NKTR Moves

Nektar Therapeutics NKTR 36.15 -2.33 -6.06%

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Expected move

November 05, 2026 close · $36.41

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±3.4% ±$1.24	$35.17 – $37.66	$34.91 – $37.92	$33.73 – $39.10
2 sessions	±4.8% ±$1.73	$34.68 – $38.15	$34.31 – $38.52	$32.67 – $40.16
3 sessions	±6.0% ±$2.19	$34.23 – $38.60	$33.81 – $39.02	$31.76 – $41.07
1 week	±7.6% ±$2.77	$33.64 – $39.19	$33.02 – $39.81	$30.49 – $42.34
2 weeks	±10.7% ±$3.91	$32.51 – $40.32	$31.59 – $41.24	$28.09 – $44.74
3 weeks	±13.3% ±$4.83	$31.59 – $41.24	$30.41 – $42.42	$26.21 – $46.62
1 month	±15.8% ±$5.76	$30.66 – $42.17	$29.23 – $43.60	$24.22 – $48.61

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. NKTR reports in 6 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

±10.19%

Average actual move

3.87%

Beyond the implied move

0 / 3

Median IV change

-25.61%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 14, 2026	±8.03%	-3.82%	0.48×	—
May 08, 2026	±10.14%	-1.78%	0.18×	—
August 08, 2025	±12.41%	+6.02%	0.49×	103.6% → 77.1%

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