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American Water Works Company AWK 152.42 2.79 1.86%

Previous-day view · Thu Nov 5 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 05, 2026 close · $152.42
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.1% ±$1.75 $150.67 – $154.17 $150.30 – $154.54 $148.64 – $156.20
2 sessions ±1.6% ±$2.44 $149.98 – $154.86 $149.45 – $155.39 $147.15 – $157.69
3 sessions ±2.0% ±$3.08 $149.34 – $155.50 $148.75 – $156.09 $145.87 – $158.97
1 week ±2.6% ±$3.92 $148.50 – $156.34 $147.63 – $157.21 $144.08 – $160.76
2 weeks ±3.6% ±$5.49 $146.93 – $157.91 $145.62 – $159.22 $140.70 – $164.14
3 weeks ±4.4% ±$6.69 $145.73 – $159.11 $144.10 – $160.74 $138.29 – $166.55
1 month ±5.2% ±$7.85 $144.57 – $160.27 $142.62 – $162.22 $135.76 – $169.08
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
±2.97%
Average actual move
0.39%
Beyond the implied move
0 / 2
Median IV change
-11.67%
Reaction session Implied Actual Used ATM IV before → after
February 19, 2026 ±3.64% +0.15% 0.04× —
February 20, 2025 ±2.31% +0.63% 0.27× 20.9% → 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 →