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ANI Pharmaceuticals ANIP 67.41 -2.21 -3.17%

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Expected move

No chain in the last ten days can size a move for ANIP.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±11.88%
Average actual move
18.07%
Beyond the implied move
1 / 1
Reaction session Implied Actual Used ATM IV before → after
August 08, 2025 ±11.88% +18.07% 1.52× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →