AMLX Moves

Amylyx Pharmaceuticals AMLX 30.21 0.71 2.41%

Previous-day view · Mon Nov 9 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 09, 2026 close · $30.08

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.6% ±$0.79	$29.29 – $30.87	$29.13 – $31.03	$28.39 – $31.77
2 sessions	±3.6% ±$1.09	$28.98 – $31.17	$28.75 – $31.41	$27.71 – $32.44
3 sessions	±4.6% ±$1.38	$28.70 – $31.46	$28.43 – $31.73	$27.14 – $33.02
1 week	±5.8% ±$1.75	$28.33 – $31.83	$27.93 – $32.23	$26.34 – $33.82
2 weeks	±8.1% ±$2.44	$27.64 – $32.52	$27.06 – $33.10	$24.87 – $35.29
3 weeks	±9.8% ±$2.95	$27.13 – $33.03	$26.41 – $33.75	$23.84 – $36.32
1 month	±11.5% ±$3.46	$26.61 – $33.54	$25.75 – $34.40	$22.73 – $37.43

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. 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

±16.18%

Average actual move

4.27%

Beyond the implied move

0 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
August 07, 2025	±16.18%	-4.27%	0.26×	—

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