Fortis Inc. (FTS) 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.
Snapshot as of May 8, 2026.
- Spot Price
- $56.27
- Expected Move
- 5.9%
- Implied High
- $59.61
- Implied Low
- $52.93
- Front DTE
- 41 days
As of May 8, 2026, Fortis Inc. (FTS) has an expected move of 5.93%, a one-standard-deviation implied price range of roughly $52.93 to $59.61 from the current $56.27. 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.
Per-expiration expected move for FTS derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $56.27 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.
| Expiration | DTE | ATM IV | Expected Move | Implied High | Implied Low |
|---|---|---|---|---|---|
| May 15, 2026 | 7 | 20.7% | 2.9% | $57.88 | $54.66 |
| Jun 18, 2026 | 41 | 383.2% | 128.4% | $128.54 | $-16.00 |
| Jul 17, 2026 | 70 | 17.5% | 7.7% | $60.58 | $51.96 |
| Aug 21, 2026 | 105 | 9.7% | 5.2% | $59.20 | $53.34 |
| Nov 20, 2026 | 196 | 19.2% | 14.1% | $64.19 | $48.35 |