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FTAI Aviation Ltd FTAI 180.27 17.82 10.97%

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 · $180.26
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.5% ±$6.39 $173.88 – $186.65 $172.60 – $187.93 $166.56 – $193.97
2 sessions ±4.9% ±$8.89 $171.38 – $189.15 $169.50 – $191.03 $161.10 – $199.43
3 sessions ±6.2% ±$11.18 $169.09 – $191.44 $166.93 – $193.60 $156.45 – $204.08
1 week ±7.9% ±$14.23 $166.04 – $194.49 $162.87 – $197.66 $149.98 – $210.55
2 weeks ±10.5% ±$18.88 $161.39 – $199.14 $156.92 – $203.61 $140.01 – $220.52
3 weeks ±12.6% ±$22.77 $157.50 – $203.03 $151.96 – $208.57 $132.17 – $228.36
1 month ±14.4% ±$26.04 $154.23 – $206.30 $147.78 – $212.75 $125.09 – $235.44
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
±10.69%
Average actual move
14.57%
Beyond the implied move
3 / 5
Median IV change
-23.92%
Reaction session Implied Actual Used ATM IV before → after
April 30, 2026 ±13.23% +17.16% 1.30× —
February 26, 2026 ±9.80% +2.65% 0.27× —
July 30, 2025 ±10.43% +26.56% 2.55× —
May 01, 2025 ±9.48% -18.87% 1.99× —
February 27, 2025 ±10.51% -7.62% 0.72× 90.4% → 68.8%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →