Gilead Sciences, Inc. (GILD)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 12:36 UTC · Figures derived from the full chain (1,220 contracts, 17 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±8.6% (range 143.37–170.31) by Nov 20, 2026. ATM straddle: 13.47 @ strike 155 · ATM IV: 34.8%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 141.16 | -10% | 83.4% | 16.6% |
| 149.00 | -5% | 67.2% | 32.8% |
| 156.84 | +0% | 47.9% | 52.1% |
| 164.68 | +5% | 30.0% | 70.0% |
| 172.52 | +10% | 16.4% | 83.6% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | ±3.7% | 33.1% | 14.9K |
| Oct 30, 2026 | 11 | ±6.8% | 43.5% | 2,125 |
| Nov 06, 2026 | 18 | ±7.6% | 39.7% | 1,603 |
| Nov 13, 2026 | 25 | ±8.3% | 37.4% | 635 |
| Nov 20, 2026 | 32 | ±8.6% | 34.8% | 41.0K |
| Nov 27, 2026 | 39 | ±9.6% | 35.4% | 235 |
| Dec 18, 2026 | 60 | ±11.2% | 33.5% | 16.7K |
| Jan 15, 2027 | 88 | ±12.9% | 32.5% | 34.5K |
| Feb 19, 2027 | 123 | ±15.2% | 32.8% | 2,600 |
| Mar 19, 2027 | 151 | ±16.8% | 32.8% | 8,337 |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 140 P · 14.0K165 C · 12.9K150 C · 5,714155 C · 4,921170 C · 4,533
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 93 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 80.6% of the time.
Past earnings reactions
Avg |reaction| 4.0% · median 3.3% (20 reports). Two-session close-to-close window; definition
About Gilead Sciences, Inc.
Gilead Sciences, Inc. is a global biopharmaceutical enterprise, with operations spanning the United States, Europe, and numerous international markets. Its core mission involves discovering, developing, and commercializing innovative medications to address critical health needs. The company's extensive product portfolio encompasses treatments for a variety of severe conditions. For HIV/AIDS, it supplies key therapies such as Biktarvy, Genvoya, Descovy, Odefsey, Truvada, Complera/Eviplera, Stribild, and Atripla. In response to the 2019 coronavirus pandemic, Gilead provides Veklury, an injectable drug for intravenous administration. Its offerings for liver diseases include Epclusa, Harvoni, Vosevi, Vemlidy, and Viread. Furthermore, Gilead assists patients battling hematological disorders, various cancers, and those undergoing cell therapy, through products like Yescarta, Tecartus, Trodelvy, and Zydelig. Other specialized medicines include Letairis, an oral drug for pulmonary arterial hypertension; Ranexa, also an oral medication, for chronic angina; and AmBisome, a liposomal formulation designed to combat serious invasive fungal infections. Gilead Sciences, Inc. actively engages in c
Healthcare · Drug Manufacturers - General · NASDAQ · Profile: Financial Modeling Prep
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