PTCT Moves

PTC Therapeutics PTCT 68.12 7.24 11.89%

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Expected move

November 03, 2026 close · $67.83

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.3% ±$1.54	$66.29 – $69.37	$65.98 – $69.68	$64.52 – $71.14
2 sessions	±3.2% ±$2.14	$65.69 – $69.97	$65.23 – $70.43	$63.20 – $72.46
3 sessions	±4.0% ±$2.70	$65.13 – $70.53	$64.61 – $71.05	$62.08 – $73.58
1 week	±5.1% ±$3.43	$64.40 – $71.26	$63.63 – $72.03	$60.52 – $75.14
2 weeks	±7.1% ±$4.82	$63.01 – $72.65	$61.87 – $73.79	$57.55 – $78.11
3 weeks	±8.8% ±$5.96	$61.87 – $73.79	$60.42 – $75.24	$55.23 – $80.43
1 month	±10.5% ±$7.10	$60.73 – $74.93	$58.96 – $76.70	$52.76 – $82.90

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

±11.27%

Average actual move

12.08%

Beyond the implied move

1 / 2

Reaction session	Implied	Actual	Used	ATM IV before → after
May 08, 2026	±11.28%	+14.27%	1.26×	—
August 08, 2025	±11.27%	-9.89%	0.88×	—

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