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Firefly Aerospace Inc FLY 20.76 5.58 36.8%

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

November 06, 2026 close · $20.79
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.0% ±$0.83 $19.96 – $21.62 $19.79 – $21.79 $19.01 – $22.57
2 sessions ±5.6% ±$1.16 $19.63 – $21.95 $19.39 – $22.19 $18.30 – $23.28
3 sessions Earnings ±16.6% ±$3.46 $17.33 – $24.25 $16.53 – $25.05 $13.37 – $28.21
1 week Earnings ±17.9% ±$3.72 $17.07 – $24.51 $16.17 – $25.41 $12.98 – $28.60
2 weeks Earnings ±20.3% ±$4.21 $16.58 – $25.00 $15.59 – $25.99 $11.91 – $29.67
3 weeks Earnings ±22.3% ±$4.63 $16.16 – $25.42 $15.06 – $26.52 $11.06 – $30.52
1 month Earnings ±24.4% ±$5.07 $15.72 – $25.86 $14.49 – $27.09 $10.13 – $31.45
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. FLY reports in 3 sessions; 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
±14.27%
Average actual move
2.45%
Beyond the implied move
0 / 3
Median IV change
-28.24%
Reaction session Implied Actual Used ATM IV before → after
August 12, 2026 ±14.89% +0.68% 0.05× —
May 05, 2026 ±14.76% -5.54% 0.38× —
March 20, 2026 ±13.18% +1.13% 0.09× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →