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Performance Food Group Company PFGC 107.5 -2.18 -1.99%

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

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

Volatility premium

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

Earnings: priced against what happened

Average implied move
±6.89%
Average actual move
4.40%
Beyond the implied move
0 / 4
Median IV change
-42.64%
Reaction session Implied Actual Used ATM IV before → after
August 12, 2026 ±6.89% -5.75% 0.83× —
May 06, 2026 ±8.21% +6.61% 0.81× —
August 13, 2025 ±5.54% +2.96% 0.53× —
May 07, 2025 ±6.94% +2.27% 0.33× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →