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Penguin Solutions PENG 41.83 4.61 12.39%

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

November 06, 2026 close · $41.72
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.7% ±$1.94 $39.77 – $43.66 $39.37 – $44.06 $37.54 – $45.89
2 sessions ±6.5% ±$2.71 $39.00 – $44.43 $38.43 – $45.00 $35.87 – $47.56
3 sessions ±8.2% ±$3.41 $38.30 – $45.13 $37.64 – $45.79 $34.44 – $48.99
1 week ±10.4% ±$4.33 $37.38 – $46.05 $36.41 – $47.02 $32.47 – $50.96
2 weeks ±14.6% ±$6.09 $35.62 – $47.81 $34.18 – $49.25 $28.72 – $54.71
3 weeks ±18.1% ±$7.54 $34.17 – $49.26 $32.34 – $51.09 $25.78 – $57.65
1 month ±21.5% ±$8.98 $32.73 – $50.70 $30.50 – $52.93 $22.67 – $60.76
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. PENG reports in 40 sessions; only the horizons marked Earnings include its jump. 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
±21.15%
Average actual move
15.39%
Beyond the implied move
0 / 3
Median IV change
-34.42%
Reaction session Implied Actual Used ATM IV before → after
October 07, 2026 ±19.47% +13.08% 0.67× —
July 08, 2026 ±27.27% +25.13% 0.92× 199.9% → 140.1%
January 10, 2025 ±16.73% +7.95% 0.48× 127.5% → 55.8%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →