AEP Moves

American Electric Power Company AEP 129.24 -0.62 -0.48%

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Expected move

November 04, 2026 close · $129.24

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.0% ±$1.27	$127.97 – $130.51	$127.73 – $130.75	$126.54 – $131.94
2 sessions	±1.4% ±$1.76	$127.48 – $131.00	$127.11 – $131.37	$125.45 – $133.03
3 sessions	±1.7% ±$2.21	$127.03 – $131.45	$126.60 – $131.88	$124.54 – $133.94
1 week	±2.2% ±$2.80	$126.44 – $132.04	$125.80 – $132.68	$123.26 – $135.22
2 weeks	±3.0% ±$3.94	$125.30 – $133.18	$124.37 – $134.11	$120.83 – $137.65
3 weeks	±3.7% ±$4.83	$124.41 – $134.07	$123.23 – $135.25	$119.03 – $139.45
1 month	±4.4% ±$5.69	$123.55 – $134.93	$122.14 – $136.34	$117.18 – $141.30

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

±3.71%

Average actual move

1.63%

Beyond the implied move

0 / 4

Median IV change

-16.10%

Reaction session	Implied	Actual	Used	ATM IV before → after
May 05, 2026	±3.95%	+1.77%	0.45×	28.4% → 22.5%
February 12, 2026	±3.46%	+3.42%	0.99×	—
May 06, 2025	±4.00%	0.00%	0.00×	27.1% → 24.0%
February 13, 2025	±3.42%	-1.33%	0.39×	23.6% → 17.9%

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →