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Citizens Financial Group CFG 65.9 1.53 2.38%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $65.90
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.2% ±$0.80 $65.10 – $66.70 $64.94 – $66.86 $64.19 – $67.61
2 sessions ±1.7% ±$1.11 $64.79 – $67.01 $64.55 – $67.25 $63.50 – $68.30
3 sessions ±2.1% ±$1.40 $64.50 – $67.30 $64.23 – $67.57 $62.91 – $68.89
1 week ±2.7% ±$1.78 $64.12 – $67.68 $63.73 – $68.07 $62.10 – $69.70
2 weeks ±3.8% ±$2.50 $63.40 – $68.40 $62.81 – $68.99 $60.57 – $71.23
3 weeks ±4.6% ±$3.05 $62.85 – $68.95 $62.10 – $69.70 $59.45 – $72.35
1 month ±5.4% ±$3.57 $62.33 – $69.47 $61.44 – $70.36 $58.32 – $73.48
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±4.37%
Average actual move
2.42%
Beyond the implied move
2 / 5
Median IV change
-5.20%
Reaction session Implied Actual Used ATM IV before → after
July 16, 2026 ±4.57% +4.61% 1.01× —
October 15, 2025 ±4.44% -0.19% 0.04× —
July 17, 2025 ±3.67% +3.94% 1.07× 28.7% → 26.9%
April 16, 2025 ±5.06% -1.77% 0.35× 43.8% → 42.0%
January 17, 2025 ±4.11% +1.58% 0.38× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →