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First Horizon Corporation FHN 23.12 -0.62 -2.61%

Previous-day view · Thu Nov 5 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 05, 2026 close · $23.12
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.3% ±$0.29 $22.83 – $23.41 $22.77 – $23.47 $22.49 – $23.75
2 sessions ±1.8% ±$0.41 $22.71 – $23.53 $22.63 – $23.61 $22.24 – $24.00
3 sessions ±2.2% ±$0.51 $22.61 – $23.63 $22.51 – $23.73 $22.03 – $24.21
1 week ±2.8% ±$0.65 $22.47 – $23.77 $22.32 – $23.92 $21.74 – $24.50
2 weeks ±3.9% ±$0.91 $22.21 – $24.03 $21.99 – $24.25 $21.17 – $25.07
3 weeks ±4.9% ±$1.13 $21.99 – $24.25 $21.72 – $24.52 $20.73 – $25.51
1 month ±5.8% ±$1.35 $21.77 – $24.47 $21.44 – $24.80 $20.27 – $25.97
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
±4.84%
Average actual move
2.52%
Beyond the implied move
1 / 7
Median IV change
-13.02%
Reaction session Implied Actual Used ATM IV before → after
October 15, 2026 ±4.19% +0.84% 0.20× —
July 15, 2026 ±3.60% -3.03% 0.84× —
April 15, 2026 ±4.95% -0.33% 0.07× —
October 15, 2025 ±5.86% -9.43% 1.61× —
July 16, 2025 ±5.54% +2.07% 0.37× 35.5% → 29.4%
April 16, 2025 ±4.98% -1.59% 0.32× 42.8% → 39.1%
January 16, 2025 ±4.79% -0.37% 0.08× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →