ICLR Moves

Icon Plc ICLR 201.65 -1.46 -0.72%

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Expected move

November 05, 2026 close · $201.01

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.4% ±$4.88	$196.13 – $205.89	$195.14 – $206.88	$190.52 – $211.50
2 sessions	±3.4% ±$6.79	$194.22 – $207.80	$192.77 – $209.25	$186.34 – $215.68
3 sessions	±4.3% ±$8.56	$192.45 – $209.57	$190.80 – $211.22	$182.78 – $219.24
1 week	±5.4% ±$10.89	$190.12 – $211.90	$187.70 – $214.32	$177.81 – $224.21
2 weeks	±7.6% ±$15.28	$185.73 – $216.29	$182.12 – $219.90	$168.43 – $233.59
3 weeks	±8.9% ±$17.89	$183.12 – $218.90	$178.78 – $223.24	$163.22 – $238.80
1 month	±10.1% ±$20.28	$180.73 – $221.29	$175.68 – $226.34	$158.01 – $244.01

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

±8.99%

Average actual move

5.50%

Beyond the implied move

0 / 1

Median IV change

-25.82%

Reaction session	Implied	Actual	Used	ATM IV before → after
February 20, 2025	±8.99%	+5.50%	0.61×	48.5% → 36.5%

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