Closed
⌘K
Sign in Sign up

Fidelity National Financial FNF 43.84 0.95 2.21%

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

No chain in the last ten days can size a move for FNF.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±4.73%
Average actual move
3.62%
Beyond the implied move
1 / 3
Median IV change
-10.04%
Reaction session Implied Actual Used ATM IV before → after
August 07, 2025 ±4.86% -0.43% 0.09× —
May 08, 2025 ±4.59% -7.14% 1.56× —
February 21, 2025 ±4.73% +3.28% 0.69× 26.3% → 23.6%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →