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PayPal Holdings PYPL 60.2 1.99 3.42%

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 · $60.18
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.2% ±$0.72 $59.45 – $60.90 $59.30 – $61.05 $58.62 – $61.73
2 sessions ±1.7% ±$1.01 $59.16 – $61.19 $58.95 – $61.40 $58.00 – $62.35
3 sessions ±2.2% ±$1.34 $58.83 – $61.52 $58.57 – $61.78 $57.31 – $63.04
1 week ±3.0% ±$1.78 $58.39 – $61.96 $58.00 – $62.35 $56.38 – $63.97
2 weeks ±4.2% ±$2.53 $57.64 – $62.71 $57.04 – $63.31 $54.77 – $65.59
3 weeks ±5.2% ±$3.10 $57.07 – $63.28 $56.32 – $64.03 $53.62 – $66.73
1 month ±6.1% ±$3.67 $56.50 – $63.85 $55.59 – $64.76 $52.39 – $67.96
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
±8.17%
Average actual move
8.29%
Beyond the implied move
3 / 7
Median IV change
-41.00%
Reaction session Implied Actual Used ATM IV before → after
October 27, 2026 ±8.21% +2.00% 0.24× 67.9% → 36.3%
July 28, 2026 ±8.05% +4.01% 0.50× 64.5% → 38.1%
May 05, 2026 ±8.54% -7.74% 0.91× —
February 03, 2026 ±8.60% -20.31% 2.36× —
July 29, 2025 ±7.47% -8.66% 1.16× 57.7% → 39.9%
April 29, 2025 ±8.36% +2.14% 0.26× 66.4% → 38.8%
February 04, 2025 ±7.93% -13.17% 1.66× 61.8% → 51.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →