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Fastenal Co FAST 53.21 0.88 1.68%

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 · $53.39
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.1% ±$0.60 $52.79 – $53.99 $52.67 – $54.11 $52.11 – $54.67
2 sessions ±1.6% ±$0.83 $52.56 – $54.22 $52.38 – $54.40 $51.60 – $55.18
3 sessions ±2.0% ±$1.05 $52.34 – $54.44 $52.14 – $54.64 $51.16 – $55.62
1 week ±2.5% ±$1.33 $52.06 – $54.72 $51.76 – $55.02 $50.55 – $56.23
2 weeks ±3.5% ±$1.87 $51.52 – $55.26 $51.08 – $55.70 $49.40 – $57.38
3 weeks ±4.4% ±$2.34 $51.05 – $55.73 $50.47 – $56.31 $48.43 – $58.35
1 month ±5.3% ±$2.84 $50.55 – $56.23 $49.85 – $56.93 $47.37 – $59.41
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
±5.67%
Average actual move
4.37%
Beyond the implied move
2 / 7
Median IV change
-22.07%
Reaction session Implied Actual Used ATM IV before → after
October 14, 2026 ±6.03% +1.11% 0.18× —
July 14, 2026 ±4.84% -2.78% 0.58× —
April 13, 2026 ±5.29% -6.85% 1.30× —
October 13, 2025 ±5.62% -7.54% 1.34× —
July 14, 2025 ±5.72% +4.16% 0.73× 29.8% → 23.2%
April 11, 2025 ±7.29% +6.40% 0.88× —
January 17, 2025 ±4.92% +1.75% 0.36× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →