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Progyny PGNY 34.84 0.47 1.37%

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 PGNY.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±13.14%
Average actual move
5.12%
Beyond the implied move
0 / 2
Median IV change
-51.42%
Reaction session Implied Actual Used ATM IV before → after
August 08, 2025 ±13.12% -0.91% 0.07× 109.9% → 41.4%
May 09, 2025 ±13.16% -9.33% 0.71× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →