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NextEra Energy NEE 88.45 4.12 4.89% Regime: Trend Up (95%)

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 · $88.43
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.3% ±$1.14 $87.29 – $89.57 $87.07 – $89.79 $85.99 – $90.87
2 sessions ±1.8% ±$1.58 $86.85 – $90.01 $86.51 – $90.35 $85.02 – $91.84
3 sessions ±2.1% ±$1.90 $86.53 – $90.33 $86.16 – $90.70 $84.37 – $92.49
1 week ±2.6% ±$2.33 $86.10 – $90.76 $85.58 – $91.28 $83.47 – $93.39
2 weeks ±3.5% ±$3.06 $85.37 – $91.49 $84.65 – $92.21 $81.90 – $94.96
3 weeks ±4.2% ±$3.71 $84.72 – $92.14 $83.81 – $93.05 $80.58 – $96.28
1 month ±5.0% ±$4.42 $84.01 – $92.85 $82.91 – $93.95 $79.06 – $97.80
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
±3.76%
Average actual move
3.13%
Beyond the implied move
3 / 7
Median IV change
-9.68%
Reaction session Implied Actual Used ATM IV before → after
October 21, 2026 ±3.30% -0.74% 0.22× 27.2% → 24.9%
July 24, 2026 ±2.90% -0.01% 0.00× —
April 23, 2026 ±3.04% +6.94% 2.28× —
January 27, 2026 ±3.87% +1.97% 0.51× —
July 23, 2025 ±3.91% -6.09% 1.56× 30.3% → 27.1%
April 23, 2025 ±4.85% +0.95% 0.19× 40.4% → 33.2%
January 24, 2025 ±4.45% +5.20% 1.17× 35.0% → 32.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →