.27 $15.37 – $16.53
3 sessions Earnings ±6.1% ±$0.97 $14.98 – $16.92 $14.76 – $17.14 $13.87 – $18.03
1 week Earnings ±6.4% ±$1.02 $14.93 – $16.97 $14.68 – $17.22 $13.80 – $18.10
2 weeks Earnings ±7.0% ±$1.12 $14.83 – $17.07 $14.57 – $17.33 $13.59 – $18.31
3 weeks Earnings ±7.5% ±$1.20 $14.75 – $17.15 $14.46 – $17.44 $13.42 – $18.48
1 month Earnings ±8.1% ±$1.29 $14.66 – $17.24 $14.35 – $17.55 $13.23 – $18.67
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. VOD reports in 3 sessions; only the horizons marked Earnings include its jump. 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
±4.67%
Average actual move
9.12%
Beyond the implied move
1 / 1
Median IV change
-27.29%
Reaction session Implied Actual Used ATM IV before → after
November 12, 2024 ±4.67% -9.12% 1.95× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →