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Pagaya Technologies Ltd PGY 18.19 0.69 3.94%

Previous-day view · Mon Nov 9 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 09, 2026 close · $18.19
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.8% ±$0.51 $17.68 – $18.70 $17.57 – $18.81 $17.09 – $19.29
2 sessions ±3.9% ±$0.72 $17.47 – $18.91 $17.32 – $19.06 $16.65 – $19.73
3 sessions ±5.0% ±$0.90 $17.29 – $19.09 $17.11 – $19.27 $16.27 – $20.11
1 week ±6.3% ±$1.15 $17.04 – $19.34 $16.79 – $19.59 $15.75 – $20.63
2 weeks ±8.8% ±$1.61 $16.58 – $19.80 $16.20 – $20.18 $14.76 – $21.62
3 weeks ±10.9% ±$1.99 $16.20 – $20.18 $15.71 – $20.67 $13.98 – $22.40
1 month ±13.1% ±$2.37 $15.82 – $20.56 $15.23 – $21.15 $13.16 – $23.22
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
±17.97%
Average actual move
8.31%
Beyond the implied move
1 / 4
Median IV change
-30.77%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±18.37% +4.52% 0.25× 144.6% → 82.8%
August 07, 2025 ±15.07% -2.36% 0.16× 120.9% → 83.7%
May 07, 2025 ±18.28% -2.09% 0.11× 139.3% → 97.8%
February 13, 2025 ±20.16% +24.28% 1.20× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →