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Permian Resources Corporation PR 21.34 -1.09 -4.86%

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 · $21.52
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.9% ±$0.41 $21.12 – $21.93 $21.03 – $22.02 $20.65 – $22.40
2 sessions ±2.6% ±$0.58 $20.95 – $22.10 $20.83 – $22.22 $20.30 – $22.75
3 sessions ±3.3% ±$0.71 $20.81 – $22.24 $20.67 – $22.38 $20.00 – $23.05
1 week ±4.2% ±$0.92 $20.61 – $22.44 $20.41 – $22.64 $19.58 – $23.47
2 weeks ±5.9% ±$1.28 $20.25 – $22.80 $19.94 – $23.11 $18.80 – $24.25
3 weeks ±7.4% ±$1.59 $19.94 – $23.11 $19.56 – $23.49 $18.18 – $24.87
1 month ±8.8% ±$1.89 $19.64 – $23.41 $19.17 – $23.88 $17.52 – $25.53
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
±7.55%
Average actual move
2.50%
Beyond the implied move
0 / 1
Median IV change
-12.41%
Reaction session Implied Actual Used ATM IV before → after
August 07, 2025 ±7.55% -2.50% 0.33× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →