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AES Corporation AES 14.9 -0.02 -0.13%

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 · $14.91
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±0.1% ±$0.01 $14.90 – $14.92 $14.89 – $14.93 $14.88 – $14.94
2 sessions ±0.1% ±$0.02 $14.89 – $14.93 $14.89 – $14.93 $14.87 – $14.95
3 sessions ±0.2% ±$0.03 $14.88 – $14.94 $14.88 – $14.94 $14.86 – $14.96
1 week ±0.2% ±$0.03 $14.88 – $14.94 $14.87 – $14.95 $14.84 – $14.98
2 weeks Earnings ±1.4% ±$0.21 $14.70 – $15.12 $14.66 – $15.16 $14.47 – $15.35
3 weeks Earnings ±1.4% ±$0.21 $14.70 – $15.12 $14.65 – $15.17 $14.47 – $15.35
1 month Earnings ±1.4% ±$0.21 $14.70 – $15.12 $14.65 – $15.17 $14.47 – $15.35
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. AES reports in 10 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
±6.78%
Average actual move
2.31%
Beyond the implied move
0 / 1
Median IV change
-20.21%
Reaction session Implied Actual Used ATM IV before → after
May 02, 2025 ±6.78% +2.31% 0.34× 60.3% → 46.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →