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LENZ Therapeutics LENZ 3.5 0.49 16.28%

Previous-day view · Fri Nov 6 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

No chain in the last ten days can size a move for LENZ.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±16.55%
Average actual move
12.04%
Beyond the implied move
1 / 2
Reaction session Implied Actual Used ATM IV before → after
August 12, 2026 ±15.83% -3.26% 0.21× —
May 12, 2026 ±17.27% -20.82% 1.21× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →