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Altimmune ALT 2.08 0.11 5.58%

Previous-day view · Fri Nov 6 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 ALT.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±12.71%
Average actual move
10.16%
Beyond the implied move
1 / 5
Median IV change
-21.14%
Reaction session Implied Actual Used ATM IV before → after
August 12, 2026 ±8.33% -2.33% 0.28× —
August 12, 2025 ±11.83% +7.10% 0.60× —
May 13, 2025 ±18.30% -4.16% 0.23× 218.2% → 153.2%
February 27, 2025 ±10.10% +8.08% 0.80× 105.4% → 92.2%
November 12, 2024 ±14.97% +29.12% 1.95× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →