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Omeros Corporation OMER 16.92 -0.15 -0.88%

Previous-day view · Fri Nov 6 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 OMER.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±14.06%
Average actual move
46.21%
Beyond the implied move
2 / 2
Median IV change
-11.32%
Reaction session Implied Actual Used ATM IV before → after
August 13, 2026 ±14.41% +26.55% 1.84× —
November 14, 2024 ±13.72% +65.87% 4.80× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →