PUBM Moves

PubMatic PUBM 17.81 1.03 6.14%

Previous-day view · Fri Nov 6 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 06, 2026 close · $17.81

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.6% ±$0.47	$17.34 – $18.28	$17.24 – $18.38	$16.80 – $18.82
2 sessions Earnings	±15.1% ±$2.68	$15.13 – $20.49	$14.47 – $21.15	$12.00 – $23.62
3 sessions Earnings	±15.9% ±$2.83	$14.98 – $20.64	$14.33 – $21.29	$11.74 – $23.88
1 week Earnings	±16.6% ±$2.95	$14.86 – $20.76	$14.15 – $21.47	$11.62 – $24.00
2 weeks Earnings	±17.7% ±$3.15	$14.66 – $20.96	$13.92 – $21.70	$11.17 – $24.45
3 weeks Earnings	±18.7% ±$3.32	$14.49 – $21.13	$13.70 – $21.92	$10.82 – $24.80
1 month Earnings	±19.7% ±$3.52	$14.29 – $21.33	$13.45 – $22.17	$10.42 – $25.20

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. PUBM 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

±16.11%

Average actual move

4.88%

Beyond the implied move

0 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
May 08, 2026	±16.11%	+4.88%	0.30×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →