NRGV Moves

Energy Vault Holdings NRGV 3.62 0.38 11.73%

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Expected move

November 09, 2026 close · $3.62

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±3.8% ±$0.14	$3.48 – $3.76	$3.45 – $3.78	$3.32 – $3.92
2 sessions Earnings	±20.6% ±$0.74	$2.87 – $4.36	$2.69 – $4.54	$2.01 – $5.23
3 sessions Earnings	±21.7% ±$0.78	$2.83 – $4.40	$2.65 – $4.58	$1.93 – $5.30
1 week Earnings	±22.7% ±$0.82	$2.80 – $4.44	$2.60 – $4.64	$1.89 – $5.34
2 weeks Earnings	±24.5% ±$0.88	$2.73 – $4.50	$2.52 – $4.71	$1.75 – $5.48
3 weeks Earnings	±26.0% ±$0.94	$2.68 – $4.56	$2.45 – $4.78	$1.64 – $5.59
1 month Earnings	±27.6% ±$1.00	$2.62 – $4.62	$2.38 – $4.86	$1.52 – $5.72

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. NRGV reports in 2 sessions; only the horizons marked Earnings include its jump. 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

±23.74%

Average actual move

9.50%

Beyond the implied move

0 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
August 12, 2026	±23.74%	+9.50%	0.40×	—

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