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Ascendis Pharma A/S Ordinary Share ASND 253.45 -4.48 -1.74%

Previous-day view · Thu Nov 5 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 05, 2026 close · $220.00
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.3% ±$5.15 $214.85 – $225.15 $213.80 – $226.21 $208.94 – $231.07
2 sessions ±3.3% ±$7.17 $212.83 – $227.17 $211.31 – $228.69 $204.54 – $235.47
3 sessions ±4.1% ±$9.04 $210.96 – $229.04 $209.22 – $230.78 $200.77 – $239.23
1 week ±5.2% ±$11.49 $208.52 – $231.49 $205.97 – $234.04 $195.54 – $244.47
2 weeks Earnings ±12.5% ±$27.52 $192.48 – $247.52 $186.01 – $253.99 $161.96 – $278.04
3 weeks Earnings ±13.6% ±$29.97 $190.04 – $249.97 $182.89 – $257.12 $157.01 – $282.99
1 month Earnings ±14.8% ±$32.61 $187.40 – $252.61 $179.54 – $260.46 $151.47 – $288.53
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. ASND reports in 8 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
±8.58%
Average actual move
2.52%
Beyond the implied move
0 / 4
Median IV change
-39.83%
Reaction session Implied Actual Used ATM IV before → after
August 13, 2026 ±7.50% -3.61% 0.48× —
May 07, 2026 ±8.82% +4.34% 0.49× —
February 12, 2026 ±8.31% -1.53% 0.18× —
August 08, 2025 ±9.69% +0.60% 0.06× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →