NRG · Expected-Move

NRG Energy, Inc. Common Stock (NRG) expected move

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

$96.80

Expected move: Unavailable
Expected move %: Unavailable
Lower boundary: Unavailable
Upper boundary: Unavailable
Median historical move: 5.8%
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

Select observation

Loading graph — the exact table is available below.

2023-11-02Realized move 2.8956%Implied move UnavailableSigned actual 2.8956% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable

Exact data table

Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
Realized move (%)	Implied move (%)	Context	Updated
2.8956%	Unavailable	Signed actual 2.8956% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
1.2213%	Unavailable	Signed actual 1.2213% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
5.7645%	Unavailable	Signed actual 5.7645% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
8.1865%	Unavailable	Signed actual 8.1865% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
0.2698%	Unavailable	Signed actual 0.2698% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
10.6306%	Unavailable	Signed actual 10.6306% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
26.213%	Unavailable	Signed actual 26.213% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
13.6078%	Unavailable	Signed actual 13.6078% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
1.7842%	Unavailable	Signed actual 1.7842% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
4.313%	Unavailable	Signed actual 4.313% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
15.4763%	Unavailable	Signed actual 15.4763% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable

Next steps

Calculator

Run the numbers

Open the calculator that uses the same formulas as this page.

Open tool →Guide

Understand the strategy

Learn the risk, the payoff and the common mistakes.

Read guide →

Data provenance

Figures are from published, reviewed research as of Oct 5, 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.