FCN Moves

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FTI Consulting FCN 197.34 3.27 1.68%

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 · $197.23

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.6% ±$3.12	$194.12 – $200.35	$193.48 – $200.98	$190.53 – $203.94
2 sessions	±2.2% ±$4.34	$192.89 – $201.57	$191.97 – $202.50	$187.86 – $206.60
3 sessions	±2.8% ±$5.47	$191.77 – $202.70	$190.70 – $203.76	$185.60 – $208.87
1 week	±3.5% ±$6.94	$190.29 – $204.17	$188.73 – $205.73	$182.42 – $212.04
2 weeks	±4.9% ±$9.75	$187.49 – $206.98	$185.16 – $209.30	$176.42 – $218.04
3 weeks	±6.1% ±$12.07	$185.16 – $209.30	$182.22 – $212.24	$171.71 – $222.75
1 month	±7.3% ±$14.38	$182.85 – $211.61	$179.28 – $215.18	$166.74 – $227.72

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

±6.92%

Average actual move

14.29%

Beyond the implied move

1 / 1

Median IV change

-24.14%

Reaction session	Implied	Actual	Used	ATM IV before → after
February 20, 2025	±6.92%	-14.29%	2.07×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →