PCG Moves

PG&E Corporation PCG 12.97 -0.26 -1.97%

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Expected move

November 06, 2026 close · $12.97

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.5% ±$0.32	$12.65 – $13.29	$12.58 – $13.36	$12.28 – $13.66
2 sessions	±3.5% ±$0.45	$12.52 – $13.42	$12.43 – $13.51	$12.00 – $13.94
3 sessions	±4.3% ±$0.56	$12.41 – $13.53	$12.30 – $13.64	$11.77 – $14.17
1 week	±5.5% ±$0.72	$12.25 – $13.69	$12.09 – $13.85	$11.44 – $14.50
2 weeks	±9.4% ±$1.22	$11.75 – $14.19	$11.46 – $14.48	$10.37 – $15.57
3 weeks	±10.9% ±$1.42	$11.55 – $14.39	$11.21 – $14.73	$9.97 – $15.97
1 month	±12.2% ±$1.58	$11.39 – $14.55	$11.00 – $14.94	$9.63 – $16.31

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

±3.67%

Average actual move

0.82%

Beyond the implied move

0 / 4

Median IV change

-13.31%

Reaction session	Implied	Actual	Used	ATM IV before → after
October 22, 2026	±3.69%	-1.29%	0.35×	—
July 31, 2025	±4.28%	0.00%	0.00×	42.3% → 36.7%
April 24, 2025	±2.77%	-0.86%	0.31×	30.1% → 30.5%
February 13, 2025	±3.96%	-1.12%	0.28×	38.7% → 32.0%

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →