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Primo Brands Corporation PRMB 22.15 1.13 5.38%

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 · $22.09
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$0.39 $21.70 – $22.48 $21.63 – $22.55 $21.26 – $22.92
2 sessions ±2.4% ±$0.54 $21.55 – $22.63 $21.44 – $22.74 $20.93 – $23.25
3 sessions ±3.1% ±$0.68 $21.41 – $22.77 $21.28 – $22.90 $20.65 – $23.53
1 week ±3.9% ±$0.86 $21.23 – $22.95 $21.04 – $23.14 $20.26 – $23.92
2 weeks ±5.5% ±$1.21 $20.88 – $23.30 $20.60 – $23.58 $19.51 – $24.67
3 weeks ±6.8% ±$1.50 $20.59 – $23.59 $20.23 – $23.95 $18.93 – $25.25
1 month ±8.1% ±$1.78 $20.31 – $23.87 $19.87 – $24.31 $18.31 – $25.87
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
±11.50%
Average actual move
10.72%
Beyond the implied move
0 / 2
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±13.64% +12.32% 0.90× —
August 07, 2025 ±9.37% -9.13% 0.97× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →