FIX Moves

Comfort Systems USA FIX 1017.5 52.56 5.45%

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Expected move

November 06, 2026 close · $1017.50

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±3.7% ±$37.95	$979.55 – $1055.45	$971.92 – $1063.08	$936.00 – $1099.00
2 sessions	±5.2% ±$52.81	$964.69 – $1070.31	$953.50 – $1081.50	$903.54 – $1131.46
3 sessions	±6.5% ±$66.54	$950.96 – $1084.04	$938.13 – $1096.87	$875.76 – $1159.24
1 week	±8.3% ±$84.55	$932.95 – $1102.05	$914.02 – $1120.98	$837.30 – $1197.70
2 weeks	±11.7% ±$118.64	$898.86 – $1136.14	$870.67 – $1164.33	$764.24 – $1270.76
3 weeks	±13.6% ±$138.58	$878.92 – $1156.08	$845.14 – $1189.86	$724.56 – $1310.44
1 month	±15.6% ±$159.14	$858.36 – $1176.64	$818.88 – $1216.12	$680.10 – $1354.90

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

±9.11%

Average actual move

4.74%

Beyond the implied move

0 / 1

Median IV change

-22.43%

Reaction session	Implied	Actual	Used	ATM IV before → after
February 21, 2025	±9.11%	-4.74%	0.52×	56.4% → 39.2%

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