Freeport-McMoRan Inc. (FCX) Expected Move

Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.

Freeport-McMoRan Inc. (FCX) operates in the Basic Materials sector, specifically the Copper industry, with a market capitalization near $99.52B, listed on NYSE, employing roughly 29,000 people, carrying a beta of 1.38 to the broader market. Freeport-McMoRan Inc. Led by Kathleen Lynne Quirk, public since 1995-07-10.

Snapshot as of Aug 14, 2026.

Spot Price
$66.56
Expected Move
12.6%
Implied High
$74.97
Implied Low
$58.15
Front DTE
28 days

As of Aug 14, 2026, Freeport-McMoRan Inc. (FCX) has an expected move of 12.63%, a one-standard-deviation implied price range of roughly $58.15 to $74.97 from the current $66.56. Expected move is derived from at-the-money straddle pricing and represents the market's pricing of a ±1σ move. Roughly 68% of outcomes should fall within this range under lognormal assumptions, though empirical markets have fatter tails.

FCX Strategy Sizing to the Expected Move

With Freeport-McMoRan Inc. pricing an expected move of 12.63% from $66.56, risk-defined strategies sized to the implied range structurally target the modal outcome distribution. Iron condors with wings at the ±1σ expected move boundaries collect premium against the ~68% probability that spot stays inside the range under lognormal assumptions; strangles set wider at ±1.5σ or ±2σ target the tails but pay smaller per-trade premium. Long-vol structures (long straddles, ratio backspreads) profit when realized move exceeds the implied move, the inverse trade: they bet against the lognormal assumption itself, capitalizing on the empirically fatter equity-return tails.

How to read the FCX implied-range chart

The shaded range above shows the one-standard-deviation implied price band at each listed expiration, derived from ATM implied volatility scaled to days-to-expiration. The front-tenor expected move is 12.63%, anchoring an implied range of approximately $58.15 to $74.97. Under lognormal assumptions, roughly 68% of outcomes fall inside that band; 95% fall inside ±2σ; 99.7% inside ±3σ. The empirical equity-return distribution has fatter tails than lognormal, so true tail-outcome frequency is moderately higher than these closed-form numbers suggest.

FCX expected move and event pricing

Expected move widens with √time: a 5% 30-day move corresponds to roughly a 2.5% 7.5-day move and a 10% 120-day move. FCX term-structure is in backwardation (slope -0.001), so near-dated tenors price in disproportionate vol - usually because of a known event in the front-month window.

Sizing FCX structures to the expected move

Iron condors with wings at ±1σ collect the modal-outcome premium; ±1.5σ widens probability of inside-range to ~87% but cuts collected premium roughly in half. Strangles do the inverse trade - they pay against the same lognormal distribution, profiting when realized exceeds implied. Calendar spreads bet on the slope of the term structure rather than the level. FCX put/call volume ratio currently at 0.85 indicates balanced flow without strong directional skew. The expected move is the inputs the chain is pricing, not a forecast - realized moves above or below are normal under any distribution.

Learn how expected move is reported and how to read the data →

FCX one-standard-deviation implied price range by days-to-expiration, with current spot marked as the midpointFCX Implied Price Range by Expiration$20$40$60$80$100100d200d300d400d500d600d700d800dDays to ExpirationImplied Price Range ($)
Shaded band shows the ±1σ implied price range (~68% probability under lognormal assumptions) at each expiration; the center line marks current spot. Bands widen with longer DTE since volatility scales with √time.

Per-expiration expected move for FCX derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $66.56 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.

ExpirationDTEATM IVExpected MoveImplied HighImplied Low
Aug 21, 2026742.5%5.9%$70.48$62.64
Aug 28, 20261444.2%8.7%$72.32$60.80
Sep 4, 20262144.3%10.6%$73.63$59.49
Sep 11, 20262844.1%12.2%$74.69$58.43
Sep 18, 20263544.0%13.6%$75.63$57.49
Sep 25, 20264246.3%15.7%$77.01$56.11
Oct 2, 20264945.9%16.8%$77.75$55.37
Oct 16, 20266345.4%18.9%$79.11$54.01
Nov 20, 20269847.2%24.5%$82.84$50.28
Dec 18, 202612647.6%28.0%$85.17$47.95
Jan 15, 202715447.7%31.0%$87.18$45.94
Feb 19, 202718948.6%35.0%$89.84$43.28
Mar 19, 202721748.8%37.6%$91.60$41.52
Jun 17, 202730749.0%44.9%$96.47$36.65
Jan 21, 202852548.8%58.5%$105.52$27.60
Dec 15, 202885449.5%75.7%$116.96$16.16

Frequently asked FCX expected move questions

What is the current FCX expected move?
As of Aug 14, 2026, Freeport-McMoRan Inc. (FCX) has an expected move of 12.63% over the next 28 days, implying a one-standard-deviation price range of $58.15 to $74.97 from the current $66.56. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
What does the FCX expected move mean for traders?
Roughly 68% of outcomes should fall within ±1 expected move and 95% within ±2 under lognormal assumptions, though equity returns have empirically fatter tails than log-normal predicts. Strategies sized to the expected move (iron condors at ±1σ, strangles at ±1.5σ) target the typical outcome distribution; strategies that profit from tail moves (long-vol structures, ratio backspreads) target the tails the lognormal model under-prices.
How is FCX expected move calculated?
The expected move displayed here is derived from at-the-money implied volatility scaled to the chosen tenor: expected move % is approximately ATM IV times sqrt(T / 365), where T is days to expiration. An equivalent straddle-based form: the ATM straddle (call + put at the same strike) is roughly sqrt(2/pi) times spot times IV times sqrt(T/365), so the implied one-standard-deviation move is approximately 1.25 times ATM straddle divided by spot. The two formulations agree once the sqrt(2/pi) constant is reconciled.