PEG Moves

Public Service Enterprise Group Incorporated PEG 73.1 -0.12 -0.16%

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 · $73.06

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.1% ±$0.78	$72.27 – $73.84	$72.11 – $74.00	$71.37 – $74.74
2 sessions	±1.5% ±$1.09	$71.96 – $74.15	$71.73 – $74.38	$70.70 – $75.41
3 sessions	±1.9% ±$1.38	$71.67 – $74.44	$71.41 – $74.70	$70.12 – $75.99
1 week	±2.4% ±$1.75	$71.30 – $74.81	$70.91 – $75.20	$69.32 – $76.79
2 weeks	±3.4% ±$2.46	$70.59 – $75.52	$70.01 – $76.10	$67.80 – $78.31
3 weeks	±4.1% ±$2.98	$70.07 – $76.04	$69.34 – $76.77	$66.75 – $79.36
1 month	±4.8% ±$3.49	$69.56 – $76.55	$68.69 – $77.42	$65.65 – $80.46

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

±4.05%

Average actual move

2.19%

Beyond the implied move

0 / 1

Median IV change

-14.21%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 05, 2025	±4.05%	-2.19%	0.54×	—

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