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TFI International Inc TFII 96.64 -3.61 -3.6%

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 · $96.37
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.1% ±$2.03 $94.33 – $98.40 $93.92 – $98.82 $91.99 – $100.74
2 sessions ±2.9% ±$2.83 $93.53 – $99.20 $92.94 – $99.80 $90.26 – $102.48
3 sessions ±3.7% ±$3.56 $92.80 – $99.93 $92.11 – $100.63 $88.77 – $103.96
1 week ±4.7% ±$4.54 $91.83 – $100.91 $90.82 – $101.92 $86.70 – $106.03
2 weeks ±6.6% ±$6.36 $90.01 – $102.73 $88.49 – $104.24 $82.79 – $109.95
3 weeks ±7.7% ±$7.39 $88.98 – $103.76 $87.17 – $105.56 $80.74 – $112.00
1 month ±8.6% ±$8.32 $88.04 – $104.69 $85.98 – $106.76 $78.72 – $114.01
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
±5.45%
Average actual move
20.48%
Beyond the implied move
1 / 1
Median IV change
-14.64%
Reaction session Implied Actual Used ATM IV before → after
February 20, 2025 ±5.45% -20.48% 3.76× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →