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PagerDuty PD 15.68 -0.55 -3.39%

Previous-day view · Fri Nov 6 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 06, 2026 close · $15.74
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.6% ±$0.42 $15.33 – $16.16 $15.25 – $16.24 $14.86 – $16.63
2 sessions ±3.6% ±$0.58 $15.17 – $16.32 $15.05 – $16.44 $14.51 – $16.98
3 sessions ±4.6% ±$0.72 $15.03 – $16.46 $14.89 – $16.60 $14.21 – $17.28
1 week ±5.8% ±$0.92 $14.83 – $16.66 $14.63 – $16.86 $13.80 – $17.69
2 weeks ±8.2% ±$1.29 $14.46 – $17.03 $14.16 – $17.33 $13.01 – $18.48
3 weeks ±10.1% ±$1.58 $14.16 – $17.33 $13.77 – $17.72 $12.39 – $19.10
1 month ±12.0% ±$1.90 $13.85 – $17.64 $13.38 – $18.11 $11.73 – $19.76
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. PD reports in 13 sessions; 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
±13.52%
Average actual move
10.25%
Beyond the implied move
1 / 2
Median IV change
-16.94%
Reaction session Implied Actual Used ATM IV before → after
March 13, 2026 ±13.76% -2.75% 0.20× —
March 14, 2025 ±13.29% +17.75% 1.33× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →