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Fidelity National Information Services FIS 29.76 -9.23 -23.67%

Previous-day view · Wed Nov 4 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 04, 2026 close · $29.85
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.1% ±$0.92 $28.93 – $30.77 $28.74 – $30.96 $27.87 – $31.83
2 sessions ±4.3% ±$1.28 $28.57 – $31.13 $28.29 – $31.41 $27.08 – $32.62
3 sessions ±4.9% ±$1.47 $28.38 – $31.32 $28.10 – $31.60 $26.73 – $32.97
1 week ±5.7% ±$1.69 $28.16 – $31.54 $27.78 – $31.92 $26.25 – $33.45
2 weeks ±7.0% ±$2.10 $27.75 – $31.95 $27.26 – $32.44 $25.37 – $34.33
3 weeks ±8.1% ±$2.41 $27.44 – $32.26 $26.85 – $32.85 $24.75 – $34.95
1 month ±9.2% ±$2.73 $27.12 – $32.58 $26.44 – $33.26 $24.06 – $35.64
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
±6.18%
Average actual move
9.32%
Beyond the implied move
4 / 6
Median IV change
-40.20%
Reaction session Implied Actual Used ATM IV before → after
November 04, 2026 ±6.86% -23.67% 3.45× —
August 04, 2026 ±7.20% -1.16% 0.16× —
May 08, 2026 ±6.08% -7.96% 1.31× —
August 05, 2025 ±6.27% -8.54% 1.36× —
May 06, 2025 ±5.27% -3.10% 0.59× 42.8% → 25.6%
February 11, 2025 ±5.38% -11.49% 2.13× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →