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Performance Food Group Company PFGC 96.51 -4.33 -4.29%

Previous-day view · Tue Nov 3 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 03, 2026 close · $96.39
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.0% ±$1.98 $94.41 – $98.37 $94.01 – $98.77 $92.14 – $100.64
2 sessions ±2.9% ±$2.76 $93.63 – $99.15 $93.05 – $99.73 $90.45 – $102.33
3 sessions ±3.6% ±$3.47 $92.92 – $99.86 $92.25 – $100.53 $89.01 – $103.77
1 week ±4.6% ±$4.41 $91.98 – $100.80 $91.00 – $101.78 $87.00 – $105.78
2 weeks ±6.4% ±$6.19 $90.20 – $102.58 $88.74 – $104.04 $83.19 – $109.59
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. PFGC 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
±6.92%
Average actual move
4.80%
Beyond the implied move
0 / 5
Median IV change
-42.64%
Reaction session Implied Actual Used ATM IV before → after
August 12, 2026 ±6.89% -5.75% 0.83× —
May 06, 2026 ±8.21% +6.61% 0.81× —
August 13, 2025 ±5.54% +2.96% 0.53× —
May 07, 2025 ±6.94% +2.27% 0.33× —
November 06, 2024 ±7.01% +6.43% 0.92× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →