FUN
Six Flags Entertainment CorporaOpen9.92−2.00 −16.79%USD
NYSE · as of Oct 13, 11:22 ET · 20m delay
Open
10.90
Prev close
11.92
Day range
9.8711.26
52-week range
9.8727.37
Volume
5.74M2.47×
Mkt cap
1.01B
P/E ttm
—
Fwd P/E
372.92
EPS ttm
-17.31
Div yield
0.00%
Earnings
Nov 5, 2026
From 52w high
−63.76%
FUN market-implied price distribution
FUN Price at Expiry
6 OTM quotes · ATM IV 83.8%
Days to expiry
38
Fri, Nov 20, 2026
P(finish above spot)
50%
spot 9.92
Expected price
10.14
forward 10.18
68% range
7–13
−25.1% / +27.6%
Shaded band: the middle 68% of outcomes. Where the blue curve sits above the dashed one, options price that move as likelier than a plain bell curve would.
Target Price
Percentiles
| Chance below | Price | vs spot |
|---|---|---|
| 5% | 4.85 | −51.1% |
| 16% | 7.43 | −25.1% |
| 25% | 8.27 | −16.6% |
| 50% (median) | 9.90 | −0.2% |
| 75% | 11.66 | +17.5% |
| 84% | 12.66 | +27.6% |
| 95% | 15.69 | +58.1% |
Move Odds
| Up 5% or more (10.42) | 42% |
|---|---|
| Up 10% or more (10.91) | 34% |
| Down 5% or more (9.42) | 42% |
| Down 10% or more (8.93) | 34% |
Options price a 10%+ drop at 34%, 0.9× the 36% a bell curve with the same volatility gives.
Risk-neutral odds from option prices, the bot's lgf odds method: out-of-the-money mids → implied vols → a smoothed smile in total variance → density = erT·∂²C/∂K² (Breeden–Litzenberger). Risk-neutral odds include the market's risk premium, so they lean bearish compared with real-world odds. Not investment advice.