ABCL Moves

AbCellera Biologics Inc ABCL 11.13 -1.15 -9.36%

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Expected move

November 05, 2026 close · $11.13

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±3.2% ±$0.36	$10.77 – $11.49	$10.70 – $11.56	$10.36 – $11.90
2 sessions	±4.5% ±$0.50	$10.63 – $11.63	$10.53 – $11.73	$10.06 – $12.20
3 sessions Earnings	±16.4% ±$1.82	$9.31 – $12.95	$8.89 – $13.37	$7.23 – $15.03
1 week Earnings	±17.2% ±$1.92	$9.21 – $13.05	$8.75 – $13.51	$7.10 – $15.16
2 weeks Earnings	±18.8% ±$2.10	$9.03 – $13.23	$8.54 – $13.72	$6.71 – $15.55
3 weeks Earnings	±20.2% ±$2.25	$8.88 – $13.38	$8.34 – $13.92	$6.40 – $15.86
1 month Earnings	±21.7% ±$2.42	$8.71 – $13.55	$8.13 – $14.13	$6.05 – $16.21

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. ABCL reports in 3 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta

The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move

±14.29%

Average actual move

5.71%

Beyond the implied move

0 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
May 12, 2026	±14.29%	-5.71%	0.40×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →