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Pilgrims Pride Corporation PPC 28.62 -0.39 -1.34%

Previous-day view · Thu Nov 5 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 PPC.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±6.62%
Average actual move
3.49%
Beyond the implied move
0 / 2
Reaction session Implied Actual Used ATM IV before → after
February 12, 2026 ±6.14% -3.57% 0.58× —
February 13, 2025 ±7.10% +3.42% 0.48× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →