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PRA Group PRAA 20.42 0.24 1.19%

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 PRAA.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±10.03%
Average actual move
2.32%
Beyond the implied move
0 / 2
Median IV change
-30.37%
Reaction session Implied Actual Used ATM IV before → after
August 05, 2025 ±10.88% -0.45% 0.04× 76.4% → 49.5%
February 20, 2025 ±9.19% -4.18% 0.46× 54.4% → 40.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →