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FedEx Corporation FDX 329.4 11.38 3.58%

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 · $329.40
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.0% ±$3.36 $326.04 – $332.76 $325.35 – $333.45 $322.15 – $336.65
2 sessions ±1.4% ±$4.68 $324.72 – $334.08 $323.70 – $335.10 $319.29 – $339.51
3 sessions ±1.8% ±$5.90 $323.50 – $335.30 $322.35 – $336.45 $316.82 – $341.98
1 week ±2.3% ±$7.51 $321.89 – $336.91 $320.21 – $338.59 $313.39 – $345.41
2 weeks ±3.2% ±$10.54 $318.86 – $339.94 $316.36 – $342.44 $306.93 – $351.87
3 weeks ±4.0% ±$13.04 $316.36 – $342.44 $313.16 – $345.64 $301.83 – $356.97
1 month ±4.7% ±$15.55 $313.85 – $344.95 $310.00 – $348.80 $296.46 – $362.34
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. FDX reports in 31 sessions; only the horizons marked Earnings include its jump. 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
±7.89%
Average actual move
2.01%
Beyond the implied move
0 / 7
Median IV change
-46.40%
Reaction session Implied Actual Used ATM IV before → after
October 29, 2026 ±5.77% +1.06% 0.18× 42.8% → 29.4%
June 24, 2026 ±6.65% -0.13% 0.02× 53.1% → 35.9%
March 20, 2026 ±6.87% +0.77% 0.11× —
September 19, 2025 ±8.19% +2.32% 0.28× 58.3% → 31.5%
June 25, 2025 ±7.35% -3.27% 0.45× 50.1% → 25.4%
March 21, 2025 ±8.10% -6.45% 0.80× 56.5% → 30.0%
December 20, 2024 ±12.29% -0.05% 0.00× 79.1% → 23.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →