Open
⌘K
Sign in Sign up

BridgeBio Pharma BBIO 77.89 3.86 5.21%

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 · $76.65
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.2% ±$1.67 $74.98 – $78.32 $74.64 – $78.66 $73.06 – $80.24
2 sessions ±3.0% ±$2.32 $74.33 – $78.97 $73.83 – $79.47 $71.64 – $81.66
3 sessions ±3.8% ±$2.93 $73.72 – $79.58 $73.15 – $80.15 $70.42 – $82.88
1 week ±4.8% ±$3.72 $72.93 – $80.37 $72.10 – $81.20 $68.72 – $84.58
2 weeks ±6.8% ±$5.22 $71.43 – $81.87 $70.20 – $83.10 $65.51 – $87.79
3 weeks ±8.5% ±$6.49 $70.16 – $83.14 $68.58 – $84.72 $62.94 – $90.36
1 month ±10.1% ±$7.76 $68.89 – $84.41 $66.95 – $86.35 $60.19 – $93.11
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
±11.07%
Average actual move
3.48%
Beyond the implied move
0 / 3
Median IV change
-18.60%
Reaction session Implied Actual Used ATM IV before → after
May 08, 2026 ±8.67% -0.09% 0.01× —
August 06, 2025 ±14.12% -8.94% 0.63× —
February 20, 2025 ±10.40% +1.42% 0.14× 69.5% → 55.1%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →