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Tsakos Energy Navigation Ltd TEN 47.04 1.01 2.19%

Previous-day view · Thu Nov 12 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 12, 2026 close · $47.04
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.4% ±$1.11 $45.93 – $48.15 $45.71 – $48.37 $44.67 – $49.41
2 sessions ±3.3% ±$1.53 $45.51 – $48.57 $45.18 – $48.90 $43.73 – $50.35
3 sessions ±4.1% ±$1.93 $45.11 – $48.97 $44.74 – $49.34 $42.92 – $51.16
1 week ±5.2% ±$2.46 $44.58 – $49.50 $44.03 – $50.05 $41.80 – $52.28
2 weeks ±7.3% ±$3.45 $43.59 – $50.49 $42.77 – $51.31 $39.68 – $54.40
3 weeks ±9.1% ±$4.27 $42.77 – $51.31 $41.73 – $52.35 $38.02 – $56.06
1 month ±10.8% ±$5.09 $41.95 – $52.13 $40.69 – $53.39 $36.26 – $57.82
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. TEN reports in 5 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
±7.91%
Average actual move
4.10%
Beyond the implied move
0 / 1
Median IV change
-26.07%
Reaction session Implied Actual Used ATM IV before → after
September 10, 2025 ±7.91% -4.10% 0.52× 59.3% → 43.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →