F Moves

Ford Motor Company F 12.53 -0.14 -1.1%

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Expected move

November 05, 2026 close · $12.51

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.0% ±$0.25	$12.26 – $12.76	$12.21 – $12.81	$11.98 – $13.04
2 sessions	±2.5% ±$0.32	$12.19 – $12.83	$12.13 – $12.89	$11.83 – $13.19
3 sessions	±3.1% ±$0.38	$12.13 – $12.89	$12.05 – $12.97	$11.69 – $13.33
1 week	±3.8% ±$0.47	$12.04 – $12.98	$11.93 – $13.09	$11.50 – $13.52
2 weeks	±5.3% ±$0.66	$11.85 – $13.17	$11.69 – $13.33	$11.10 – $13.92
3 weeks	±6.1% ±$0.77	$11.74 – $13.28	$11.56 – $13.46	$10.89 – $14.13
1 month	±6.9% ±$0.86	$11.65 – $13.37	$11.44 – $13.58	$10.69 – $14.33

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

±6.49%

Average actual move

2.99%

Beyond the implied move

0 / 7

Median IV change

-29.98%

Reaction session	Implied	Actual	Used	ATM IV before → after
October 29, 2026	±5.82%	+3.43%	0.59×	—
July 29, 2026	±6.42%	+2.14%	0.33×	50.4% → 41.1%
April 30, 2026	±6.21%	-1.31%	0.21×	—
February 11, 2026	±6.23%	+2.06%	0.33×	—
July 31, 2025	±6.35%	+1.84%	0.29×	48.5% → 30.4%
May 06, 2025	±6.93%	+2.65%	0.38×	60.9% → 39.9%
February 06, 2025	±7.49%	-7.49%	1.00×	57.6% → 42.9%

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →