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Cheniere Energy Inc LNG 292.02 -19.15 -6.15%

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 · $293.00
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$5.16 $287.84 – $298.16 $286.79 – $299.21 $281.92 – $304.08
2 sessions ±2.5% ±$7.18 $285.82 – $300.18 $284.30 – $301.70 $277.53 – $308.47
3 sessions ±3.0% ±$8.94 $284.06 – $301.94 $282.36 – $303.64 $273.98 – $312.02
1 week ±3.8% ±$11.22 $281.78 – $304.22 $279.26 – $306.74 $269.06 – $316.94
2 weeks ±5.2% ±$15.24 $277.76 – $308.24 $274.13 – $311.87 $260.48 – $325.52
3 weeks ±6.3% ±$18.55 $274.45 – $311.55 $269.94 – $316.06 $253.80 – $332.20
1 month ±7.3% ±$21.42 $271.58 – $314.42 $266.25 – $319.75 $247.56 – $338.44
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
±4.10%
Average actual move
3.31%
Beyond the implied move
3 / 6
Median IV change
-13.14%
Reaction session Implied Actual Used ATM IV before → after
August 06, 2026 ±4.02% +4.32% 1.07× —
May 07, 2026 ±3.94% -5.60% 1.42× —
February 26, 2026 ±3.85% +5.36% 1.39× —
August 07, 2025 ±3.43% -0.27% 0.08× 32.9% → 28.6%
May 08, 2025 ±4.94% -0.61% 0.12× 39.2% → 29.4%
February 20, 2025 ±4.39% +3.71% 0.84× 33.9% → 30.1%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →