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EOG Resources EOG 147.06 -8.11 -5.23%

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 · $147.06
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.5% ±$2.18 $144.88 – $149.24 $144.44 – $149.68 $142.40 – $151.72
2 sessions Earnings ±3.8% ±$5.54 $141.52 – $152.60 $140.16 – $153.96 $135.06 – $159.06
3 sessions Earnings ±4.2% ±$6.21 $140.85 – $153.27 $139.43 – $154.69 $133.77 – $160.35
1 week Earnings ±4.8% ±$7.09 $139.97 – $154.15 $138.25 – $155.87 $132.16 – $161.96
2 weeks Earnings ±6.0% ±$8.79 $138.27 – $155.85 $136.19 – $157.93 $128.52 – $165.60
3 weeks Earnings ±6.9% ±$10.16 $136.90 – $157.22 $134.49 – $159.63 $125.71 – $168.41
1 month Earnings ±7.8% ±$11.54 $135.52 – $158.60 $132.74 – $161.38 $122.78 – $171.34
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. EOG reports in 2 sessions; only the horizons marked Earnings include its jump. 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
±3.82%
Average actual move
3.09%
Beyond the implied move
3 / 7
Median IV change
-22.08%
Reaction session Implied Actual Used ATM IV before → after
August 05, 2026 ±4.08% -6.47% 1.59× —
May 06, 2026 ±3.78% -4.35% 1.15× 36.5% → 31.7%
February 25, 2026 ±4.81% -0.97% 0.20× —
August 08, 2025 ±3.45% +0.27% 0.08× 33.0% → 25.7%
May 02, 2025 ±3.78% -0.73% 0.19× 42.1% → 36.2%
February 28, 2025 ±3.52% -2.81% 0.80× 34.4% → 25.6%
November 08, 2024 ±3.32% +6.06% 1.82× 31.8% → 24.8%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →