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BioMarin Pharmaceuticals Inc BMRN 56.12 -1.01 -1.77%

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 · $56.11
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$1.02 $55.09 – $57.13 $54.89 – $57.33 $53.93 – $58.29
2 sessions ±2.5% ±$1.41 $54.70 – $57.52 $54.40 – $57.82 $53.06 – $59.16
3 sessions ±3.2% ±$1.78 $54.33 – $57.89 $53.99 – $58.23 $52.32 – $59.90
1 week ±4.0% ±$2.26 $53.85 – $58.37 $53.34 – $58.88 $51.29 – $60.93
2 weeks ±5.7% ±$3.17 $52.94 – $59.28 $52.18 – $60.04 $49.34 – $62.88
3 weeks ±7.0% ±$3.93 $52.18 – $60.04 $51.22 – $61.00 $47.81 – $64.41
1 month ±8.3% ±$4.68 $51.43 – $60.79 $50.27 – $61.95 $46.18 – $66.04
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
±7.74%
Average actual move
3.81%
Beyond the implied move
0 / 3
Median IV change
-27.67%
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±9.78% -4.00% 0.41× —
August 05, 2025 ±6.88% +2.69% 0.39× —
February 20, 2025 ±6.55% +4.76% 0.73× 39.0% → 29.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →