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Pitney Bowes Inc PBI 16.01 0.5 3.22%

Previous-day view · Wed Nov 4 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 04, 2026 close · $16.07
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.5% ±$0.24 $15.83 – $16.31 $15.78 – $16.36 $15.55 – $16.59
2 sessions ±2.1% ±$0.33 $15.74 – $16.40 $15.67 – $16.47 $15.35 – $16.79
3 sessions ±2.6% ±$0.42 $15.65 – $16.49 $15.57 – $16.57 $15.17 – $16.97
1 week ±3.3% ±$0.54 $15.53 – $16.61 $15.41 – $16.73 $14.93 – $17.21
2 weeks ±4.7% ±$0.75 $15.32 – $16.82 $15.14 – $17.00 $14.47 – $17.67
3 weeks ±6.0% ±$0.96 $15.11 – $17.03 $14.88 – $17.26 $14.04 – $18.10
1 month ±7.3% ±$1.18 $14.89 – $17.25 $14.59 – $17.55 $13.56 – $18.58
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
±11.56%
Average actual move
7.17%
Beyond the implied move
0 / 4
Median IV change
-36.81%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±9.49% -3.28% 0.35× —
February 18, 2026 ±10.74% +8.59% 0.80× —
May 08, 2025 ±12.29% +5.14% 0.42× 83.6% → 53.9%
February 12, 2025 ±13.73% +11.67% 0.85× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →