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Peloton Interactive PTON 5.46 0.15 2.82%

Previous-day view · Wed Nov 4 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 04, 2026 close · $5.46
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±11.0% ±$0.60 $4.86 – $6.06 $4.71 – $6.21 $4.15 – $6.77
2 sessions Earnings ±11.7% ±$0.64 $4.82 – $6.10 $4.66 – $6.26 $4.07 – $6.85
3 sessions Earnings ±12.4% ±$0.68 $4.78 – $6.14 $4.63 – $6.29 $4.01 – $6.91
1 week Earnings ±12.9% ±$0.71 $4.75 – $6.17 $4.58 – $6.34 $3.98 – $6.94
2 weeks Earnings ±13.9% ±$0.76 $4.70 – $6.22 $4.52 – $6.40 $3.86 – $7.06
3 weeks Earnings ±14.8% ±$0.81 $4.65 – $6.27 $4.46 – $6.46 $3.77 – $7.15
1 month Earnings ±15.7% ±$0.86 $4.60 – $6.32 $4.40 – $6.52 $3.66 – $7.26
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. PTON reports in 1 session; only the horizons marked Earnings include its jump. 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
±16.42%
Average actual move
11.92%
Beyond the implied move
2 / 6
Median IV change
-43.98%
Reaction session Implied Actual Used ATM IV before → after
August 06, 2026 ±11.66% -15.57% 1.34× —
May 07, 2026 ±14.90% +8.85% 0.59× —
August 07, 2025 ±15.77% +0.57% 0.04× 117.0% → 67.7%
May 08, 2025 ±15.76% -6.73% 0.43× —
February 06, 2025 ±19.53% +12.01% 0.61× 138.8% → 75.1%
October 31, 2024 ±20.90% +27.82% 1.33× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →