Open
⌘K
Sign in Sign up

PEMBINA PIPELINE CORPORATION PBA 47.63 -1.1 -2.26%

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

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

Volatility premium

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

Earnings: priced against what happened

Average implied move
±3.11%
Average actual move
5.91%
Beyond the implied move
1 / 1
Reaction session Implied Actual Used ATM IV before → after
May 09, 2025 ±3.11% -5.91% 1.90× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →