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Progyny PGNY 30.1 1.04 3.58%

Previous-day view · Wed Nov 4 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 04, 2026 close · $30.22
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.6% ±$1.08 $29.14 – $31.30 $28.93 – $31.52 $27.91 – $32.54
2 sessions ±5.0% ±$1.50 $28.72 – $31.72 $28.40 – $32.04 $26.98 – $33.46
3 sessions ±6.3% ±$1.89 $28.33 – $32.11 $27.97 – $32.48 $26.20 – $34.25
1 week ±8.0% ±$2.40 $27.82 – $32.62 $27.28 – $33.16 $25.10 – $35.34
2 weeks ±11.2% ±$3.37 $26.85 – $33.59 $26.05 – $34.39 $23.03 – $37.41
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. PGNY 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
±13.14%
Average actual move
5.12%
Beyond the implied move
0 / 2
Median IV change
-51.42%
Reaction session Implied Actual Used ATM IV before → after
August 08, 2025 ±13.12% -0.91% 0.07× 109.9% → 41.4%
May 09, 2025 ±13.16% -9.33% 0.71× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →