Options WhaleEarnings volatility research

FCX · Expected-Move

Freeport-McMoRan, Inc. Common Stock (FCX) expected move

The priced move, its boundaries and how it compares with past earnings moves.

$72.56
Expected move
$7.35
Expected move %
10.1%
Lower boundary
$65.21
Upper boundary
$79.91
Median historical move
2.0%
Method
ATM_STRADDLE_MIDPOINT
Implied versus actual earnings moveAbsolute realized movement and stored implied move share one scale. Signed actual returns and reconstruction status are preserved in the readout/table. Missing quotes are not zero.

Update time unavailable

Loading graph — the exact table is available below.

2023-10-19Realized move 1.0671%Implied move UnavailableSigned actual 1.0671% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
Exact data table
Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
ObservationRealized move (%)Implied move (%)ContextUpdated
1.0671%UnavailableSigned actual 1.0671% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
4.0608%UnavailableSigned actual 4.0608% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.9611%UnavailableSigned actual 1.9611% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.6082%UnavailableSigned actual 1.6082% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.2307%UnavailableSigned actual 1.2307% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.5093%UnavailableSigned actual 1.5093% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
6.9337%UnavailableSigned actual 6.9337% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2.0961%UnavailableSigned actual 2.0961% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.1035%UnavailableSigned actual 1.1035% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2.8557%UnavailableSigned actual 2.8557% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
12.6208%UnavailableSigned actual 12.6208% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2.3077%UnavailableSigned actual 2.3077% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable

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Data provenance

Figures are from published, reviewed research as of Oct 6, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.