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Halozyme Therapeutics HALO 130.34 1.72 1.34%

Previous-day view · Wed Nov 4 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 04, 2026 close · $130.26
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.9% ±$2.53 $127.74 – $132.79 $127.23 – $133.30 $124.85 – $135.68
2 sessions ±2.7% ±$3.52 $126.75 – $133.78 $126.01 – $134.52 $122.70 – $137.83
3 sessions ±3.4% ±$4.42 $125.85 – $134.68 $124.99 – $135.54 $120.85 – $139.68
1 week ±4.3% ±$5.62 $124.65 – $135.88 $123.39 – $137.14 $118.29 – $142.24
2 weeks ±6.0% ±$7.89 $122.38 – $138.15 $120.51 – $140.02 $113.43 – $147.10
3 weeks ±7.5% ±$9.77 $120.50 – $140.03 $118.12 – $142.41 $109.63 – $150.90
1 month ±8.9% ±$11.64 $118.63 – $141.90 $115.74 – $144.79 $105.61 – $154.92
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. HALO reports in 2 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
±7.01%
Average actual move
3.17%
Beyond the implied move
1 / 3
Median IV change
-13.66%
Reaction session Implied Actual Used ATM IV before → after
May 12, 2026 ±6.10% +6.81% 1.12× —
August 06, 2025 ±7.69% +2.48% 0.32× —
February 19, 2025 ±7.25% -0.22% 0.03× 38.2% → 33.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →