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Evergy EVRG 87.41 1.2 1.39%

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 · $87.25
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±0.7% ±$0.65 $86.61 – $87.90 $86.48 – $88.03 $85.87 – $88.64
2 sessions ±1.0% ±$0.90 $86.36 – $88.15 $86.16 – $88.35 $85.32 – $89.19
3 sessions ±1.3% ±$1.14 $86.12 – $88.39 $85.90 – $88.61 $84.85 – $89.66
1 week ±1.6% ±$1.44 $85.82 – $88.69 $85.50 – $89.01 $84.19 – $90.32
2 weeks ±2.3% ±$2.02 $85.24 – $89.27 $84.76 – $89.75 $82.95 – $91.56
3 weeks ±2.9% ±$2.50 $84.76 – $89.75 $84.15 – $90.36 $81.98 – $92.53
1 month ±3.4% ±$2.98 $84.28 – $90.23 $83.54 – $90.97 $80.95 – $93.56
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
±2.88%
Average actual move
2.36%
Beyond the implied move
1 / 3
Median IV change
-14.90%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±3.27% +2.15% 0.66× —
August 07, 2025 ±2.59% -0.52% 0.20× —
May 08, 2025 ±2.76% -4.42% 1.60× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →