RGEN Moves

Repligen Corp RGEN 173.49 5.01 2.97%

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Expected move

November 06, 2026 close · $173.49

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.6% ±$4.51	$168.98 – $178.00	$168.06 – $178.92	$163.81 – $183.17
2 sessions	±3.6% ±$6.28	$167.21 – $179.77	$165.87 – $181.11	$159.94 – $187.04
3 sessions	±4.6% ±$7.91	$165.58 – $181.40	$164.05 – $182.93	$156.64 – $190.34
1 week	±5.8% ±$10.05	$163.44 – $183.54	$161.19 – $185.79	$152.06 – $194.92
2 weeks	±8.1% ±$14.10	$159.39 – $187.59	$156.04 – $190.94	$143.39 – $203.59
3 weeks	±9.6% ±$16.69	$156.80 – $190.18	$152.74 – $194.24	$138.22 – $208.76
1 month	±11.1% ±$19.33	$154.16 – $192.82	$149.37 – $197.61	$132.53 – $214.45

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

±10.94%

Average actual move

7.09%

Beyond the implied move

0 / 2

Median IV change

-24.18%

Reaction session	Implied	Actual	Used	ATM IV before → after
May 05, 2026	±12.44%	+6.26%	0.50×	—
February 20, 2025	±9.45%	+7.92%	0.84×	58.5% → 45.5%

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