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First Horizon Corporation FHN 23.04 -0.08 -0.35%

Previous-day view · Fri Nov 6 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 06, 2026 close · $23.04
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.1% ±$0.26 $22.78 – $23.30 $22.73 – $23.35 $22.48 – $23.60
2 sessions ±1.6% ±$0.36 $22.68 – $23.40 $22.60 – $23.48 $22.26 – $23.82
3 sessions ±2.0% ±$0.45 $22.59 – $23.49 $22.50 – $23.58 $22.07 – $24.01
1 week ±2.5% ±$0.58 $22.46 – $23.62 $22.33 – $23.75 $21.81 – $24.27
2 weeks ±3.5% ±$0.81 $22.23 – $23.85 $22.04 – $24.04 $21.31 – $24.77
3 weeks ±4.3% ±$1.00 $22.04 – $24.04 $21.79 – $24.29 $20.92 – $25.16
1 month ±5.2% ±$1.20 $21.84 – $24.24 $21.55 – $24.53 $20.51 – $25.57
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
±4.84%
Average actual move
2.52%
Beyond the implied move
1 / 7
Median IV change
-13.02%
Reaction session Implied Actual Used ATM IV before → after
October 15, 2026 ±4.19% +0.84% 0.20× —
July 15, 2026 ±3.60% -3.03% 0.84× —
April 15, 2026 ±4.95% -0.33% 0.07× —
October 15, 2025 ±5.86% -9.43% 1.61× —
July 16, 2025 ±5.54% +2.07% 0.37× 35.5% → 29.4%
April 16, 2025 ±4.98% -1.59% 0.32× 42.8% → 39.1%
January 16, 2025 ±4.79% -0.37% 0.08× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →