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FTAI Aviation Ltd FTAI 162.45 -17.13 -9.54%

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 · $162.97
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.6% ±$5.87 $157.10 – $168.84 $155.91 – $170.03 $150.37 – $175.57
2 sessions ±5.0% ±$8.16 $154.81 – $171.13 $153.06 – $172.88 $145.35 – $180.59
3 sessions ±6.3% ±$10.28 $152.69 – $173.25 $150.70 – $175.24 $141.07 – $184.87
1 week ±8.0% ±$13.07 $149.90 – $176.04 $146.98 – $178.96 $135.12 – $190.82
2 weeks ±11.3% ±$18.35 $144.62 – $181.32 $140.27 – $185.67 $123.82 – $202.12
3 weeks ±13.9% ±$22.72 $140.25 – $185.69 $134.71 – $191.23 $114.94 – $211.00
1 month ±15.4% ±$25.11 $137.86 – $188.08 $131.61 – $194.33 $109.71 – $216.23
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
±10.69%
Average actual move
14.57%
Beyond the implied move
3 / 5
Median IV change
-23.92%
Reaction session Implied Actual Used ATM IV before → after
April 30, 2026 ±13.23% +17.16% 1.30× —
February 26, 2026 ±9.80% +2.65% 0.27× —
July 30, 2025 ±10.43% +26.56% 2.55× —
May 01, 2025 ±9.48% -18.87% 1.99× —
February 27, 2025 ±10.51% -7.62% 0.72× 90.4% → 68.8%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →