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Penske Automotive Group PAG 212.36 0.16 0.08%

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Expected move

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

Volatility premium

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

Earnings: priced against what happened

Average implied move
±4.40%
Average actual move
6.83%
Beyond the implied move
1 / 1
Reaction session Implied Actual Used ATM IV before → after
February 13, 2025 ±4.40% +6.83% 1.55× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →