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LivaNova PLC Ordinary Shares LIVN 79.9 -0.31 -0.39%

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Expected move

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

Volatility premium

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

Earnings: priced against what happened

Average implied move
±9.46%
Average actual move
23.72%
Beyond the implied move
1 / 1
Reaction session Implied Actual Used ATM IV before → after
May 07, 2025 ±9.46% +23.72% 2.51× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →