ARVN Moves

Arvinas ARVN 6.92 0.16 2.37%

Previous-day view · Tue Nov 10 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 10, 2026 close · $6.89

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.6% ±$0.18	$6.71 – $7.07	$6.68 – $7.11	$6.51 – $7.27
2 sessions	±3.6% ±$0.25	$6.64 – $7.14	$6.59 – $7.19	$6.36 – $7.43
3 sessions	±4.5% ±$0.31	$6.58 – $7.20	$6.52 – $7.26	$6.23 – $7.56
1 week	±5.8% ±$0.40	$6.50 – $7.29	$6.41 – $7.38	$6.05 – $7.74
2 weeks	±8.1% ±$0.56	$6.34 – $7.45	$6.20 – $7.58	$5.71 – $8.08
3 weeks	±10.0% ±$0.69	$6.20 – $7.58	$6.04 – $7.75	$5.44 – $8.35
1 month	±11.9% ±$0.82	$6.07 – $7.71	$5.87 – $7.91	$5.15 – $8.63

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

±9.86%

Average actual move

15.51%

Beyond the implied move

1 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
August 06, 2025	±9.86%	-15.51%	1.57×	—

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