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Pegasystems Inc PEGA 33.57 -0.79 -2.3%

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 · $33.65
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.7% ±$0.92 $32.73 – $34.57 $32.55 – $34.75 $31.68 – $35.62
2 sessions ±3.8% ±$1.28 $32.37 – $34.93 $32.11 – $35.19 $30.90 – $36.40
3 sessions ±4.8% ±$1.61 $32.04 – $35.26 $31.74 – $35.56 $30.23 – $37.07
1 week ±6.1% ±$2.04 $31.61 – $35.69 $31.15 – $36.15 $29.30 – $38.00
2 weeks ±8.5% ±$2.86 $30.79 – $36.51 $30.11 – $37.19 $27.54 – $39.76
3 weeks ±10.1% ±$3.41 $30.24 – $37.06 $29.41 – $37.89 $26.44 – $40.86
1 month ±11.7% ±$3.93 $29.72 – $37.58 $28.74 – $38.56 $25.32 – $41.98
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
±11.74%
Average actual move
19.62%
Beyond the implied move
1 / 1
Reaction session Implied Actual Used ATM IV before → after
February 13, 2025 ±11.74% -19.62% 1.67× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →