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Pultegroup PHM 135.97 9.09 7.16%

Previous-day view · Wed Nov 4 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 04, 2026 close · $135.98
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$2.24 $133.73 – $138.22 $133.29 – $138.67 $131.18 – $140.78
2 sessions ±2.3% ±$3.11 $132.86 – $139.09 $132.20 – $139.76 $129.26 – $142.70
3 sessions ±2.9% ±$3.91 $132.06 – $139.89 $131.30 – $140.66 $127.63 – $144.33
1 week ±3.7% ±$4.99 $130.99 – $140.97 $129.89 – $142.07 $125.36 – $146.60
2 weeks ±5.2% ±$7.04 $128.93 – $143.02 $127.26 – $144.69 $120.94 – $151.02
3 weeks ±5.9% ±$8.06 $127.91 – $144.04 $125.94 – $146.01 $118.93 – $153.03
1 month ±6.9% ±$9.33 $126.65 – $145.31 $124.32 – $147.63 $116.19 – $155.76
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
±5.30%
Average actual move
6.00%
Beyond the implied move
2 / 5
Median IV change
-16.01%
Reaction session Implied Actual Used ATM IV before → after
July 22, 2026 ±4.93% +2.00% 0.41× —
January 29, 2026 ±5.15% +3.24% 0.63× —
July 22, 2025 ±5.36% +11.52% 2.15× —
April 22, 2025 ±6.07% +8.36% 1.38× 55.9% → 48.0%
January 30, 2025 ±4.98% +4.89% 0.98× 43.1% → 35.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →