IOVA Moves

Iovance Biotherapeutics IOVA 8.48 -1.08 -11.3%

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Expected move

October 30, 2026 close · $8.40

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±6.3% ±$0.54	$7.87 – $8.94	$7.76 – $9.05	$7.26 – $9.55
2 sessions	±8.8% ±$0.75	$7.66 – $9.15	$7.50 – $9.31	$6.80 – $10.01
3 sessions	±11.1% ±$0.94	$7.47 – $9.34	$7.29 – $9.52	$6.41 – $10.40
1 week	±14.1% ±$1.19	$7.22 – $9.59	$6.95 – $9.86	$5.87 – $10.94

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. IOVA reports in 4 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

±19.96%

Average actual move

19.39%

Beyond the implied move

0 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
February 28, 2025	±19.96%	-19.39%	0.97×	—

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