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TXNM Energy TXNM 58.49 -0.07 -0.12%

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 · $58.52
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±0.7% ±$0.41 $58.11 – $58.94 $58.03 – $59.02 $57.64 – $59.41
2 sessions ±1.0% ±$0.58 $57.95 – $59.10 $57.82 – $59.23 $57.28 – $59.77
3 sessions ±1.2% ±$0.73 $57.80 – $59.25 $57.66 – $59.39 $56.97 – $60.08
1 week ±1.6% ±$0.93 $57.60 – $59.45 $57.40 – $59.65 $56.56 – $60.49
2 weeks ±2.2% ±$1.30 $57.23 – $59.82 $56.92 – $60.13 $55.76 – $61.29
3 weeks ±2.7% ±$1.61 $56.92 – $60.13 $56.53 – $60.52 $55.13 – $61.92
1 month ±3.3% ±$1.91 $56.61 – $60.44 $56.14 – $60.91 $54.47 – $62.58
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
±5.64%
Average actual move
3.48%
Beyond the implied move
0 / 1
Median IV change
-21.39%
Reaction session Implied Actual Used ATM IV before → after
February 21, 2025 ±5.64% +3.48% 0.62× 42.3% → 33.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →