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Consolidated Edison ED 120.3 3.49 2.99%

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 · $120.36
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±0.8% ±$0.97 $119.39 – $121.33 $119.18 – $121.54 $118.27 – $122.45
2 sessions ±1.1% ±$1.36 $119.00 – $121.72 $118.71 – $122.01 $117.42 – $123.30
3 sessions ±1.4% ±$1.71 $118.65 – $122.07 $118.31 – $122.41 $116.71 – $124.01
1 week ±1.8% ±$2.18 $118.18 – $122.54 $117.70 – $123.02 $115.73 – $124.99
2 weeks ±2.5% ±$3.06 $117.30 – $123.42 $116.58 – $124.14 $113.84 – $126.88
3 weeks ±3.1% ±$3.78 $116.58 – $124.14 $115.65 – $125.07 $112.37 – $128.35
1 month ±3.8% ±$4.51 $115.85 – $124.87 $114.73 – $125.99 $110.80 – $129.92
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. ED 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
±2.58%
Average actual move
1.39%
Beyond the implied move
1 / 4
Median IV change
-24.46%
Reaction session Implied Actual Used ATM IV before → after
February 20, 2026 ±2.32% -1.89% 0.81× —
August 08, 2025 ±3.29% -0.50% 0.15× 27.3% → 20.6%
February 21, 2025 ±1.96% +2.61% 1.33× 19.7% → 22.2%
November 08, 2024 ±2.74% +0.56% 0.21× 22.9% → 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 →