Closed
⌘K
Sign in Sign up

Pitney Bowes Inc PBI 15.65 -0.36 -2.25%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 05, 2026 close · $15.53
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$0.28 $15.25 – $15.81 $15.20 – $15.87 $14.93 – $16.13
2 sessions ±2.5% ±$0.39 $15.14 – $15.92 $15.06 – $16.00 $14.69 – $16.37
3 sessions ±3.1% ±$0.49 $15.04 – $16.02 $14.95 – $16.12 $14.49 – $16.57
1 week ±4.0% ±$0.62 $14.91 – $16.15 $14.77 – $16.29 $14.21 – $16.86
2 weeks ±5.6% ±$0.88 $14.66 – $16.41 $14.45 – $16.61 $13.67 – $17.40
3 weeks ±7.0% ±$1.08 $14.45 – $16.61 $14.19 – $16.88 $13.25 – $17.82
1 month ±8.3% ±$1.29 $14.24 – $16.82 $13.92 – $17.14 $12.80 – $18.26
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

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

Earnings: priced against what happened

Average implied move
±11.56%
Average actual move
7.17%
Beyond the implied move
0 / 4
Median IV change
-36.81%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±9.49% -3.28% 0.35× —
February 18, 2026 ±10.74% +8.59% 0.80× —
May 08, 2025 ±12.29% +5.14% 0.42× 83.6% → 53.9%
February 12, 2025 ±13.73% +11.67% 0.85× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →