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Entergy Corporation ETR 111.9 2.98 2.74%

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 · $111.46
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.0% ±$1.10 $110.36 – $112.56 $110.13 – $112.79 $109.09 – $113.83
2 sessions ±1.4% ±$1.54 $109.92 – $113.00 $109.60 – $113.32 $108.15 – $114.77
3 sessions ±1.7% ±$1.94 $109.52 – $113.40 $109.15 – $113.77 $107.34 – $115.58
1 week ±2.2% ±$2.46 $109.00 – $113.92 $108.45 – $114.47 $106.22 – $116.70
2 weeks ±3.1% ±$3.46 $108.00 – $114.92 $107.19 – $115.73 $104.09 – $118.83
3 weeks ±3.8% ±$4.22 $107.24 – $115.68 $106.20 – $116.72 $102.52 – $120.40
1 month ±4.5% ±$4.97 $106.49 – $116.43 $105.25 – $117.67 $100.92 – $122.00
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
±4.54%
Average actual move
3.85%
Beyond the implied move
1 / 2
Median IV change
-16.76%
Reaction session Implied Actual Used ATM IV before → after
February 12, 2026 ±3.87% +1.76% 0.45× —
February 18, 2025 ±5.21% +5.95% 1.14× 26.3% → 25.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →