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Enterprise Products Partners L EPD 36.62 -0.09 -0.25%

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 · $36.62
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.0% ±$0.38 $36.24 – $37.00 $36.17 – $37.07 $35.81 – $37.43
2 sessions ±1.4% ±$0.52 $36.10 – $37.14 $35.98 – $37.26 $35.49 – $37.75
3 sessions ±1.8% ±$0.66 $35.96 – $37.28 $35.83 – $37.41 $35.21 – $38.03
1 week ±2.3% ±$0.84 $35.78 – $37.46 $35.59 – $37.65 $34.83 – $38.41
2 weeks ±3.2% ±$1.18 $35.44 – $37.80 $35.16 – $38.08 $34.10 – $39.14
3 weeks ±3.9% ±$1.42 $35.20 – $38.04 $34.85 – $38.39 $33.62 – $39.62
1 month ±4.5% ±$1.65 $34.97 – $38.27 $34.57 – $38.67 $33.13 – $40.11
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
±2.74%
Average actual move
1.90%
Beyond the implied move
1 / 6
Median IV change
-17.73%
Reaction session Implied Actual Used ATM IV before → after
October 29, 2026 ±2.82% +2.60% 0.92× —
April 28, 2026 ±2.72% +0.65% 0.24× —
February 03, 2026 ±2.04% +4.62% 2.27× —
July 28, 2025 ±3.26% -1.27% 0.39× 21.6% → 20.5%
April 29, 2025 ±3.08% -1.85% 0.60× 25.9% → 21.3%
February 04, 2025 ±2.54% -0.42% 0.17× 24.3% → 17.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →