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Frontier Group Holdings ULCC 7.43 0.31 4.35%

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

No chain in the last ten days can size a move for ULCC.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±16.20%
Average actual move
11.31%
Beyond the implied move
1 / 2
Median IV change
-19.18%
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±17.11% +6.85% 0.40× 122.5% → 101.5%
August 05, 2025 ±15.28% -15.77% 1.03× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →