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Federal Realty Investment Trust FRT 112.58 -0.66 -0.58%

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 · $112.58
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±0.9% ±$1.06 $111.52 – $113.64 $111.31 – $113.85 $110.31 – $114.85
2 sessions ±1.3% ±$1.47 $111.11 – $114.05 $110.79 – $114.37 $109.39 – $115.77
3 sessions ±1.6% ±$1.86 $110.72 – $114.44 $110.36 – $114.80 $108.62 – $116.54
1 week ±2.1% ±$2.36 $110.22 – $114.94 $109.69 – $115.47 $107.55 – $117.61
2 weeks ±2.9% ±$3.31 $109.27 – $115.89 $108.48 – $116.68 $105.51 – $119.65
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
±3.20%
Average actual move
6.07%
Beyond the implied move
1 / 1
Reaction session Implied Actual Used ATM IV before → after
February 14, 2025 ±3.20% -6.07% 1.90× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →