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Organon & Co OGN 13.84 0.03 0.22%

Previous-day view · Fri Oct 30 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 OGN.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±11.27%
Average actual move
9.99%
Beyond the implied move
2 / 4
Median IV change
-11.29%
Reaction session Implied Actual Used ATM IV before → after
February 12, 2026 ±14.63% -8.19% 0.56× —
August 05, 2025 ±10.86% -13.13% 1.21× —
February 13, 2025 ±9.69% +11.02% 1.14× —
August 06, 2024 ±9.91% -7.63% 0.77× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →