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ImmunityBio IBRX 8.93 0.64 7.72%

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 · $8.86
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.9% ±$0.43 $8.43 – $9.29 $8.34 – $9.38 $7.93 – $9.79
2 sessions ±6.8% ±$0.60 $8.26 – $9.46 $8.13 – $9.59 $7.56 – $10.16
3 sessions ±8.6% ±$0.76 $8.10 – $9.62 $7.96 – $9.77 $7.25 – $10.48
1 week ±10.9% ±$0.97 $7.90 – $9.83 $7.68 – $10.04 $6.81 – $10.91
2 weeks Earnings ±19.7% ±$1.75 $7.12 – $10.61 $6.71 – $11.02 $5.18 – $12.54
3 weeks Earnings ±22.8% ±$2.02 $6.84 – $10.88 $6.36 – $11.36 $4.62 – $13.10
1 month Earnings ±25.9% ±$2.30 $6.57 – $11.16 $6.01 – $11.71 $4.04 – $13.69
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. IBRX reports in 10 sessions; only the horizons marked Earnings include its jump. 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
±11.01%
Average actual move
9.17%
Beyond the implied move
0 / 1
Reaction session Implied Actual Used ATM IV before → after
November 12, 2024 ±11.01% -9.17% 0.83× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →