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Xenon Pharmaceuticals Inc XENE 41.39 0.94 2.32%

Previous-day view · Tue Nov 10 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 XENE.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±9.08%
Average actual move
3.15%
Beyond the implied move
0 / 2
Reaction session Implied Actual Used ATM IV before → after
May 08, 2026 ±8.93% +0.79% 0.09× —
August 12, 2025 ±9.23% +5.51% 0.60× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →