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FTI Consulting FCN 198.32 4.67 2.41%

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 · $199.32
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.5% ±$2.97 $196.36 – $202.29 $195.76 – $202.89 $192.97 – $205.68
2 sessions ±2.1% ±$4.13 $195.20 – $203.45 $194.32 – $204.33 $190.44 – $208.21
3 sessions ±2.6% ±$5.21 $194.12 – $204.53 $193.13 – $205.52 $188.26 – $210.39
1 week ±3.3% ±$6.59 $192.73 – $205.92 $191.25 – $207.40 $185.25 – $213.40
2 weeks ±4.7% ±$9.27 $190.06 – $208.59 $187.86 – $210.79 $179.57 – $219.08
3 weeks ±5.9% ±$11.71 $187.62 – $211.03 $184.77 – $213.88 $174.61 – $224.04
1 month ±7.1% ±$14.24 $185.09 – $213.56 $181.57 – $217.08 $169.15 – $229.50
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
±6.92%
Average actual move
14.29%
Beyond the implied move
1 / 1
Median IV change
-24.14%
Reaction session Implied Actual Used ATM IV before → after
February 20, 2025 ±6.92% -14.29% 2.07× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →