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Ventas VTR 89.04 -0.16 -0.18%

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 · $88.88
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.2% ±$1.05 $87.83 – $89.93 $87.62 – $90.14 $86.63 – $91.13
2 sessions ±1.6% ±$1.46 $87.42 – $90.34 $87.11 – $90.65 $85.73 – $92.03
3 sessions ±2.1% ±$1.84 $87.04 – $90.72 $86.68 – $91.08 $84.96 – $92.80
1 week ±2.6% ±$2.34 $86.54 – $91.22 $86.02 – $91.74 $83.90 – $93.86
2 weeks ±3.7% ±$3.28 $85.60 – $92.16 $84.82 – $92.94 $81.89 – $95.87
3 weeks ±4.6% ±$4.06 $84.82 – $92.94 $83.83 – $93.93 $80.29 – $97.47
1 month ±5.4% ±$4.84 $84.04 – $93.72 $82.84 – $94.92 $78.62 – $99.14
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
±4.05%
Average actual move
8.34%
Beyond the implied move
1 / 1
Reaction session Implied Actual Used ATM IV before → after
February 13, 2025 ±4.05% +8.34% 2.06× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →