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Atrium Therapeutics RNA 7.96 -0.27 -3.28%

Previous-day view · Wed Nov 11 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 RNA.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±11.11%
Average actual move
3.46%
Beyond the implied move
0 / 2
Reaction session Implied Actual Used ATM IV before → after
November 08, 2024 ±11.94% -1.66% 0.14× —
August 12, 2024 ±10.28% -5.26% 0.51× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →