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Zevra Therapeutics ZVRA 11.16 -0.69 -5.82%

Previous-day view · Thu Nov 12 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

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

Volatility premium

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

Earnings: priced against what happened

Average implied move
±14.85%
Average actual move
11.02%
Beyond the implied move
1 / 2
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±13.33% -2.22% 0.17× —
August 13, 2025 ±16.37% -19.81% 1.21× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →