What is the current D expected move?

As of Sep 29, 2026, Dominion Energy, Inc. (D) has an expected move of 6.45% over the next 17 days, implying a one-standard-deviation price range of $56.91 to $64.75 from the current $60.83. 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.

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 $53.39B, listed on NYSE, employing roughly 15,200 people, carrying a beta of 0.62 to the broader market. Dominion Energy, Inc. Led by Robert Blue, public since 1980-03-17.

Snapshot as of Sep 29, 2026.

Spot Price: $60.83
Expected Move: 6.5%
Implied High: $64.75
Implied Low: $56.91
Front DTE: 17 days

As of Sep 29, 2026, Dominion Energy, Inc. (D) has an expected move of 6.45%, a one-standard-deviation implied price range of roughly $56.91 to $64.75 from the current $60.83. 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 6.45% from $60.83, 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.

How to read the D implied-range chart

The shaded range above shows the one-standard-deviation implied price band at each listed expiration, derived from ATM implied volatility scaled to days-to-expiration. The front-tenor expected move is 6.45%, anchoring an implied range of approximately $56.91 to $64.75. Under lognormal assumptions, roughly 68% of outcomes fall inside that band; 95% fall inside ±2σ; 99.7% inside ±3σ. The empirical equity-return distribution has fatter tails than lognormal, so true tail-outcome frequency is moderately higher than these closed-form numbers suggest.

D expected move and event pricing

Expected move widens with √time: a 5% 30-day move corresponds to roughly a 2.5% 7.5-day move and a 10% 120-day move. D term-structure is in contango (slope 0.003), so longer-dated tenors price in proportionally more vol than √time scaling alone would suggest - typically because long-dated cycles include uncertain macro states.

Sizing D structures to the expected move

Iron condors with wings at ±1σ collect the modal-outcome premium; ±1.5σ widens probability of inside-range to ~87% but cuts collected premium roughly in half. Strangles do the inverse trade - they pay against the same lognormal distribution, profiting when realized exceeds implied. Calendar spreads bet on the slope of the term structure rather than the level. D put/call volume ratio currently at 2.15 indicates protective put flow dominates - look for hedged-money positioning into the move. The expected move is the inputs the chain is pricing, not a forecast - realized moves above or below are normal under any distribution.

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

Shaded band shows the ±1σ implied price range (~68% probability under lognormal assumptions) at each expiration; the center line marks current spot. Bands widen with longer DTE since volatility scales with √time.

Per-expiration expected move for D derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $60.83 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.

Expiration	DTE	ATM IV	Expected Move	Implied High	Implied Low
Oct 16, 2026	17	22.5%	4.9%	$63.78	$57.88
Nov 20, 2026	52	22.8%	8.6%	$66.06	$55.60
Dec 18, 2026	80	21.6%	10.1%	$66.98	$54.68
Jan 15, 2027	108	21.5%	11.7%	$67.94	$53.72
Mar 19, 2027	171	21.7%	14.9%	$69.87	$51.79
Apr 16, 2027	199	21.2%	15.7%	$70.35	$51.31
Jun 17, 2027	261	21.8%	18.4%	$72.04	$49.62
Sep 17, 2027	353	21.5%	21.1%	$73.69	$47.97
Jan 21, 2028	479	20.8%	23.8%	$75.32	$46.34
Jan 19, 2029	843	21.0%	31.9%	$80.24	$41.42

Frequently asked D expected move questions

What is the current D expected move?: As of Sep 29, 2026, Dominion Energy, Inc. (D) has an expected move of 6.45% over the next 17 days, implying a one-standard-deviation price range of $56.91 to $64.75 from the current $60.83. 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.