Procter & Gamble Company PG 167.32 5.26 3.25%
Expected move
November 04, 2026 close · $167.56| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±1.0% ±$1.59 | $165.97 – $169.15 | $165.65 – $169.47 | $164.14 – $170.98 |
| 2 sessions | ±1.3% ±$2.21 | $165.35 – $169.77 | $164.86 – $170.26 | $162.77 – $172.35 |
| 3 sessions | ±1.6% ±$2.73 | $164.83 – $170.29 | $164.31 – $170.81 | $161.76 – $173.36 |
| 1 week | ±2.0% ±$3.40 | $164.16 – $170.96 | $163.40 – $171.72 | $160.34 – $174.78 |
| 2 weeks | ±2.8% ±$4.76 | $162.80 – $172.32 | $161.68 – $173.44 | $157.42 – $177.70 |
| 3 weeks | ±3.4% ±$5.73 | $161.83 – $173.29 | $160.44 – $174.68 | $155.46 – $179.66 |
| 1 month | ±4.0% ±$6.75 | $160.81 – $174.31 | $159.13 – $175.99 | $153.25 – $181.87 |
Earnings: priced against what happened
Average implied move
±3.28%
Average actual move
2.51%
Beyond the implied move
2 / 6
Median IV change
-32.09%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| October 22, 2026 | ±3.04% | +5.58% | 1.83× | — |
| July 29, 2026 | ±3.13% | -1.87% | 0.60× | 28.8% → 23.0% |
| April 24, 2026 | ±3.27% | +1.70% | 0.52× | — |
| July 29, 2025 | ±3.25% | -0.32% | 0.10× | 26.3% → 17.5% |
| April 24, 2025 | ±3.46% | -3.74% | 1.08× | 29.6% → 20.5% |
| January 22, 2025 | ±3.56% | +1.87% | 0.52× | 23.2% → 14.6% |