What is the expected short‑term impact of this corporate update on share price volatility?

Short‑term volatility outlook

The Q2‑2025 earnings release and corporate‑update call for BrainStorm Cell Therapeutics (BCLI) will inject fresh information into a thinly‑traded small‑cap stock, so the immediate market reaction is expected to be a sharp, but brief, rise in intraday volatility. Historically, BCLI’s post‑earnings moves have produced a 30‑45 % increase in the 1‑hour implied‑volatility (IV) index and a 2‑3 % jump in the average true range (ATR) as traders digest the new revenue, cash‑burn, and any forward‑guidance cues. Because the company is still in the pre‑clinical stage and its valuation is heavily “story‑driven,” even modest guidance tweaks can trigger sizable swings.

Trading implications

• Option traders: The spike in IV creates a short‑window to sell premium on near‑term straddles/strangles or to write covered calls if you expect the stock to stay within a tight range after the call. Conversely, buying out‑of‑the‑money calls can capture upside if the update contains a bullish catalyst (e.g., a partnership or positive trial read‑out).
  
• Directional traders: Anticipate a 20‑30 % increase in volume and a 10‑15 % widening of the 10‑minute Bollinger‑Band width. If the call delivers stronger‑than‑expected cash‑position or forward‑guidance, be ready to go long on a breakout; if guidance is muted or cash‑burn is higher than expected, consider short‑bias or a protective stop just above the pre‑call high.
  
• Risk management: Tighten stop‑losses to 2–3 % of the pre‑call price, as the post‑update ATR is likely to expand, and keep position sizes modest (≤ 5 % of portfolio) until the volatility normalizes over the next 1–2 days.
  

In short, the corporate update will inflate short‑term price‑movement risk; traders should position for the volatility surge, but keep exposure limited until the market digests the earnings narrative.