ZVRA Moves

Zevra Therapeutics ZVRA 12.14 0.55 4.75%

Previous-day view · Mon Nov 9 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

November 09, 2026 close · $12.00

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.6% ±$0.31	$11.69 – $12.31	$11.63 – $12.37	$11.33 – $12.67
2 sessions	±3.6% ±$0.43	$11.57 – $12.43	$11.47 – $12.53	$11.06 – $12.94
3 sessions	±4.6% ±$0.55	$11.45 – $12.55	$11.35 – $12.65	$10.84 – $13.16
1 week	±5.8% ±$0.69	$11.31 – $12.69	$11.15 – $12.85	$10.52 – $13.48
2 weeks	±8.1% ±$0.98	$11.02 – $12.98	$10.79 – $13.21	$9.92 – $14.08
3 weeks	±10.1% ±$1.21	$10.79 – $13.21	$10.50 – $13.50	$9.45 – $14.55
1 month	±12.0% ±$1.44	$10.56 – $13.44	$10.20 – $13.80	$8.95 – $15.05

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

±14.85%

Average actual move

11.02%

Beyond the implied move

1 / 2

Reaction session	Implied	Actual	Used	ATM IV before → after
May 07, 2026	±13.33%	-2.22%	0.17×	—
August 13, 2025	±16.37%	-19.81%	1.21×	—

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