Closed
⌘K
Sign in Sign up

First Watch Restaurant Group FWRG 12.74 0.23 1.84%

Previous-day view · Fri Oct 30 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

October 30, 2026 close · $12.74
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.7% ±$0.35 $12.39 – $13.09 $12.32 – $13.16 $11.99 – $13.49
2 sessions ±3.8% ±$0.48 $12.26 – $13.22 $12.15 – $13.33 $11.70 – $13.78
3 sessions ±4.8% ±$0.61 $12.13 – $13.35 $12.01 – $13.47 $11.44 – $14.04
1 week ±6.1% ±$0.77 $11.97 – $13.51 $11.79 – $13.69 $11.09 – $14.39
2 weeks ±8.5% ±$1.09 $11.65 – $13.83 $11.40 – $14.08 $10.42 – $15.06
3 weeks ±10.6% ±$1.35 $11.39 – $14.09 $11.07 – $14.41 $9.90 – $15.58
1 month ±12.6% ±$1.60 $11.14 – $14.34 $10.74 – $14.74 $9.34 – $16.14
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. FWRG reports in 2 sessions; only the horizons marked Earnings include its jump. 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
±12.57%
Average actual move
8.84%
Beyond the implied move
1 / 2
Median IV change
-39.97%
Reaction session Implied Actual Used ATM IV before → after
August 05, 2025 ±13.78% +3.54% 0.26× 98.5% → 59.2%
November 07, 2024 ±11.37% +14.14% 1.24× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →