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Fiserv FI 63.8 0.1 0.16%

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 FI.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±5.16%
Average actual move
7.12%
Beyond the implied move
4 / 7
Median IV change
-36.94%
Reaction session Implied Actual Used ATM IV before → after
July 23, 2025 ±7.56% -13.85% 1.83× —
April 24, 2025 ±5.76% -18.52% 3.22× —
February 05, 2025 ±4.99% +7.15% 1.43× 34.8% → 25.9%
October 22, 2024 ±4.31% +1.27% 0.29× 33.9% → 19.8%
July 24, 2024 ±4.96% +2.51% 0.51× —
April 23, 2024 ±4.33% +4.43% 1.02× 35.1% → 23.7%
February 06, 2024 ±4.18% -2.12% 0.51× 33.5% → 17.6%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →