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Six Flags Entertainment Corporation FUN 10.0 0.76 8.23%

Previous-day view · Fri Nov 6 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 06, 2026 close · $9.91
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.7% ±$0.36 $9.55 – $10.27 $9.47 – $10.35 $9.13 – $10.69
2 sessions ±5.1% ±$0.51 $9.40 – $10.42 $9.30 – $10.52 $8.82 – $11.00
3 sessions ±6.4% ±$0.64 $9.27 – $10.55 $9.15 – $10.67 $8.56 – $11.26
1 week ±8.2% ±$0.81 $9.10 – $10.72 $8.92 – $10.90 $8.19 – $11.63
2 weeks ±11.4% ±$1.13 $8.78 – $11.04 $8.51 – $11.31 $7.49 – $12.33
3 weeks ±13.7% ±$1.36 $8.55 – $11.27 $8.22 – $11.60 $7.04 – $12.78
1 month ±16.0% ±$1.58 $8.33 – $11.49 $7.93 – $11.89 $6.55 – $13.27
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
±10.39%
Average actual move
10.11%
Beyond the implied move
1 / 2
Median IV change
-15.30%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±12.19% +15.59% 1.28× —
May 08, 2025 ±8.58% -4.62% 0.54× 64.8% → 54.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →