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Evergy EVRG 87.54 0.13 0.15%

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 · $87.70
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±0.9% ±$0.82 $86.88 – $88.52 $86.72 – $88.68 $85.95 – $89.45
2 sessions ±1.3% ±$1.14 $86.56 – $88.84 $86.32 – $89.08 $85.24 – $90.16
3 sessions ±1.6% ±$1.44 $86.26 – $89.14 $85.99 – $89.41 $84.65 – $90.75
1 week ±2.1% ±$1.82 $85.88 – $89.52 $85.47 – $89.93 $83.81 – $91.59
2 weeks ±2.9% ±$2.56 $85.14 – $90.26 $84.53 – $90.87 $82.24 – $93.16
3 weeks ±3.3% ±$2.91 $84.79 – $90.61 $84.08 – $91.32 $81.55 – $93.85
1 month ±3.7% ±$3.28 $84.42 – $90.98 $83.60 – $91.80 $80.75 – $94.65
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
±2.88%
Average actual move
2.36%
Beyond the implied move
1 / 3
Median IV change
-14.90%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±3.27% +2.15% 0.66× —
August 07, 2025 ±2.59% -0.52% 0.20× —
May 08, 2025 ±2.76% -4.42% 1.60× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →