Absci Corporation Common Stock ABSI 10.17 0.78 8.31%
Expected move
November 06, 2026 close · $10.14| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±7.2% ±$0.73 | $9.41 – $10.87 | $9.27 – $11.02 | $8.57 – $11.71 |
| 2 sessions | ±10.0% ±$1.02 | $9.13 – $11.16 | $8.91 – $11.38 | $7.95 – $12.34 |
| 3 sessions | ±12.6% ±$1.28 | $8.86 – $11.42 | $8.62 – $11.67 | $7.42 – $12.87 |
| 1 week Earnings | ±17.4% ±$1.77 | $8.38 – $11.91 | $7.95 – $12.33 | $6.44 – $13.85 |
| 2 weeks Earnings | ±24.5% ±$2.49 | $7.66 – $12.63 | $7.07 – $13.21 | $4.90 – $15.39 |
| 3 weeks Earnings | ±29.8% ±$3.03 | $7.12 – $13.17 | $6.40 – $13.89 | $3.79 – $16.50 |
| 1 month Earnings | ±35.0% ±$3.55 | $6.60 – $13.69 | $5.74 – $14.55 | $2.68 – $17.60 |
Earnings: priced against what happened
Average implied move
±15.73%
Average actual move
2.74%
Beyond the implied move
0 / 4
Median IV change
-12.88%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| August 12, 2026 | ±18.07% | +0.96% | 0.05× | — |
| August 13, 2025 | ±14.31% | +5.05% | 0.35× | — |
| May 14, 2025 | ±13.51% | -1.69% | 0.12× | — |
| March 19, 2025 | ±17.05% | -3.25% | 0.19× | 137.3% → 119.6% |