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Exelixis Inc EXEL 70.58 -1.16 -1.62%

Previous-day view · Tue Nov 10 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 10, 2026 close · $70.64
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.0% ±$1.44 $69.21 – $72.08 $68.92 – $72.37 $67.57 – $73.72
2 sessions ±2.8% ±$2.00 $68.65 – $72.64 $68.23 – $73.06 $66.34 – $74.95
3 sessions ±3.5% ±$2.51 $68.14 – $73.15 $67.65 – $73.64 $65.30 – $75.99
1 week ±4.5% ±$3.20 $67.45 – $73.84 $66.75 – $74.54 $63.85 – $77.44
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
±7.19%
Average actual move
10.17%
Beyond the implied move
2 / 3
Median IV change
-54.52%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±7.77% +9.64% 1.24× —
May 14, 2025 ±6.63% +20.84% 3.14× —
February 12, 2025 ±7.16% -0.03% 0.00× 53.9% → 24.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →