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Portillo's Inc PTLO 5.21 0.03 0.58%

Previous-day view · Tue Nov 3 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 03, 2026 close · $5.17
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.8% ±$0.14 $5.02 – $5.31 $4.99 – $5.34 $4.85 – $5.48
2 sessions Earnings ±7.2% ±$0.37 $4.79 – $5.54 $4.70 – $5.63 $4.36 – $5.98
3 sessions Earnings ±8.1% ±$0.42 $4.75 – $5.59 $4.65 – $5.68 $4.27 – $6.07
1 week Earnings ±9.3% ±$0.48 $4.69 – $5.65 $4.57 – $5.76 $4.16 – $6.17
2 weeks Earnings ±11.5% ±$0.59 $4.57 – $5.76 $4.43 – $5.90 $3.92 – $6.42
3 weeks Earnings ±13.3% ±$0.68 $4.48 – $5.85 $4.32 – $6.02 $3.73 – $6.61
1 month Earnings ±15.1% ±$0.78 $4.39 – $5.95 $4.20 – $6.14 $3.53 – $6.81
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. PTLO reports in 2 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
±12.17%
Average actual move
6.06%
Beyond the implied move
1 / 3
Median IV change
-22.88%
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±13.55% -16.35% 1.21× —
May 06, 2025 ±11.78% +0.67% 0.06× 83.7% → 64.6%
November 05, 2024 ±11.17% -1.17% 0.10× 78.6% → 52.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →