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ENERGY TRANSFER LP ET 18.92 -0.27 -1.41%

Previous-day view · Fri Nov 6 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 06, 2026 close · $18.89
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.1% ±$0.21 $18.69 – $19.10 $18.64 – $19.15 $18.45 – $19.34
2 sessions ±1.5% ±$0.30 $18.60 – $19.19 $18.54 – $19.25 $18.27 – $19.52
3 sessions ±1.9% ±$0.37 $18.53 – $19.26 $18.46 – $19.33 $18.11 – $19.68
1 week ±2.5% ±$0.46 $18.43 – $19.36 $18.32 – $19.47 $17.90 – $19.89
2 weeks ±3.4% ±$0.64 $18.26 – $19.53 $18.11 – $19.68 $17.54 – $20.25
3 weeks ±4.1% ±$0.78 $18.12 – $19.67 $17.94 – $19.85 $17.27 – $20.52
1 month ±4.7% ±$0.89 $18.01 – $19.78 $17.80 – $19.99 $17.03 – $20.76
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. 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
±3.94%
Average actual move
2.65%
Beyond the implied move
1 / 4
Median IV change
+8.89%
Reaction session Implied Actual Used ATM IV before → after
November 03, 2026 ±4.35% -0.88% 0.20× 32.3% → 28.0%
May 05, 2026 ±3.41% +1.54% 0.45× —
August 07, 2025 ±3.86% -1.34% 0.35× —
May 07, 2025 ±4.14% +6.83% 1.65× 30.7% → 40.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →