FRMI Moves

Fermi Inc FRMI 1.57 0.04 2.61%

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Expected move

November 06, 2026 close · $1.56

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±5.0% ±$0.07	$1.48 – $1.63	$1.46 – $1.65	$1.39 – $1.72
2 sessions	±7.0% ±$0.10	$1.45 – $1.66	$1.42 – $1.69	$1.32 – $1.79
3 sessions	±8.8% ±$0.13	$1.42 – $1.69	$1.39 – $1.72	$1.26 – $1.85
1 week Earnings	±20.3% ±$0.31	$1.24 – $1.87	$1.16 – $1.95	$0.89 – $2.22
2 weeks Earnings	±23.6% ±$0.36	$1.19 – $1.92	$1.10 – $2.01	$0.78 – $2.33
3 weeks Earnings	±26.3% ±$0.41	$1.15 – $1.97	$1.05 – $2.06	$0.70 – $2.42
1 month Earnings	±29.2% ±$0.45	$1.10 – $2.01	$0.99 – $2.12	$0.60 – $2.51

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. FRMI reports in 4 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

±14.71%

Average actual move

18.00%

Beyond the implied move

2 / 2

Median IV change

-12.50%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 13, 2026	±11.51%	-13.16%	1.14×	124.5% → 108.9%
May 14, 2026	±17.92%	+22.83%	1.27×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →