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Freshworks Inc FRSH 12.11 -0.59 -4.65%

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 · $12.11
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.3% ±$0.28 $11.83 – $12.39 $11.77 – $12.45 $11.50 – $12.72
2 sessions ±3.2% ±$0.39 $11.72 – $12.50 $11.63 – $12.59 $11.26 – $12.96
3 sessions ±4.1% ±$0.50 $11.61 – $12.61 $11.52 – $12.70 $11.06 – $13.16
1 week ±5.2% ±$0.63 $11.48 – $12.74 $11.34 – $12.88 $10.77 – $13.45
2 weeks ±7.3% ±$0.88 $11.23 – $12.99 $11.02 – $13.20 $10.23 – $13.99
3 weeks ±9.0% ±$1.09 $11.02 – $13.20 $10.75 – $13.47 $9.80 – $14.42
1 month ±10.8% ±$1.30 $10.81 – $13.41 $10.48 – $13.74 $9.35 – $14.87
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
±16.24%
Average actual move
0.34%
Beyond the implied move
0 / 1
Median IV change
-51.77%
Reaction session Implied Actual Used ATM IV before → after
February 12, 2025 ±16.24% -0.34% 0.02× 123.9% → 41.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →