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DTE Energy Company DTE 134.87 -2.66 -1.93%

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 · $134.66
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±0.7% ±$0.99 $133.68 – $135.65 $133.49 – $135.84 $132.56 – $136.77
2 sessions ±1.0% ±$1.37 $133.30 – $136.03 $133.01 – $136.32 $131.73 – $137.60
3 sessions ±1.3% ±$1.72 $132.95 – $136.38 $132.62 – $136.71 $131.02 – $138.31
1 week ±1.6% ±$2.19 $132.48 – $136.85 $132.00 – $137.33 $130.02 – $139.31
2 weeks ±2.3% ±$3.06 $131.61 – $137.72 $130.88 – $138.45 $128.15 – $141.18
3 weeks ±2.8% ±$3.78 $130.88 – $138.45 $129.95 – $139.38 $126.67 – $142.66
1 month ±3.4% ±$4.52 $130.15 – $139.18 $129.04 – $140.29 $125.10 – $144.23
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
±3.04%
Average actual move
2.91%
Beyond the implied move
0 / 1
Median IV change
-8.43%
Reaction session Implied Actual Used ATM IV before → after
February 13, 2025 ±3.04% +2.91% 0.96× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →