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Corcept Therapeutics Inc CORT 79.22 -2.71 -3.31%

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 · $79.22
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.4% ±$3.49 $75.73 – $82.71 $75.02 – $83.42 $71.72 – $86.72
2 sessions ±6.1% ±$4.86 $74.36 – $84.08 $73.33 – $85.11 $68.74 – $89.70
3 sessions ±7.7% ±$6.12 $73.10 – $85.34 $71.92 – $86.52 $66.18 – $92.26
1 week ±9.8% ±$7.78 $71.44 – $87.00 $69.71 – $88.73 $62.64 – $95.80
2 weeks ±13.8% ±$10.92 $68.30 – $90.14 $65.71 – $92.73 $55.92 – $102.52
3 weeks ±17.1% ±$13.52 $65.70 – $92.74 $62.41 – $96.03 $50.65 – $107.79
1 month ±20.3% ±$16.11 $63.11 – $95.33 $59.11 – $99.33 $45.07 – $113.37
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
±11.63%
Average actual move
4.33%
Beyond the implied move
0 / 1
Median IV change
+1.99%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2025 ±11.63% -4.33% 0.37× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →