MYGN Moves

Myriad Genetics Inc MYGN 5.92 -0.37 -5.88%

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Expected move

November 06, 2026 close · $5.94

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±4.1% ±$0.24	$5.70 – $6.18	$5.65 – $6.23	$5.42 – $6.46
2 sessions	±5.7% ±$0.34	$5.60 – $6.28	$5.53 – $6.35	$5.21 – $6.67
3 sessions	±7.2% ±$0.42	$5.51 – $6.36	$5.43 – $6.45	$5.03 – $6.84
1 week	±9.1% ±$0.54	$5.40 – $6.48	$5.28 – $6.60	$4.79 – $7.09
2 weeks	±12.8% ±$0.76	$5.18 – $6.70	$5.00 – $6.88	$4.32 – $7.56
3 weeks	±15.8% ±$0.94	$5.00 – $6.88	$4.77 – $7.10	$3.95 – $7.92
1 month	±18.8% ±$1.12	$4.82 – $7.06	$4.54 – $7.33	$3.57 – $8.31

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

±18.09%

Average actual move

46.51%

Beyond the implied move

1 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
August 06, 2025	±18.09%	+46.51%	2.57×	—

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