Dominion Energy, Inc. (D) Expected Move

Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.

Dominion Energy, Inc. (D) operates in the Utilities sector, specifically the Regulated Electric industry, with a market capitalization near $55.16B, listed on NYSE, employing roughly 14,700 people, carrying a beta of 0.64 to the broader market. Dominion Energy, Inc. Led by Robert Blue, public since 1980-03-17.

Snapshot as of May 15, 2026.

Spot Price
$61.87
Expected Move
5.8%
Implied High
$65.47
Implied Low
$58.27
Front DTE
34 days

As of May 15, 2026, Dominion Energy, Inc. (D) has an expected move of 5.82%, a one-standard-deviation implied price range of roughly $58.27 to $65.47 from the current $61.87. Expected move is derived from at-the-money straddle pricing and represents the market's pricing of a ±1σ move. Roughly 68% of outcomes should fall within this range under lognormal assumptions, though empirical markets have fatter tails.

D Strategy Sizing to the Expected Move

With Dominion Energy, Inc. pricing an expected move of 5.82% from $61.87, risk-defined strategies sized to the implied range structurally target the modal outcome distribution. Iron condors with wings at the ±1σ expected move boundaries collect premium against the ~68% probability that spot stays inside the range under lognormal assumptions; strangles set wider at ±1.5σ or ±2σ target the tails but pay smaller per-trade premium. Long-vol structures (long straddles, ratio backspreads) profit when realized move exceeds the implied move, the inverse trade: they bet against the lognormal assumption itself, capitalizing on the empirically fatter equity-return tails.

Learn how expected move is reported and how to read the data →

Per-expiration expected move for D derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $61.87 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.

ExpirationDTEATM IVExpected MoveImplied HighImplied Low
Jun 18, 20263420.3%6.2%$65.70$58.04
Jul 17, 20266320.1%8.4%$67.04$56.70
Sep 18, 202612621.1%12.4%$69.54$54.20
Oct 16, 202615421.0%13.6%$70.31$53.43
Dec 18, 202621722.5%17.3%$72.60$51.14
Jan 15, 202724522.1%18.1%$73.07$50.67
Mar 19, 202730822.7%20.9%$74.77$48.97
Jan 21, 202861625.0%32.5%$81.96$41.78

Frequently asked D expected move questions

What is the current D expected move?
As of May 15, 2026, Dominion Energy, Inc. (D) has an expected move of 5.82% over the next 34 days, implying a one-standard-deviation price range of $58.27 to $65.47 from the current $61.87. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
What does the D expected move mean for traders?
Roughly 68% of outcomes should fall within ±1 expected move and 95% within ±2 under lognormal assumptions, though equity returns have empirically fatter tails than log-normal predicts. Strategies sized to the expected move (iron condors at ±1σ, strangles at ±1.5σ) target the typical outcome distribution; strategies that profit from tail moves (long-vol structures, ratio backspreads) target the tails the lognormal model under-prices.
How is D expected move calculated?
The expected move displayed here is derived from at-the-money implied volatility scaled to the chosen tenor: expected move % is approximately ATM IV times sqrt(T / 365), where T is days to expiration. An equivalent straddle-based form: the ATM straddle (call + put at the same strike) is roughly sqrt(2/pi) times spot times IV times sqrt(T/365), so the implied one-standard-deviation move is approximately 1.25 times ATM straddle divided by spot. The two formulations agree once the sqrt(2/pi) constant is reconciled.