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Frontier Communications FYBR 38.49 0.05 0.13%

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

No chain in the last ten days can size a move for FYBR.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±3.80%
Average actual move
0.17%
Beyond the implied move
0 / 2
Median IV change
-36.59%
Reaction session Implied Actual Used ATM IV before → after
February 21, 2025 ±2.52% 0.00% 0.00× —
November 06, 2024 ±5.08% +0.34% 0.07× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →