PCTY Moves

Paylocity Holding Corporation Common Stock PCTY 169.57 -1.39 -0.81%

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 · $169.57

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session Earnings	±6.0% ±$10.17	$159.40 – $179.74	$156.82 – $182.32	$147.39 – $191.75
2 sessions Earnings	±6.6% ±$11.21	$158.36 – $180.78	$155.61 – $183.53	$145.27 – $193.87
3 sessions Earnings	±7.2% ±$12.18	$157.39 – $181.75	$154.58 – $184.56	$143.44 – $195.70
1 week Earnings	±7.9% ±$13.33	$156.24 – $182.90	$153.00 – $186.14	$141.54 – $197.60
2 weeks Earnings	±9.2% ±$15.57	$154.00 – $185.14	$150.34 – $188.80	$136.74 – $202.40
3 weeks Earnings	±10.3% ±$17.43	$152.14 – $187.00	$147.98 – $191.16	$132.94 – $206.20
1 month Earnings	±11.4% ±$19.36	$150.21 – $188.93	$145.52 – $193.62	$128.84 – $210.30

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. PCTY reports in 1 session; only the horizons marked Earnings include its jump. 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

±9.82%

Average actual move

2.26%

Beyond the implied move

0 / 2

Median IV change

-45.32%

Reaction session	Implied	Actual	Used	ATM IV before → after
May 08, 2026	±11.27%	+1.70%	0.15×	—
August 06, 2025	±8.36%	+2.81%	0.34×	63.2% → 33.2%

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