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Fluor Corporation FLR 44.98 -2.63 -5.52%

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 · $44.98
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±9.8% ±$4.42 $40.56 – $49.40 $39.44 – $50.52 $35.35 – $54.61
2 sessions Earnings ±10.5% ±$4.73 $40.25 – $49.71 $39.09 – $50.87 $34.72 – $55.24
3 sessions Earnings ±11.2% ±$5.02 $39.96 – $50.00 $38.80 – $51.16 $34.21 – $55.75
1 week Earnings ±11.7% ±$5.28 $39.70 – $50.26 $38.43 – $51.53 $33.89 – $56.07
2 weeks Earnings ±12.8% ±$5.74 $39.24 – $50.72 $37.88 – $52.08 $32.87 – $57.09
3 weeks Earnings ±13.7% ±$6.15 $38.83 – $51.13 $37.37 – $52.59 $32.06 – $57.90
1 month Earnings ±14.6% ±$6.59 $38.39 – $51.57 $36.81 – $53.15 $31.13 – $58.83
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. FLR reports in 1 session; only the horizons marked Earnings include its jump. 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
±10.73%
Average actual move
11.00%
Beyond the implied move
2 / 4
Median IV change
-33.58%
Reaction session Implied Actual Used ATM IV before → after
May 08, 2026 ±12.19% -15.21% 1.25× —
February 17, 2026 ±11.16% +6.79% 0.61× —
February 18, 2025 ±11.18% -8.41% 0.75× 58.8% → 42.3%
November 08, 2024 ±8.40% -13.58% 1.62× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →