Closed
⌘K
Sign in Sign up

Parsons Corporation PSN 50.34 -2.07 -3.95%

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 · $49.50
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.4% ±$1.19 $48.31 – $50.69 $48.07 – $50.93 $46.95 – $52.05
2 sessions ±3.3% ±$1.65 $47.85 – $51.15 $47.50 – $51.50 $45.94 – $53.06
3 sessions ±4.2% ±$2.08 $47.42 – $51.58 $47.02 – $51.98 $45.07 – $53.93
1 week ±5.3% ±$2.65 $46.85 – $52.15 $46.26 – $52.74 $43.86 – $55.14
2 weeks ±7.5% ±$3.71 $45.79 – $53.21 $44.91 – $54.09 $41.58 – $57.42
3 weeks ±9.0% ±$4.45 $45.05 – $53.95 $43.97 – $55.03 $40.10 – $58.90
1 month ±10.4% ±$5.15 $44.35 – $54.65 $43.07 – $55.93 $38.58 – $60.42
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
±7.73%
Average actual move
9.01%
Beyond the implied move
2 / 3
Median IV change
-33.67%
Reaction session Implied Actual Used ATM IV before → after
February 11, 2026 ±7.48% -14.19% 1.90× —
August 06, 2025 ±7.95% -1.40% 0.18× 58.4% → 37.5%
February 19, 2025 ±7.76% -11.46% 1.48× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →