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PPG Industries PPG 127.27 6.03 4.97%

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 · $127.27
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.2% ±$1.49 $125.78 – $128.76 $125.48 – $129.06 $124.08 – $130.46
2 sessions ±1.6% ±$2.07 $125.20 – $129.34 $124.76 – $129.78 $122.80 – $131.74
3 sessions ±2.0% ±$2.61 $124.66 – $129.88 $124.15 – $130.39 $121.71 – $132.83
1 week ±2.6% ±$3.32 $123.95 – $130.59 $123.21 – $131.33 $120.21 – $134.33
2 weeks ±3.8% ±$4.86 $122.41 – $132.13 $121.26 – $133.28 $116.90 – $137.64
3 weeks ±4.7% ±$5.99 $121.28 – $133.26 $119.81 – $134.73 $114.59 – $139.95
1 month ±5.5% ±$6.99 $120.28 – $134.26 $118.54 – $136.00 $112.46 – $142.08
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
±4.15%
Average actual move
5.04%
Beyond the implied move
3 / 4
Median IV change
-6.46%
Reaction session Implied Actual Used ATM IV before → after
July 29, 2026 ±3.87% -6.03% 1.56× —
April 29, 2026 ±5.32% -2.78% 0.52× —
July 30, 2025 ±4.01% -5.33% 1.33× 29.5% → 29.2%
January 31, 2025 ±3.42% -6.00% 1.75× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →