PNC Financial Services Group PNC 233.45 4.04 1.76%
Expected move
November 04, 2026 close · $233.24| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±1.0% ±$2.42 | $230.81 – $235.66 | $230.32 – $236.15 | $228.03 – $238.44 |
| 2 sessions | ±1.4% ±$3.35 | $229.88 – $236.59 | $229.15 – $237.32 | $225.98 – $240.49 |
| 3 sessions | ±1.8% ±$4.24 | $228.99 – $237.48 | $228.17 – $238.30 | $224.21 – $242.26 |
| 1 week | ±2.3% ±$5.38 | $227.85 – $238.62 | $226.66 – $239.81 | $221.76 – $244.71 |
| 2 weeks | ±3.2% ±$7.55 | $225.68 – $240.79 | $223.88 – $242.59 | $217.12 – $249.35 |
| 3 weeks | ±4.2% ±$9.81 | $223.42 – $243.05 | $221.01 – $245.46 | $212.48 – $253.99 |
| 1 month | ±4.8% ±$11.28 | $221.95 – $244.52 | $219.15 – $247.32 | $209.33 – $257.14 |
Earnings: priced against what happened
Average implied move
±3.62%
Average actual move
1.22%
Beyond the implied move
1 / 7
Median IV change
-21.10%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| October 15, 2026 | ±3.31% | -0.40% | 0.12× | 29.7% → 27.7% |
| July 15, 2026 | ±3.57% | +0.90% | 0.25× | 28.7% → 21.9% |
| April 15, 2026 | ±4.11% | +0.39% | 0.09× | — |
| October 15, 2025 | ±3.36% | -3.90% | 1.16× | — |
| July 16, 2025 | ±3.51% | +0.93% | 0.27× | 29.0% → 22.8% |
| April 15, 2025 | ±4.20% | +0.05% | 0.01× | 42.0% → 33.6% |
| January 16, 2025 | ±3.24% | -1.95% | 0.60× | 27.7% → 19.5% |