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Emerson Electric Co EMR 170.44 4.05 2.43%

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 · $170.44
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$2.64 $167.80 – $173.08 $167.27 – $173.61 $164.78 – $176.10
2 sessions ±2.1% ±$3.66 $166.78 – $174.10 $165.99 – $174.89 $162.53 – $178.35
3 sessions ±2.7% ±$4.62 $165.82 – $175.06 $164.92 – $175.96 $160.61 – $180.27
1 week ±3.5% ±$5.88 $164.56 – $176.32 $163.25 – $177.63 $157.93 – $182.95
2 weeks ±4.6% ±$7.87 $162.57 – $178.31 $160.71 – $180.17 $153.65 – $187.23
3 weeks ±5.4% ±$9.20 $161.24 – $179.64 $159.00 – $181.88 $150.99 – $189.89
1 month ±6.6% ±$11.18 $159.26 – $181.62 $156.46 – $184.42 $146.71 – $194.17
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
±5.40%
Average actual move
3.73%
Beyond the implied move
1 / 5
Median IV change
-32.04%
Reaction session Implied Actual Used ATM IV before → after
August 05, 2026 ±5.27% +2.29% 0.43× —
May 06, 2026 ±5.56% +6.94% 1.25× —
August 06, 2025 ±5.69% -4.72% 0.83× —
May 07, 2025 ±4.89% +2.41% 0.49× 39.7% → 32.2%
February 05, 2025 ±5.56% -2.29% 0.41× 38.4% → 21.1%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →