WTRG Moves

Essential Utilities WTRG 46.05 0.92 2.04%

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 · $45.91

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.0% ±$0.47	$45.44 – $46.38	$45.35 – $46.47	$44.90 – $46.92
2 sessions	±1.4% ±$0.65	$45.26 – $46.56	$45.12 – $46.70	$44.51 – $47.31
3 sessions	±1.8% ±$0.82	$45.09 – $46.73	$44.93 – $46.89	$44.16 – $47.66
1 week	±2.3% ±$1.04	$44.87 – $46.95	$44.63 – $47.19	$43.69 – $48.13
2 weeks	±3.2% ±$1.46	$44.45 – $47.37	$44.10 – $47.72	$42.78 – $49.04
3 weeks	±4.0% ±$1.81	$44.10 – $47.72	$43.66 – $48.16	$42.08 – $49.74
1 month	±4.7% ±$2.16	$43.75 – $48.07	$43.22 – $48.60	$41.33 – $50.49

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

±2.82%

Average actual move

4.02%

Beyond the implied move

1 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
May 12, 2025	±2.82%	-4.02%	1.43×	—

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