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Perion Network Ltd PERI 11.39 -0.01 -0.09%

Previous-day view · Tue Nov 10 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

No chain in the last ten days can size a move for PERI.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±10.23%
Average actual move
11.89%
Beyond the implied move
2 / 3
Reaction session Implied Actual Used ATM IV before → after
August 11, 2025 ±10.53% -9.99% 0.95× —
May 13, 2025 ±8.88% +13.38% 1.51× —
February 19, 2025 ±11.28% -12.31% 1.09× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →