BNTX Moves

BioNTech SE American Depositary Share BNTX 85.86 -4.84 -5.34%

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 · $86.21

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.0% ±$1.72	$84.49 – $87.93	$84.14 – $88.28	$82.51 – $89.91
2 sessions	±2.8% ±$2.40	$83.81 – $88.61	$83.30 – $89.12	$81.04 – $91.38
3 sessions	±3.5% ±$3.02	$83.19 – $89.23	$82.61 – $89.81	$79.78 – $92.64
1 week	±4.5% ±$3.84	$82.37 – $90.05	$81.51 – $90.91	$78.03 – $94.39
2 weeks	±6.3% ±$5.39	$80.82 – $91.60	$79.55 – $92.87	$74.71 – $97.71
3 weeks	±7.6% ±$6.59	$79.62 – $92.80	$78.02 – $94.40	$72.30 – $100.12
1 month	±9.0% ±$7.76	$78.45 – $93.97	$76.53 – $95.89	$69.76 – $102.66

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

±9.29%

Average actual move

3.30%

Beyond the implied move

0 / 4

Median IV change

-19.18%

Reaction session	Implied	Actual	Used	ATM IV before → after
May 05, 2026	±9.01%	-3.88%	0.43×	64.3% → 48.7%
August 04, 2025	±8.20%	+2.51%	0.31×	52.4% → 43.6%
May 05, 2025	±10.15%	-3.66%	0.36×	64.9% → 49.0%
March 10, 2025	±9.79%	-3.15%	0.32×	62.2% → 56.6%

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