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PERRIGO COMPANY PLC PRGO 15.71 -0.12 -0.76%

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

November 05, 2026 close · $15.56
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.3% ±$0.36 $15.20 – $15.92 $15.13 – $15.99 $14.79 – $16.33
2 sessions ±3.2% ±$0.50 $15.06 – $16.06 $14.95 – $16.17 $14.48 – $16.64
3 sessions ±4.0% ±$0.63 $14.93 – $16.19 $14.81 – $16.31 $14.22 – $16.90
1 week ±5.2% ±$0.80 $14.76 – $16.36 $14.58 – $16.54 $13.85 – $17.27
2 weeks ±7.2% ±$1.12 $14.44 – $16.68 $14.17 – $16.95 $13.16 – $17.96
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
±9.70%
Average actual move
9.16%
Beyond the implied move
1 / 2
Median IV change
-18.22%
Reaction session Implied Actual Used ATM IV before → after
August 06, 2025 ±9.77% -11.31% 1.16× —
May 07, 2025 ±9.62% +7.01% 0.73× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →