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Energizer Holdings ENR 24.86 -0.2 -0.8%

Previous-day view · Tue Nov 10 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

No chain in the last ten days can size a move for ENR.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±9.90%
Average actual move
14.05%
Beyond the implied move
1 / 3
Median IV change
-14.63%
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±11.89% -7.70% 0.65× —
August 04, 2025 ±9.60% +26.69% 2.78× —
May 06, 2025 ±8.21% -7.77% 0.95× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →