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Papa John's International Inc PZZA 19.89 -0.1 -0.5%

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 · $19.89
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.4% ±$0.48 $19.41 – $20.37 $19.32 – $20.46 $18.87 – $20.91
2 sessions ±3.3% ±$0.66 $19.23 – $20.55 $19.09 – $20.69 $18.46 – $21.32
3 sessions ±4.2% ±$0.83 $19.06 – $20.72 $18.90 – $20.88 $18.12 – $21.66
1 week ±5.3% ±$1.06 $18.83 – $20.95 $18.60 – $21.18 $17.63 – $22.15
2 weeks ±7.5% ±$1.49 $18.40 – $21.38 $18.05 – $21.73 $16.72 – $23.06
3 weeks ±9.4% ±$1.86 $18.03 – $21.75 $17.57 – $22.21 $15.95 – $23.83
1 month ±11.3% ±$2.24 $17.65 – $22.13 $17.10 – $22.68 $15.14 – $24.64
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
±10.44%
Average actual move
9.09%
Beyond the implied move
1 / 3
Median IV change
-16.35%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±11.92% -2.75% 0.23× —
August 07, 2025 ±9.50% +8.59% 0.90× —
May 08, 2025 ±9.91% +15.92% 1.61× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →