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Verizon Communications VZ 46.17 0.93 2.06%

Previous-day view · Wed Nov 4 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 04, 2026 close · $46.16
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.2% ±$0.54 $45.63 – $46.70 $45.52 – $46.80 $45.01 – $47.31
2 sessions ±1.6% ±$0.75 $45.42 – $46.91 $45.26 – $47.06 $44.56 – $47.77
3 sessions ±2.0% ±$0.93 $45.23 – $47.09 $45.05 – $47.27 $44.17 – $48.15
1 week ±2.6% ±$1.18 $44.98 – $47.34 $44.71 – $47.61 $43.64 – $48.68
2 weeks ±3.5% ±$1.63 $44.53 – $47.79 $44.15 – $48.18 $42.68 – $49.64
3 weeks ±4.3% ±$1.97 $44.20 – $48.13 $43.72 – $48.61 $42.01 – $50.32
1 month ±5.0% ±$2.31 $43.86 – $48.47 $43.28 – $49.04 $41.27 – $51.05
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
±4.31%
Average actual move
4.04%
Beyond the implied move
3 / 7
Median IV change
-33.16%
Reaction session Implied Actual Used ATM IV before → after
October 26, 2026 ±4.48% -3.49% 0.78× —
July 24, 2026 ±3.66% +5.84% 1.60× —
April 27, 2026 ±5.67% +1.55% 0.27× —
January 30, 2026 ±3.87% +11.83% 3.06× —
July 21, 2025 ±3.81% +4.04% 1.06× 26.8% → 19.3%
April 22, 2025 ±4.82% +0.61% 0.13× 39.0% → 26.1%
January 24, 2025 ±3.83% +0.92% 0.24× 28.9% → 17.1%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →