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Fluor Corporation FLR 46.48 1.5 3.33%

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 · $46.48
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.5% ±$1.15 $45.33 – $47.63 $45.09 – $47.87 $44.00 – $48.96
2 sessions ±3.5% ±$1.60 $44.88 – $48.08 $44.53 – $48.43 $43.02 – $49.94
3 sessions ±4.3% ±$2.02 $44.46 – $48.50 $44.07 – $48.89 $42.18 – $50.78
1 week ±5.5% ±$2.57 $43.91 – $49.05 $43.34 – $49.62 $41.01 – $51.95
2 weeks ±7.8% ±$3.60 $42.88 – $50.08 $42.02 – $50.94 $38.79 – $54.17
3 weeks ±9.0% ±$4.17 $42.31 – $50.65 $41.29 – $51.67 $37.66 – $55.30
1 month ±10.2% ±$4.76 $41.72 – $51.24 $40.54 – $52.42 $36.39 – $56.57
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
±11.51%
Average actual move
10.14%
Beyond the implied move
1 / 3
Median IV change
-33.79%
Reaction session Implied Actual Used ATM IV before → after
May 08, 2026 ±12.19% -15.21% 1.25× —
February 17, 2026 ±11.16% +6.79% 0.61× —
February 18, 2025 ±11.18% -8.41% 0.75× 58.8% → 42.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →