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Flagstar Bank FLG 10.6 -0.36 -3.28%

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 · $10.60
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.7% ±$0.18 $10.42 – $10.78 $10.38 – $10.82 $10.21 – $10.99
2 sessions ±2.4% ±$0.26 $10.34 – $10.86 $10.29 – $10.91 $10.05 – $11.15
3 sessions ±3.0% ±$0.32 $10.28 – $10.92 $10.22 – $10.98 $9.91 – $11.29
1 week ±3.9% ±$0.41 $10.19 – $11.01 $10.10 – $11.10 $9.73 – $11.47
2 weeks ±5.8% ±$0.61 $9.99 – $11.21 $9.85 – $11.35 $9.30 – $11.90
3 weeks ±6.8% ±$0.72 $9.88 – $11.32 $9.70 – $11.50 $9.08 – $12.12
1 month ±7.3% ±$0.77 $9.83 – $11.37 $9.64 – $11.56 $8.96 – $12.24
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
±7.21%
Average actual move
9.27%
Beyond the implied move
1 / 1
Median IV change
-23.40%
Reaction session Implied Actual Used ATM IV before → after
October 23, 2026 ±7.21% -9.27% 1.28× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →