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Firefly Aerospace Inc FLY 25.21 -0.1 -0.4%

Previous-day view · Fri Nov 13 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 13, 2026 close · $25.54
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.0% ±$1.02 $24.52 – $26.56 $24.31 – $26.77 $23.34 – $27.74
2 sessions ±5.6% ±$1.42 $24.12 – $26.96 $23.82 – $27.26 $22.47 – $28.61
3 sessions ±7.0% ±$1.79 $23.75 – $27.33 $23.40 – $27.68 $21.72 – $29.36
1 week ±8.9% ±$2.28 $23.26 – $27.82 $22.75 – $28.33 $20.69 – $30.39
2 weeks ±12.5% ±$3.20 $22.34 – $28.74 $21.59 – $29.49 $18.72 – $32.36
3 weeks ±15.7% ±$4.00 $21.54 – $29.54 $20.56 – $30.52 $17.08 – $34.00
1 month ±19.0% ±$4.86 $20.68 – $30.40 $19.48 – $31.60 $15.24 – $35.84
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
±14.77%
Average actual move
4.91%
Beyond the implied move
0 / 4
Median IV change
-28.24%
Reaction session Implied Actual Used ATM IV before → after
November 11, 2026 ±16.24% +12.28% 0.76× —
August 12, 2026 ±14.89% +0.68% 0.05× —
May 05, 2026 ±14.76% -5.54% 0.38× —
March 20, 2026 ±13.18% +1.13% 0.09× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →