Entergy Corp · Brief

Next report

1 day

Nov 2 · before openconfirmedQ3 FY26

Earnings

Expected move

Inputs

±3.2%implied · report alone

106.57113.65

straddle ±4.6%

spot 110.11exp Nov 20ATM strike 110ATM straddle 5.90IV 28%

Oct 30 closereport share · term structure

Expected move

Inputs

Implied vs realized

8 reportsHistory

2 of 8≥ implied

avg implied: ±4.8%
avg realized: ±4.0%

Oct 31 '24±3.7%▲+15.16%×4.15

Feb 18 '25±4.6%▲+5.95%×1.30

Apr 29 '25±5.1%▼−1.83%×0.36

Jul 30 '25±6.2%▲+1.19%×0.19

Oct 29 '25±4.9%▲+0.46%×0.09

Feb 12 '26±3.2%▲+1.76%×0.54

Q1 FY26±4.8%▲+1.33%×0.28

Q2 FY26±5.7%▼−4.03%×0.70

quarterimplied−20%0+20%realized×

Q2 FY26±5.7%▼−4.03%×0.70

Q1 FY26±4.8%▲+1.33%×0.28

Feb '26±3.2%▲+1.76%×0.54

Oct '25±4.9%▲+0.46%×0.09

Jul '25±6.2%▲+1.19%×0.19

Apr '25±5.1%▼−1.83%×0.36

2 older reports

Feb '25±4.6%▲+5.95%×1.30

Oct '24±3.7%▲+15.16%×4.15

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Bull & bear

Nov 2 report · confirmed

—

Linked exposure

ETR report session

Suppliers 1

PRIMPrimoris Services×0.77

× = co-movement · max 500dSource: SEC filings · market data

Latest changes

30 daysAll changes

Oct 26impliedImplied move: ±4.9% into Nov 2 earnings (Oct 26 close).Source

Oct 26report dateEarnings date confirmed: Nov 2, before open.Source

Oct 14impliedImplied move: ±5.3% into Oct 28 earnings (Oct 14 close).Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.