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BioNTech SE American Depositary Share BNTX 85.6 0.56 0.66%

Previous-day view · Fri Nov 13 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 13, 2026 close · $85.45
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$1.56 $83.89 – $87.01 $83.58 – $87.32 $82.10 – $88.80
2 sessions ±2.5% ±$2.17 $83.28 – $87.62 $82.82 – $88.08 $80.77 – $90.13
3 sessions ±3.2% ±$2.73 $82.72 – $88.18 $82.19 – $88.71 $79.63 – $91.27
1 week ±4.1% ±$3.48 $81.97 – $88.93 $81.20 – $89.70 $78.04 – $92.86
2 weeks ±5.9% ±$5.01 $80.44 – $90.46 $79.25 – $91.65 $74.76 – $96.14
3 weeks ±7.3% ±$6.25 $79.20 – $91.70 $77.67 – $93.23 $72.23 – $98.67
1 month ±8.8% ±$7.49 $77.96 – $92.94 $76.10 – $94.80 $69.57 – $101.33
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
±9.29%
Average actual move
3.30%
Beyond the implied move
0 / 4
Median IV change
-19.18%
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±9.01% -3.88% 0.43× 64.3% → 48.7%
August 04, 2025 ±8.20% +2.51% 0.31× 52.4% → 43.6%
May 05, 2025 ±10.15% -3.66% 0.36× 64.9% → 49.0%
March 10, 2025 ±9.79% -3.15% 0.32× 62.2% → 56.6%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →