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Duke Energy Corporation DUK 129.59 3.08 2.43%

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 · $129.59
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±0.8% ±$1.06 $128.53 – $130.65 $128.32 – $130.86 $127.31 – $131.87
2 sessions ±1.1% ±$1.48 $128.11 – $131.07 $127.80 – $131.38 $126.40 – $132.78
3 sessions ±1.4% ±$1.87 $127.72 – $131.46 $127.37 – $131.81 $125.62 – $133.56
1 week ±1.8% ±$2.36 $127.23 – $131.95 $126.70 – $132.48 $124.55 – $134.63
2 weeks ±2.6% ±$3.32 $126.27 – $132.91 $125.48 – $133.70 $122.51 – $136.67
3 weeks ±3.2% ±$4.11 $125.48 – $133.70 $124.48 – $134.70 $120.91 – $138.27
1 month ±3.8% ±$4.90 $124.69 – $134.49 $123.49 – $135.69 $119.21 – $139.97
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. DUK reports in 1 session; 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
1.33%
Beyond the implied move
0 / 6
Median IV change
-7.91%
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±3.77% +0.10% 0.03× —
February 10, 2026 ±3.18% +1.58% 0.50× —
August 05, 2025 ±3.28% -0.14% 0.04× 22.7% → 20.5%
May 06, 2025 ±3.56% +1.81% 0.51× 25.5% → 24.5%
February 13, 2025 ±3.29% -2.08% 0.63× 25.8% → 15.9%
November 07, 2024 ±3.56% -2.24% 0.63× 26.6% → 24.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →