Open
⌘K
Sign in Sign up

Fortinet FTNT 129.39 1.28 1.0%

Previous-day view · Wed Nov 4 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 04, 2026 close · $129.56
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.3% ±$2.97 $126.59 – $132.53 $126.00 – $133.12 $123.19 – $135.93
2 sessions ±3.2% ±$4.13 $125.43 – $133.69 $124.55 – $134.57 $120.65 – $138.47
3 sessions ±4.0% ±$5.21 $124.35 – $134.77 $123.35 – $135.77 $118.48 – $140.64
1 week ±5.1% ±$6.62 $122.94 – $136.18 $121.48 – $137.64 $115.46 – $143.66
2 weeks ±7.0% ±$9.04 $120.52 – $138.60 $118.37 – $140.75 $110.26 – $148.86
3 weeks ±8.2% ±$10.57 $118.99 – $140.13 $116.42 – $142.70 $107.22 – $151.90
1 month ±9.7% ±$12.57 $116.99 – $142.13 $113.87 – $145.25 $102.91 – $156.21
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
±11.05%
Average actual move
12.34%
Beyond the implied move
3 / 6
Median IV change
-55.90%
Reaction session Implied Actual Used ATM IV before → after
October 29, 2026 ±11.88% -20.09% 1.69× —
July 30, 2026 ±13.92% +0.67% 0.05× —
May 07, 2026 ±10.48% +20.03% 1.91× —
August 07, 2025 ±9.78% -22.03% 2.25× —
May 08, 2025 ±9.46% -8.41% 0.89× —
February 07, 2025 ±10.79% +2.81% 0.26× 72.8% → 32.1%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →