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ENERGY TRANSFER LP ET 19.19 -0.27 -1.39% Regime: Trend Down (92%)

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 · $19.23
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.0% ±$0.38 $18.84 – $19.61 $18.77 – $19.68 $18.40 – $20.05
2 sessions ±2.1% ±$0.40 $18.82 – $19.63 $18.73 – $19.72 $18.35 – $20.10
3 sessions ±2.3% ±$0.45 $18.78 – $19.67 $18.70 – $19.75 $18.28 – $20.17
1 week ±2.5% ±$0.48 $18.74 – $19.71 $18.63 – $19.82 $18.19 – $20.26
2 weeks ±3.3% ±$0.63 $18.60 – $19.85 $18.45 – $20.00 $17.89 – $20.56
3 weeks ±4.0% ±$0.76 $18.46 – $19.99 $18.27 – $20.18 $17.60 – $20.85
1 month ±4.7% ±$0.90 $18.32 – $20.13 $18.09 – $20.36 $17.31 – $21.14
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
±3.94%
Average actual move
2.65%
Beyond the implied move
1 / 4
Median IV change
+8.89%
Reaction session Implied Actual Used ATM IV before → after
November 03, 2026 ±4.35% -0.88% 0.20× 32.3% → 28.0%
May 05, 2026 ±3.41% +1.54% 0.45× —
August 07, 2025 ±3.86% -1.34% 0.35× —
May 07, 2025 ±4.14% +6.83% 1.65× 30.7% → 40.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →