Constellation Energy Corporation Common Stock CEG 245.72 -17.68 -6.71%
Expected move
November 04, 2026 close · $245.72| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±2.0% ±$5.04 | $240.68 – $250.76 | $239.65 – $251.79 | $234.88 – $256.56 |
| 2 sessions | ±2.9% ±$7.03 | $238.69 – $252.75 | $237.22 – $254.22 | $230.58 – $260.86 |
| 3 sessions Earnings | ±7.0% ±$17.32 | $228.40 – $263.04 | $224.42 – $267.02 | $208.57 – $282.87 |
| 1 week Earnings | ±7.8% ±$19.12 | $226.60 – $264.84 | $221.98 – $269.46 | $205.54 – $285.90 |
| 2 weeks Earnings | ±9.2% ±$22.58 | $223.14 – $268.30 | $217.81 – $273.63 | $198.07 – $293.37 |
| 3 weeks Earnings | ±10.4% ±$25.46 | $220.26 – $271.18 | $214.19 – $277.25 | $192.20 – $299.24 |
| 1 month Earnings | ±11.6% ±$28.45 | $217.27 – $274.17 | $210.41 – $281.03 | $185.91 – $305.53 |
Earnings: priced against what happened
Average implied move
±6.98%
Average actual move
5.03%
Beyond the implied move
2 / 7
Median IV change
-10.08%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| August 06, 2026 | ±6.11% | -1.52% | 0.25× | 57.6% → 49.0% |
| May 11, 2026 | ±7.25% | -1.30% | 0.18× | 59.9% → 55.1% |
| February 24, 2026 | ±7.68% | +6.41% | 0.84× | — |
| August 07, 2025 | ±6.59% | -0.61% | 0.09× | 56.6% → 43.1% |
| May 06, 2025 | ±7.45% | +10.29% | 1.38× | 66.0% → 62.9% |
| February 18, 2025 | ±4.60% | +2.62% | 0.57× | 55.6% → 51.5% |
| November 04, 2024 | ±9.20% | -12.46% | 1.35× | 68.1% → 59.8% |