After hours
⌘K
Sign in Sign up
You're reading the free version. Trader adds the live tape and alerts. Start tracking

AnaptysBio ANAB 48.77 0.39 0.81%

Previous-day view · Wed Nov 11 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

No chain in the last ten days can size a move for ANAB.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±11.95%
Average actual move
11.72%
Beyond the implied move
0 / 1
Reaction session Implied Actual Used ATM IV before → after
November 06, 2024 ±11.95% +11.72% 0.98× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →