SRRK Moves

Scholar Rock Holding Corporation Common SRRK 45.5 -0.59 -1.28%

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Expected move

November 05, 2026 close · $45.50

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±3.6% ±$1.63	$43.87 – $47.13	$43.54 – $47.46	$42.00 – $49.00
2 sessions	±5.0% ±$2.27	$43.23 – $47.77	$42.75 – $48.25	$40.61 – $50.39
3 sessions	±6.3% ±$2.85	$42.65 – $48.35	$42.09 – $48.91	$39.42 – $51.58
1 week	±8.0% ±$3.63	$41.87 – $49.13	$41.06 – $49.94	$37.77 – $53.23
2 weeks	±11.2% ±$5.09	$40.41 – $50.59	$39.20 – $51.80	$34.63 – $56.37

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. SRRK reports in 3 sessions; only the horizons marked Earnings include its jump. 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

±11.54%

Average actual move

2.74%

Beyond the implied move

0 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
May 14, 2025	±11.54%	-2.74%	0.24×	—

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