NTLA Moves

Intellia Therapeutics NTLA 11.35 0.25 2.25%

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Expected move

November 06, 2026 close · $11.35

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±4.0% ±$0.46	$10.89 – $11.81	$10.80 – $11.90	$10.37 – $12.33
2 sessions	±5.6% ±$0.63	$10.72 – $11.98	$10.58 – $12.12	$9.98 – $12.72
3 sessions	±7.0% ±$0.80	$10.55 – $12.15	$10.40 – $12.30	$9.65 – $13.05
1 week	±8.9% ±$1.01	$10.34 – $12.36	$10.11 – $12.59	$9.19 – $13.51
2 weeks	±12.6% ±$1.42	$9.93 – $12.77	$9.59 – $13.11	$8.31 – $14.39

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

±11.40%

Average actual move

7.96%

Beyond the implied move

1 / 2

Median IV change

+8.01%

Reaction session	Implied	Actual	Used	ATM IV before → after
May 11, 2026	±9.76%	+2.34%	0.24×	—
May 08, 2025	±13.03%	+13.58%	1.04×	—

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