TAC Moves

TransAlta Corporation TAC 13.12 -0.22 -1.65%

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Expected move

November 05, 2026 close · $13.12

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.0% ±$0.27	$12.85 – $13.39	$12.80 – $13.44	$12.55 – $13.69
2 sessions	±2.8% ±$0.37	$12.75 – $13.49	$12.67 – $13.57	$12.32 – $13.92
3 sessions	±3.5% ±$0.46	$12.66 – $13.58	$12.57 – $13.67	$12.13 – $14.11
1 week	±4.5% ±$0.59	$12.53 – $13.71	$12.40 – $13.84	$11.86 – $14.38
2 weeks	±6.3% ±$0.83	$12.29 – $13.95	$12.10 – $14.14	$11.35 – $14.89
3 weeks	±7.7% ±$1.02	$12.10 – $14.14	$11.86 – $14.38	$10.97 – $15.27
1 month	±9.2% ±$1.20	$11.92 – $14.32	$11.62 – $14.62	$10.57 – $15.67

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

±9.93%

Average actual move

5.96%

Beyond the implied move

0 / 1

Median IV change

-10.40%

Reaction session	Implied	Actual	Used	ATM IV before → after
May 07, 2025	±9.93%	-5.96%	0.60×	—

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