PCG Moves

PG&E Corporation PCG 13.23 -0.17 -1.27%

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 · $13.23

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.6% ±$0.34	$12.89 – $13.57	$12.82 – $13.64	$12.49 – $13.97
2 sessions	±3.6% ±$0.48	$12.75 – $13.71	$12.65 – $13.81	$12.20 – $14.26
3 sessions	±4.5% ±$0.60	$12.63 – $13.83	$12.51 – $13.95	$11.95 – $14.51
1 week	±5.8% ±$0.76	$12.47 – $13.99	$12.29 – $14.17	$11.60 – $14.86
2 weeks	±8.1% ±$1.07	$12.16 – $14.30	$11.90 – $14.56	$10.94 – $15.52
3 weeks	±10.5% ±$1.39	$11.84 – $14.62	$11.50 – $14.96	$10.29 – $16.17
1 month	±12.5% ±$1.66	$11.57 – $14.89	$11.16 – $15.30	$9.71 – $16.75

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

±3.67%

Average actual move

0.82%

Beyond the implied move

0 / 4

Median IV change

-13.31%

Reaction session	Implied	Actual	Used	ATM IV before → after
October 22, 2026	±3.69%	-1.29%	0.35×	—
July 31, 2025	±4.28%	0.00%	0.00×	42.3% → 36.7%
April 24, 2025	±2.77%	-0.86%	0.31×	30.1% → 30.5%
February 13, 2025	±3.96%	-1.12%	0.28×	38.7% → 32.0%

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →