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Fastly FSLY 15.85 0.47 3.06%

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 · $16.02
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.3% ±$0.69 $15.34 – $16.71 $15.20 – $16.85 $14.56 – $17.49
2 sessions ±5.9% ±$0.96 $15.07 – $16.98 $14.87 – $17.18 $13.97 – $18.08
3 sessions ±7.5% ±$1.21 $14.82 – $17.23 $14.59 – $17.46 $13.47 – $18.58
1 week ±9.5% ±$1.53 $14.50 – $17.55 $14.16 – $17.89 $12.78 – $19.27
2 weeks ±12.9% ±$2.07 $13.96 – $18.09 $13.47 – $18.58 $11.61 – $20.44
3 weeks ±15.4% ±$2.46 $13.56 – $18.49 $12.96 – $19.09 $10.82 – $21.23
1 month ±18.1% ±$2.90 $13.13 – $18.92 $12.41 – $19.64 $9.89 – $22.16
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
±18.56%
Average actual move
30.27%
Beyond the implied move
4 / 7
Median IV change
-34.87%
Reaction session Implied Actual Used ATM IV before → after
November 05, 2026 ±19.02% -26.88% 1.41× —
August 06, 2026 ±17.29% -12.87% 0.74× 133.2% → 83.0%
May 07, 2026 ±21.06% -38.23% 1.82× —
February 12, 2026 ±17.99% +72.29% 4.02× —
August 07, 2025 ±16.49% +14.42% 0.87× —
May 08, 2025 ±15.75% +26.37% 1.67× —
February 13, 2025 ±22.34% -20.85% 0.93× 151.6% → 103.1%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →