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Eaton Corporation ETN 353.08 -38.62 -9.86%

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 · $352.34
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.7% ±$9.48 $342.86 – $361.82 $340.99 – $363.69 $332.05 – $372.63
2 sessions ±3.7% ±$13.14 $339.20 – $365.48 $336.38 – $368.30 $323.98 – $380.70
3 sessions ±4.5% ±$15.75 $336.59 – $368.09 $333.52 – $371.15 $318.76 – $385.92
1 week ±5.4% ±$19.17 $333.17 – $371.51 $328.87 – $375.81 $311.47 – $393.21
2 weeks ±7.3% ±$25.79 $326.55 – $378.13 $320.45 – $384.23 $297.30 – $407.38
3 weeks ±8.7% ±$30.76 $321.58 – $383.10 $314.08 – $390.60 $287.33 – $417.35
1 month ±10.0% ±$35.37 $316.96 – $387.71 $308.19 – $396.49 $277.33 – $427.35
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
±5.34%
Average actual move
4.21%
Beyond the implied move
3 / 6
Median IV change
-23.75%
Reaction session Implied Actual Used ATM IV before → after
November 03, 2026 ±6.95% +7.00% 1.01× 60.1% → 52.2%
July 31, 2026 ±5.20% +7.32% 1.41× —
May 05, 2026 ±5.87% -2.74% 0.47× 51.6% → 41.2%
August 05, 2025 ±4.34% -7.36% 1.70× —
May 02, 2025 ±4.84% -0.65% 0.13× 44.6% → 32.5%
January 31, 2025 ±4.83% -0.20% 0.04× 42.1% → 30.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →