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Perpetua Resources Corp PPTA 16.75 0.4 2.45%

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 · $16.93
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.3% ±$0.56 $16.37 – $17.49 $16.26 – $17.60 $15.73 – $18.13
2 sessions ±4.6% ±$0.78 $16.15 – $17.71 $15.99 – $17.87 $15.26 – $18.60
3 sessions ±5.8% ±$0.98 $15.95 – $17.91 $15.77 – $18.09 $14.85 – $19.01
1 week ±7.3% ±$1.24 $15.69 – $18.17 $15.41 – $18.45 $14.29 – $19.57
2 weeks Earnings ±13.4% ±$2.27 $14.66 – $19.20 $14.12 – $19.74 $12.14 – $21.72
3 weeks Earnings ±15.5% ±$2.62 $14.31 – $19.55 $13.69 – $20.17 $11.43 – $22.43
1 month Earnings ±17.6% ±$2.97 $13.96 – $19.90 $13.24 – $20.62 $10.68 – $23.18
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. PPTA reports in 7 sessions; 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
±7.21%
Average actual move
4.12%
Beyond the implied move
0 / 2
Median IV change
-0.25%
Reaction session Implied Actual Used ATM IV before → after
May 11, 2026 ±8.85% +5.31% 0.60× —
August 14, 2025 ±5.58% +2.94% 0.53× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →