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NRG Energy NRG 83.25 -13.01 -13.52%

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 · $84.78
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.3% ±$1.96 $82.82 – $86.74 $82.43 – $87.13 $80.58 – $88.98
2 sessions ±3.2% ±$2.72 $82.06 – $87.50 $81.48 – $88.08 $78.90 – $90.66
3 sessions Earnings ±8.9% ±$7.55 $77.23 – $92.33 $75.48 – $94.08 $68.57 – $100.99
1 week Earnings ±9.7% ±$8.20 $76.58 – $92.98 $74.60 – $94.96 $67.55 – $102.01
2 weeks Earnings ±11.1% ±$9.43 $75.35 – $94.21 $73.13 – $96.43 $64.90 – $104.66
3 weeks Earnings ±12.3% ±$10.46 $74.32 – $95.24 $71.83 – $97.73 $62.79 – $106.77
1 month Earnings ±13.6% ±$11.56 $73.22 – $96.34 $70.44 – $99.12 $60.49 – $109.07
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. NRG reports in 3 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
±7.28%
Average actual move
10.69%
Beyond the implied move
3 / 6
Median IV change
-13.35%
Reaction session Implied Actual Used ATM IV before → after
August 04, 2026 ±7.98% -15.48% 1.94× —
May 06, 2026 ±6.67% -4.31% 0.65× 56.1% → 46.2%
February 24, 2026 ±7.65% +4.25% 0.56× —
August 06, 2025 ±6.98% -13.61% 1.95× —
May 12, 2025 ±6.20% +26.21% 4.23× —
November 08, 2024 ±8.20% -0.27% 0.03× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →