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Byrna Technologies BYRN 3.83 0.09 2.41%

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Expected move

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

Volatility premium

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

Earnings: priced against what happened

Average implied move
±14.36%
Average actual move
21.18%
Beyond the implied move
1 / 1
Reaction session Implied Actual Used ATM IV before → after
October 09, 2025 ±14.36% +21.18% 1.47× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →