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.

ExpirationDTEATM IVExpected MoveImplied HighImplied Low
May 15, 2026720.7%2.9%$57.88$54.66
Jun 18, 202641383.2%128.4%$128.54$-16.00
Jul 17, 20267017.5%7.7%$60.58$51.96
Aug 21, 20261059.7%5.2%$59.20$53.34
Nov 20, 202619619.2%14.1%$64.19$48.35