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Varex Imaging Corporation Common Stock VREX 18.39 -0.06 -0.33%

Previous-day view · Wed Nov 11 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 VREX.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±11.52%
Average actual move
21.38%
Beyond the implied move
1 / 1
Reaction session Implied Actual Used ATM IV before → after
August 08, 2025 ±11.52% +21.38% 1.86× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →