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PAYCOM SOFTWARE PAYC 250.02 -18.14 -6.76%

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 · $246.06
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.1% ±$5.07 $241.00 – $251.13 $239.96 – $252.17 $235.16 – $256.97
2 sessions ±2.9% ±$7.07 $239.00 – $253.13 $237.50 – $254.63 $230.83 – $261.30
3 sessions ±3.6% ±$8.91 $237.16 – $254.97 $235.46 – $256.67 $227.12 – $265.01
1 week ±4.6% ±$11.32 $234.75 – $257.38 $232.24 – $259.89 $221.97 – $270.15
2 weeks ±6.5% ±$15.88 $230.19 – $261.94 $226.43 – $265.70 $212.21 – $279.92
3 weeks ±7.7% ±$19.00 $227.07 – $265.06 $222.44 – $269.69 $205.91 – $286.22
1 month ±8.9% ±$22.00 $224.07 – $268.06 $218.58 – $273.55 $199.39 – $292.74
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
±11.40%
Average actual move
6.38%
Beyond the implied move
0 / 4
Median IV change
-68.46%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±14.28% +9.55% 0.67× —
August 07, 2025 ±9.85% +4.53% 0.46× —
May 08, 2025 ±10.06% +9.04% 0.90× —
February 13, 2025 ±11.40% +2.38% 0.21× 89.8% → 28.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →