Consolidated Edison Inc (ED) Expected Move

Tracking the ED expected move helps you see how far Consolidated Edison Inc's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Consolidated Edison Inc's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the ED expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For ED, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The ED expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Consolidated Edison Inc is unlikely to go.

Consolidated Edison, Inc., through its subsidiaries, engages in the regulated electric, gas, and steam delivery businesses in the United States. It offers electric services to approximately 3.5 million customers in New York City and Westchester County; gas to approximately 1.1 million customers in Manhattan, the Bronx, parts of Queens, and Westchester County; and steam to approximately 1,555 customers in parts of Manhattan. The company also supplies electricity to approximately 0.3 million customers in southeastern New York and northern New Jersey; and gas to approximately 0.1 million customers in southeastern New York.

In addition, it operates 533 circuit miles of transmission lines; 15 transmission substations; 64 distribution substations; 87,564 in-service line transformers; 3,924 pole miles of overhead distribution lines; and 2,291 miles of underground distribution lines, as well as 4,350 miles of mains and 377,971 service lines for natural gas distribution. Further, the company owns, operates, and develops renewable and energy infrastructure projects; and provides energy-related products and services to wholesale and retail customers, as well as invests in electric and gas transmission projects. It primarily sells electricity to industrial, commercial, residential, and government customers. The company was founded in 1823 and is based in New York, New York.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the ED expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Consolidated Edison Inc expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about ED.