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Citizens Financial Group CFG 64.82 -0.28 -0.43%

Previous-day view · Tue Nov 10 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 10, 2026 close · $64.82
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.1% ±$0.73 $64.09 – $65.55 $63.94 – $65.70 $63.25 – $66.39
2 sessions ±1.6% ±$1.02 $63.80 – $65.84 $63.58 – $66.06 $62.62 – $67.02
3 sessions ±2.0% ±$1.28 $63.54 – $66.10 $63.29 – $66.35 $62.08 – $67.56
1 week ±2.5% ±$1.63 $63.19 – $66.45 $62.82 – $66.82 $61.35 – $68.29
2 weeks ±3.5% ±$2.29 $62.53 – $67.11 $61.98 – $67.66 $59.93 – $69.71
3 weeks ±4.4% ±$2.85 $61.97 – $67.67 $61.28 – $68.36 $58.80 – $70.84
1 month ±5.2% ±$3.40 $61.42 – $68.22 $60.58 – $69.06 $57.62 – $72.02
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
±4.37%
Average actual move
2.42%
Beyond the implied move
2 / 5
Median IV change
-5.20%
Reaction session Implied Actual Used ATM IV before → after
July 16, 2026 ±4.57% +4.61% 1.01× —
October 15, 2025 ±4.44% -0.19% 0.04× —
July 17, 2025 ±3.67% +3.94% 1.07× 28.7% → 26.9%
April 16, 2025 ±5.06% -1.77% 0.35× 43.8% → 42.0%
January 17, 2025 ±4.11% +1.58% 0.38× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →