Eaton Corporation plc (ETN)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 21:55 UTC · Figures derived from the full chain (1,614 contracts, 14 expirations) · IV own-history percentile appears after 60 recorded days (29 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±10.3% (range 351.10–431.90) by Nov 20, 2026. ATM straddle: 40.40 @ strike 392.5 · ATM IV: 43.6%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 352.35 | -10% | 77.4% | 22.6% |
| 371.92 | -5% | 63.0% | 37.0% |
| 391.50 | +0% | 47.4% | 52.6% |
| 411.08 | +5% | 32.9% | 67.1% |
| 430.65 | +10% | 21.1% | 78.9% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | ±3.6% | 42.5% | 7,816 |
| Oct 30, 2026 | 11 | ±6.1% | 43.9% | 7,118 |
| Nov 06, 2026 | 18 | ±8.5% | 47.3% | 5,518 |
| Nov 13, 2026 | 25 | ±9.5% | 45.4% | 2,741 |
| Nov 20, 2026 | 32 | ±10.3% | 43.6% | 55.2K |
| Nov 27, 2026 | 39 | ±11.2% | 43.2% | 458 |
| Dec 18, 2026 | 60 | ±13.2% | 41.0% | 10.7K |
| Jan 15, 2027 | 88 | ±15.1% | 38.7% | 21.2K |
| Mar 19, 2027 | 151 | ±19.7% | 38.6% | 5,740 |
| Apr 16, 2027 | 179 | ±21.2% | 38.2% | 691 |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 420 C · 23.1K470 C · 23.0K330 P · 3,734370 P · 3,693340 P · 3,642
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 121 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 56.2% of the time.
Past earnings reactions
Avg |reaction| 4.1% · median 2.7% (20 reports). Two-session close-to-close window; definition
About Eaton Corporation plc
Eaton Corp. Plc is a power management company, which provides energy-efficient solutions for electrical, hydraulic, and mechanical power. It operates through the following segments: Electrical Americas and Electrical Global; Aerospace, Vehicle, and eMobility. The Electrical Americas and Electrical Global segments engage in sales contracts for electrical components, industrial components, power distribution and assemblies, residential products, single and three phase power quality, wiring devices, circuit protection, utility power distribution, power reliability equipment, and service. The Aerospace segment supplies aerospace fuel, hydraulics, and pneumatic systems for commercial and military use. The Vehicle segment deals with the design, manufacture, marketing, and supply of drivetrain and powertrain systems and critical components that reduce emissions and improve fuel economy, stability, performance and safety of cars, light trucks and commercial vehicles. The eMobility segment designs, manufactures, markets, and supplies electrical and electronic components and systems that improve the power management and performance of both on-road and off-road vehicles. The company was found
Industrials · Electrical Equipment & Parts · NYSE · Profile: Financial Modeling Prep
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