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Vishay Intertechnology VSH 23.28 1.26 5.72%

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 · $23.28
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.0% ±$0.92 $22.36 – $24.20 $22.18 – $24.38 $21.31 – $25.25
2 sessions ±5.5% ±$1.28 $22.00 – $24.56 $21.73 – $24.83 $20.52 – $26.04
3 sessions ±6.9% ±$1.61 $21.67 – $24.89 $21.36 – $25.20 $19.85 – $26.71
1 week ±8.8% ±$2.05 $21.23 – $25.33 $20.78 – $25.78 $18.92 – $27.64
2 weeks ±12.3% ±$2.87 $20.41 – $26.15 $19.73 – $26.83 $17.16 – $29.40
3 weeks ±14.3% ±$3.32 $19.96 – $26.60 $19.15 – $27.41 $16.27 – $30.29
1 month ±16.3% ±$3.78 $19.50 – $27.06 $18.56 – $28.00 $15.26 – $31.30
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
±17.92%
Average actual move
14.48%
Beyond the implied move
0 / 1
Median IV change
-21.29%
Reaction session Implied Actual Used ATM IV before → after
May 13, 2026 ±17.92% +14.48% 0.81× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →