BHVN Moves

Biohaven Ltd BHVN 13.9 -1.34 -8.79%

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Expected move

November 05, 2026 close · $13.90

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±3.6% ±$0.50	$13.40 – $14.40	$13.30 – $14.50	$12.82 – $14.98
2 sessions	±5.0% ±$0.70	$13.20 – $14.60	$13.05 – $14.75	$12.39 – $15.41
3 sessions	±6.3% ±$0.88	$13.02 – $14.78	$12.85 – $14.95	$12.03 – $15.77
1 week	±8.1% ±$1.12	$12.78 – $15.02	$12.53 – $15.27	$11.52 – $16.28
2 weeks	±11.3% ±$1.57	$12.33 – $15.47	$11.96 – $15.84	$10.55 – $17.25
3 weeks	±15.1% ±$2.10	$11.80 – $16.00	$11.29 – $16.51	$9.47 – $18.33
1 month	±18.9% ±$2.63	$11.27 – $16.53	$10.61 – $17.19	$8.32 – $19.48

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

±12.04%

Average actual move

9.02%

Beyond the implied move

0 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
August 11, 2025	±12.04%	-9.02%	0.75×	—

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