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Insulet Corporation PODD 165.02 10.16 6.56%

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Expected move

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

Volatility premium

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

Earnings: priced against what happened

Average implied move
±9.06%
Average actual move
9.34%
Beyond the implied move
1 / 5
Median IV change
-40.66%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±10.86% -9.70% 0.89× —
February 18, 2026 ±9.15% +4.76% 0.52× —
August 07, 2025 ±9.59% +9.47% 0.99× —
May 09, 2025 ±6.17% +20.88% 3.39× —
February 21, 2025 ±9.50% -1.90% 0.20× 50.6% → 30.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →