ROIV Moves

Roivant Sciences Ltd ROIV 38.88 2.26 6.17%

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Expected move

November 06, 2026 close · $38.92

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±4.0% ±$1.56	$37.36 – $40.48	$37.05 – $40.80	$35.58 – $42.27
2 sessions	±5.6% ±$2.17	$36.76 – $41.09	$36.29 – $41.55	$34.24 – $43.60
3 sessions	±7.0% ±$2.74	$36.19 – $41.66	$35.67 – $42.18	$33.10 – $44.74
1 week	±8.9% ±$3.48	$35.45 – $42.40	$34.68 – $43.17	$31.52 – $46.32
2 weeks	±12.5% ±$4.88	$34.05 – $43.80	$32.89 – $44.95	$28.53 – $49.32

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. ROIV reports in 1 session; 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

±6.36%

Average actual move

1.85%

Beyond the implied move

0 / 2

Reaction session	Implied	Actual	Used	ATM IV before → after
August 11, 2025	±6.74%	-2.79%	0.41×	—
February 10, 2025	±5.97%	-0.92%	0.15×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →