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Tsakos Energy Navigation Ltd TEN 44.86 0.76 1.72%

Previous-day view · Fri Nov 6 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 06, 2026 close · $44.86
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.1% ±$0.95 $43.91 – $45.81 $43.72 – $46.00 $42.82 – $46.90
2 sessions ±3.0% ±$1.32 $43.54 – $46.18 $43.25 – $46.47 $42.00 – $47.72
3 sessions ±3.7% ±$1.67 $43.19 – $46.53 $42.87 – $46.85 $41.31 – $48.41
1 week ±4.7% ±$2.12 $42.74 – $46.98 $42.27 – $47.45 $40.34 – $49.38
2 weeks Earnings ±9.8% ±$4.41 $40.45 – $49.27 $39.41 – $50.31 $35.57 – $54.15
3 weeks Earnings ±11.0% ±$4.93 $39.93 – $49.79 $38.75 – $50.97 $34.49 – $55.23
1 month Earnings ±12.2% ±$5.48 $39.38 – $50.34 $38.06 – $51.66 $33.34 – $56.38
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. TEN reports in 9 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
±7.91%
Average actual move
4.10%
Beyond the implied move
0 / 1
Median IV change
-26.07%
Reaction session Implied Actual Used ATM IV before → after
September 10, 2025 ±7.91% -4.10% 0.52× 59.3% → 43.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →