Options Whale

CEG · Expected-Move

Constellation Energy Corporation (CEG) expected move

The priced move, its boundaries and how it compares with past earnings moves.

$264.58
Expected move
$25.25
Expected move %
9.5%
Lower boundary
$239.33
Upper boundary
$289.83
Median historical move
3.8%
Method
ATM_STRADDLE_MIDPOINT
Implied versus actual earnings moveAbsolute realized movement and stored implied move share one scale. Signed actual returns and reconstruction status are preserved in the readout/table. Missing quotes are not zero.

Update time unavailable

Loading graph — the exact table is available below.

2023-11-06: Realized move: 6.5431% Implied move: Unavailable Signed actual 6.5431% · Reconstruction status unavailable · 0 IV checkpoints Update time unavailable
Exact data table

Implied versus actual earnings move · full stored dataset, independent of graph range/toggles

ObservationRealized move (%)Implied move (%)ContextUpdated
6.5431%UnavailableSigned actual 6.5431% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
16.9194%UnavailableSigned actual 16.9194% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
3.8029%UnavailableSigned actual 3.8029% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
6.5129%UnavailableSigned actual 6.5129% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
12.4564%UnavailableSigned actual 12.4564% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2.6158%UnavailableSigned actual 2.6158% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
10.2912%7.4314%Signed actual 10.2912% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.6057%6.825%Signed actual 0.6057% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2.0182%5.6931%Signed actual 2.0182% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.2976%UnavailableSigned actual 1.2976% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.5163%6.1104%Signed actual 1.5163% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable

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Data provenance

Figures are from published, reviewed research as of Oct 29, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.