NI Moves

NiSource Inc NI 44.15 -0.29 -0.65%

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Expected move

November 06, 2026 close · $44.16

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.1% ±$0.49	$43.67 – $44.65	$43.57 – $44.75	$43.10 – $45.22
2 sessions	±1.6% ±$0.68	$43.48 – $44.84	$43.33 – $44.99	$42.69 – $45.63
3 sessions	±2.0% ±$0.86	$43.30 – $45.02	$43.13 – $45.19	$42.33 – $45.99
1 week	±2.5% ±$1.10	$43.06 – $45.26	$42.82 – $45.50	$41.83 – $46.49
2 weeks	±3.5% ±$1.54	$42.62 – $45.70	$42.26 – $46.06	$40.88 – $47.44
3 weeks	±4.0% ±$1.76	$42.40 – $45.92	$41.98 – $46.34	$40.45 – $47.87
1 month	±4.5% ±$1.98	$42.18 – $46.14	$41.68 – $46.64	$39.95 – $48.37

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

±5.02%

Average actual move

2.09%

Beyond the implied move

0 / 3

Reaction session	Implied	Actual	Used	ATM IV before → after
August 06, 2025	±5.65%	-2.47%	0.44×	—
May 07, 2025	±4.19%	+2.85%	0.68×	—
February 12, 2025	±5.20%	+0.96%	0.18×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →