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Alnylam Pharmaceuticals ALNY 161.08 1.19 0.74%

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 · $161.08
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.8% ±$4.53 $156.55 – $165.61 $155.65 – $166.51 $151.37 – $170.79
2 sessions ±3.9% ±$6.30 $154.78 – $167.38 $153.44 – $168.72 $147.50 – $174.66
3 sessions ±4.9% ±$7.93 $153.15 – $169.01 $151.62 – $170.54 $144.20 – $177.96
1 week ±6.3% ±$10.07 $151.01 – $171.15 $148.76 – $173.40 $139.62 – $182.54
2 weeks ±8.8% ±$14.14 $146.94 – $175.22 $143.59 – $178.57 $130.91 – $191.25
3 weeks ±10.6% ±$17.03 $144.05 – $178.11 $139.91 – $182.25 $125.11 – $197.05
1 month ±12.2% ±$19.59 $141.49 – $180.67 $136.63 – $185.53 $119.55 – $202.61
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
±7.37%
Average actual move
2.34%
Beyond the implied move
0 / 2
Median IV change
-30.00%
Reaction session Implied Actual Used ATM IV before → after
February 12, 2026 ±7.76% -4.28% 0.55× —
February 13, 2025 ±6.97% -0.40% 0.06× 54.3% → 36.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →