Compugen Ltd (CGEN) Expected Move

Tracking the CGEN expected move helps you see how far Compugen Ltd's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Compugen Ltd's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the CGEN expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For CGEN, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The CGEN expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Compugen Ltd is unlikely to go.

Compugen Ltd., a clinical-stage therapeutic discovery and development company, researches, develops, and commercializes therapeutic and product candidates in Israel, the United States, and Europe. The company's immuno-oncology pipeline consists of COM701, an anti-PVRIG antibody that is in Phase I clinical study used for the treatment of solid tumors; COM902, a therapeutic antibody targeting TIGIT, which is in Phase I clinical study in patients with advanced malignancies as a monotherapy; Bapotulimab, a therapeutic antibody targeting ILDR2 that is in Phase I clinical study in patients with solid tumors; and AZD2936, a novel anti-TIGIT/PD-1 bispecific antibody, which is in Phase I/II clinical study in patients with advanced or metastatic non-small cell lung cancer.

Its therapeutic pipeline also includes early-stage immuno-oncology programs focused primarily on myeloid targets. The company has collaboration agreement with Bayer Pharma AG for the research, development, and commercialization of antibody-based therapeutics against the company's immune checkpoint regulators; Bristol-Myers Squibb to evaluate the safety and tolerability of COM701 in combination with Bristol-Myers Squibb's PD-1 immune checkpoint inhibitor Opdivo in patients with advanced solid tumors; and Johns Hopkins School of Medicine to evaluate novel T cell and myeloid checkpoint targets. It has license agreement with AstraZeneca for the development of bi-specific and multi-specific immuno-oncology antibody products; and research collaboration with Johns Hopkins University for myeloid. Compugen Ltd. was incorporated in 1993 and is headquartered in Holon, Israel.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the CGEN expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Compugen Ltd expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about CGEN.