Closed
⌘K
Sign in Sign up

Pagaya Technologies Ltd PGY 17.41 -1.71 -8.94%

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 · $17.44
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.4% ±$0.59 $16.85 – $18.03 $16.73 – $18.15 $16.17 – $18.71
2 sessions ±4.7% ±$0.82 $16.62 – $18.26 $16.45 – $18.44 $15.67 – $19.21
3 sessions ±5.9% ±$1.04 $16.41 – $18.48 $16.21 – $18.68 $15.24 – $19.64
1 week ±7.5% ±$1.32 $16.13 – $18.76 $15.83 – $19.05 $14.64 – $20.24
2 weeks ±10.6% ±$1.85 $15.60 – $19.29 $15.16 – $19.72 $13.50 – $21.38
3 weeks ±12.7% ±$2.22 $15.23 – $19.66 $14.69 – $20.20 $12.76 – $22.12
1 month ±14.8% ±$2.57 $14.87 – $20.01 $14.23 – $20.65 $11.99 – $22.90
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
±17.97%
Average actual move
8.31%
Beyond the implied move
1 / 4
Median IV change
-30.77%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±18.37% +4.52% 0.25× 144.6% → 82.8%
August 07, 2025 ±15.07% -2.36% 0.16× 120.9% → 83.7%
May 07, 2025 ±18.28% -2.09% 0.11× 139.3% → 97.8%
February 13, 2025 ±20.16% +24.28% 1.20× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →