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Fastly FSLY 15.38 -5.66 -26.88%

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 · $15.49
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.8% ±$0.75 $14.74 – $16.24 $14.60 – $16.38 $13.89 – $17.09
2 sessions ±6.7% ±$1.04 $14.45 – $16.53 $14.23 – $16.75 $13.26 – $17.72
3 sessions ±8.4% ±$1.30 $14.19 – $16.79 $13.93 – $17.05 $12.71 – $18.27
1 week ±10.7% ±$1.66 $13.83 – $17.15 $13.46 – $17.52 $11.96 – $19.02
2 weeks ±14.0% ±$2.17 $13.32 – $17.66 $12.81 – $18.17 $10.87 – $20.11
3 weeks ±16.9% ±$2.61 $12.88 – $18.10 $12.24 – $18.74 $9.97 – $21.01
1 month ±19.0% ±$2.94 $12.55 – $18.43 $11.82 – $19.16 $9.26 – $21.72
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
±18.56%
Average actual move
30.27%
Beyond the implied move
4 / 7
Median IV change
-34.87%
Reaction session Implied Actual Used ATM IV before → after
November 05, 2026 ±19.02% -26.88% 1.41× —
August 06, 2026 ±17.29% -12.87% 0.74× 133.2% → 83.0%
May 07, 2026 ±21.06% -38.23% 1.82× —
February 12, 2026 ±17.99% +72.29% 4.02× —
August 07, 2025 ±16.49% +14.42% 0.87× —
May 08, 2025 ±15.75% +26.37% 1.67× —
February 13, 2025 ±22.34% -20.85% 0.93× 151.6% → 103.1%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →