Biotech Stock Catalyst Report for Options Trading

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Report Date: 3-Apr-2020

One of the ways that traders use options is to trade around significant catalyst-driven moves in stocks. Biotechnology is an industry that is known for having volatile moves around certain key events -- such as clinical trial results, healthcare conferences, and the announcement of PDUFA (Prescription Drug User Fee Act) news.

If traders know about these catalyst events ahead of time, they can apply strategies using options to take advantage of the stock movement.

The following table lists upcoming potential catalyst events and the option expirations that cover those anticipated event dates. You can see the current option straddle implied move compared to historical moves for the same time period.

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In My Watchlist

-Any-Market Cap < $1 BillionMarket Cap < $5 BillionMarket Cap > $30 Billion
-Any-Stock Price UpStock Price Down
-Any-Clinical TrialsPDUFACompany Events
-Any-Clinical Trial Phase 1Phase 2Phase 3Phase 4
-Any-Avg Daily Option Volume Over 1,000Over 5,000Over 10,000
-Any-Implied vs Avg Move Ratio Above 1.0Below 1.0
-Any-Implied vs Max Move Ratio Above 0.8Below 0.8

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Healthcare Stock Info Potential Catalyst Event Options Covering Event Option Implied Move vs. Historical Moves
(6-Year Historical Avg)
Event Notes
Symbol Current
Price
% Chg Market
Cap
Event Title Date Dates listed are provided from publicly-available filings announced by the companies. In many cases, these dates are estimates and are subject to change at any time. Expiration
Date
Open
Interest
Implied
Move
Based on the options straddle price, the current implied move between now and expiration. Non-directional, could be up or down.
Historical
Abs Avg
Move
Over the past 6 years of observations within the historical distribution, the absolute average move for periods with the same # of days as the current days to go until expiration.
Ratio Implied
to Hist
Abs Avg
A ratio of the current implied move to the historical absolute average move. 1.0 is equal. Anything above 1.0 suggests the implied move has a greater magnitude than the historical absolute average.
Historical
Abs Max
Move
Over the past 6 years of observations within the historical distribution, the maximum absolute move (either direction) for periods with the same # of days as the current days to go until expiration.
Ratio Implied
to Hist
Abs Max
A ratio of the current implied move to the historical absolute maximum move. 1.0 is equal. Anything above 1.0 suggests the implied move has a greater magnitude than the historical absolute maximum.
Notes

Notice: Dates listed on this report are provided by publicly-available announcements from the companies. In many cases, the dates are estimates, and they are subject to change at any time.

Hover over Event Title or Event Date for more details.

Click on the Expiration Date to be taken directly to the option chain for that expiration.