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UGI Corporation UGI 37.04 -0.18 -0.48%

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

No chain in the last ten days can size a move for UGI.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±5.86%
Average actual move
4.62%
Beyond the implied move
1 / 3
Median IV change
-41.62%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±5.49% -7.84% 1.43× —
August 07, 2025 ±6.29% -1.96% 0.31× 44.7% → 24.4%
May 08, 2025 ±5.81% +4.05% 0.70× 37.7% → 23.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →