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Fervo Energy Company Class A FRVO 8.9 -0.42 -4.51%

Previous-day view · Wed Nov 4 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 04, 2026 close · $8.85
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.7% ±$0.41 $8.43 – $9.26 $8.35 – $9.34 $7.96 – $9.73
2 sessions ±6.5% ±$0.57 $8.27 – $9.42 $8.15 – $9.54 $7.60 – $10.09
3 sessions Earnings ±11.7% ±$1.04 $7.81 – $9.88 $7.57 – $10.12 $6.62 – $11.07
1 week Earnings ±13.8% ±$1.22 $7.62 – $10.07 $7.33 – $10.36 $6.28 – $11.41
2 weeks Earnings ±17.8% ±$1.57 $7.27 – $10.42 $6.90 – $10.79 $5.53 – $12.16
3 weeks Earnings ±20.9% ±$1.84 $7.00 – $10.69 $6.56 – $11.13 $4.96 – $12.73
1 month Earnings ±24.0% ±$2.13 $6.72 – $10.97 $6.21 – $11.48 $4.37 – $13.32
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. FRVO reports in 3 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
±17.48%
Average actual move
16.59%
Beyond the implied move
0 / 1
Reaction session Implied Actual Used ATM IV before → after
August 12, 2026 ±17.48% -16.59% 0.95× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →