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Axsome Therapeutics AXSM 144.43 0.98 0.68%

Previous-day view · Fri Oct 30 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

October 30, 2026 close · $147.00
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±11.2% ±$16.52 $130.48 – $163.52 $126.30 – $167.70 $111.00 – $183.00
2 sessions Earnings ±11.9% ±$17.54 $129.46 – $164.54 $125.17 – $168.83 $108.99 – $185.01
3 sessions Earnings ±12.6% ±$18.45 $128.55 – $165.45 $124.30 – $169.70 $107.43 – $186.57
1 week Earnings ±13.0% ±$19.12 $127.88 – $166.12 $123.26 – $170.74 $106.81 – $187.19
2 weeks Earnings ±13.8% ±$20.23 $126.77 – $167.23 $122.02 – $171.98 $104.37 – $189.63
3 weeks Earnings ±14.4% ±$21.17 $125.83 – $168.17 $120.80 – $173.20 $102.52 – $191.48
1 month Earnings ±15.1% ±$22.21 $124.79 – $169.21 $119.44 – $174.56 $100.30 – $193.70
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. AXSM reports in 1 session; 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
±8.56%
Average actual move
5.18%
Beyond the implied move
2 / 6
Median IV change
-18.84%
Reaction session Implied Actual Used ATM IV before → after
August 10, 2026 ±10.58% +3.83% 0.36× —
May 04, 2026 ±7.53% +8.31% 1.10× —
August 04, 2025 ±8.83% +3.42% 0.39× 55.0% → 40.3%
May 05, 2025 ±8.51% +3.81% 0.45× 54.3% → 44.0%
February 18, 2025 ±6.90% -2.33% 0.34× 48.5% → 43.5%
November 12, 2024 ±9.01% +9.35% 1.04× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →