CORT Moves

Corcept Therapeutics Inc CORT 81.12 -4.83 -5.62%

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Expected move

October 30, 2026 close · $81.12

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±5.2% ±$4.19	$76.93 – $85.31	$76.08 – $86.16	$72.12 – $90.12
2 sessions	±7.2% ±$5.83	$75.29 – $86.95	$74.05 – $88.19	$68.54 – $93.70
3 sessions Earnings	±9.6% ±$7.76	$73.36 – $88.88	$71.57 – $90.67	$64.48 – $97.76
1 week Earnings	±12.5% ±$10.12	$71.00 – $91.24	$68.55 – $93.69	$59.86 – $102.38
2 weeks Earnings	±17.6% ±$14.26	$66.86 – $95.38	$63.50 – $98.74	$51.05 – $111.19
3 weeks Earnings	±21.4% ±$17.34	$63.78 – $98.46	$59.65 – $102.59	$44.66 – $117.58
1 month Earnings	±25.1% ±$20.35	$60.77 – $101.47	$55.87 – $106.37	$38.33 – $123.91

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. CORT reports in 3 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

±11.63%

Average actual move

4.33%

Beyond the implied move

0 / 1

Median IV change

+1.99%

Reaction session	Implied	Actual	Used	ATM IV before → after
May 06, 2025	±11.63%	-4.33%	0.37×	—

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