FTDR Moves

You're reading the free version. Trader adds the live tape and alerts. Start tracking

Frontdoor FTDR 98.5 -2.23 -2.21%

Previous-day view · Tue Nov 10 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 10, 2026 close · $98.50

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.5% ±$1.46	$97.04 – $99.96	$96.75 – $100.25	$95.38 – $101.62
2 sessions	±2.1% ±$2.03	$96.47 – $100.53	$96.05 – $100.95	$94.13 – $102.87
3 sessions	±2.6% ±$2.55	$95.95 – $101.05	$95.46 – $101.54	$93.06 – $103.94
1 week	±3.3% ±$3.24	$95.26 – $101.74	$94.53 – $102.47	$91.59 – $105.41
2 weeks	±4.6% ±$4.55	$93.95 – $103.05	$92.87 – $104.13	$88.79 – $108.21
3 weeks	±5.7% ±$5.63	$92.87 – $104.13	$91.49 – $105.51	$86.58 – $110.42
1 month	±6.8% ±$6.72	$91.78 – $105.22	$90.12 – $106.88	$84.26 – $112.74

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

±12.99%

Average actual move

3.98%

Beyond the implied move

0 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
August 05, 2025	±12.99%	-3.98%	0.31×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →