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Ameren Corporation AEE 113.08 2.71 2.46%

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 · $113.02
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.0% ±$1.09 $111.92 – $114.11 $111.70 – $114.33 $110.66 – $115.37
2 sessions Earnings ±1.9% ±$2.17 $110.85 – $115.18 $110.31 – $115.72 $108.31 – $117.72
3 sessions Earnings ±2.3% ±$2.55 $110.47 – $115.56 $109.90 – $116.13 $107.57 – $118.46
1 week Earnings ±2.7% ±$3.06 $109.95 – $116.08 $109.22 – $116.81 $106.58 – $119.45
2 weeks Earnings ±3.6% ±$4.03 $108.98 – $117.05 $108.04 – $117.99 $104.52 – $121.51
3 weeks Earnings ±4.2% ±$4.78 $108.23 – $117.80 $107.09 – $118.94 $102.97 – $123.06
1 month Earnings ±4.9% ±$5.53 $107.49 – $118.54 $106.15 – $119.88 $101.40 – $124.63
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. AEE reports in 2 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
±3.44%
Average actual move
1.14%
Beyond the implied move
0 / 3
Median IV change
-12.48%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±3.99% -1.84% 0.46× —
February 14, 2025 ±3.28% -0.20% 0.06× —
November 07, 2024 ±3.05% -1.39% 0.46× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →