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Fabrinet FN 292.97 -48.67 -14.25%

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 · $293.00
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.4% ±$12.77 $280.23 – $305.77 $277.68 – $308.32 $265.60 – $320.40
2 sessions ±6.1% ±$17.76 $275.24 – $310.76 $271.46 – $314.54 $254.70 – $331.30
3 sessions ±7.6% ±$22.36 $270.64 – $315.36 $266.31 – $319.69 $245.39 – $340.61
1 week ±9.7% ±$28.42 $264.58 – $321.42 $258.25 – $327.75 $232.44 – $353.56
2 weeks ±13.6% ±$39.88 $253.12 – $332.88 $243.66 – $342.34 $207.91 – $378.09
3 weeks ±16.1% ±$47.14 $245.86 – $340.14 $234.40 – $351.60 $193.38 – $392.62
1 month ±18.4% ±$53.94 $239.06 – $346.94 $225.67 – $360.33 $178.61 – $407.39
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
±14.05%
Average actual move
11.55%
Beyond the implied move
1 / 3
Median IV change
-31.59%
Reaction session Implied Actual Used ATM IV before → after
August 18, 2026 ±12.23% -19.38% 1.58× —
May 05, 2026 ±17.57% -8.01% 0.46× —
May 06, 2025 ±12.36% -7.27% 0.59× 88.7% → 54.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →