Open
⌘K
Sign in Sign up

Alkermes Inc ALKS 45.89 0.2 0.44%

Previous-day view · Wed Nov 4 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 04, 2026 close · $45.74
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.1% ±$0.97 $44.77 – $46.71 $44.58 – $46.90 $43.66 – $47.82
2 sessions ±2.9% ±$1.34 $44.40 – $47.08 $44.11 – $47.37 $42.84 – $48.64
3 sessions ±3.7% ±$1.70 $44.04 – $47.44 $43.72 – $47.76 $42.13 – $49.35
1 week ±4.7% ±$2.15 $43.59 – $47.89 $43.10 – $48.38 $41.15 – $50.33
2 weeks ±6.6% ±$3.02 $42.72 – $48.76 $42.00 – $49.48 $39.29 – $52.19
3 weeks ±8.2% ±$3.75 $41.99 – $49.49 $41.08 – $50.40 $37.82 – $53.66
1 month ±9.8% ±$4.46 $41.28 – $50.20 $40.17 – $51.31 $36.28 – $55.20
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
±9.33%
Average actual move
5.45%
Beyond the implied move
0 / 2
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±8.56% +6.09% 0.71× —
February 12, 2025 ±10.09% +4.82% 0.48× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →