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Energizer Holdings ENR 25.19 1.12 4.65%

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 · $25.42
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.9% ±$0.48 $24.95 – $25.90 $24.86 – $25.99 $24.41 – $26.44
2 sessions ±2.6% ±$0.66 $24.77 – $26.08 $24.63 – $26.22 $24.01 – $26.84
3 sessions ±3.3% ±$0.83 $24.59 – $26.25 $24.44 – $26.41 $23.66 – $27.19
1 week ±4.1% ±$1.06 $24.37 – $26.48 $24.14 – $26.71 $23.18 – $27.67
2 weeks Earnings ±9.3% ±$2.37 $23.06 – $27.79 $22.50 – $28.34 $20.44 – $30.41
3 weeks Earnings ±10.2% ±$2.61 $22.82 – $28.03 $22.20 – $28.65 $19.95 – $30.90
1 month Earnings ±11.2% ±$2.86 $22.57 – $28.28 $21.88 – $28.97 $19.41 – $31.43
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. ENR reports in 9 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
±9.90%
Average actual move
14.05%
Beyond the implied move
1 / 3
Median IV change
-14.63%
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±11.89% -7.70% 0.65× —
August 04, 2025 ±9.60% +26.69% 2.78× —
May 06, 2025 ±8.21% -7.77% 0.95× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →