Company research workspace
PGYPagaya Technologies Ltd.
Next verified earnings Oct 29, 2026 · Earnings history
Past events · reconstructed
Historical reconstruction for PGY
Observed outcomes from 12 earnings events (Nov 2, 2023 – Jul 30, 2026). These events have already been reported · modeled strategy results.
Realized move versus what was implied
Implied move is the pre-event ATM straddle estimate; realized move is the observed post-earnings move.
Implied moves available from Nov 2, 2023; gaps indicate missing quotes.
Updated Oct 18, 2026
Loading graph — the exact table is available below.
Exact data table
PGY · Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
| Observation | Realized move (%) | Implied move (%) | Context | Updated |
|---|---|---|---|---|
| 13.1783% | 29.0698% | Signed actual 13.1783% · Reconstructed · 24 IV checkpoints | Updated Oct 18, 2026 | |
| 6.1538% | 34.6154% | Signed actual 6.1538% · Reconstructed · 25 IV checkpoints | Updated Oct 18, 2026 | |
| 20% | 14.7619% | Signed actual 20% · Reconstructed · 25 IV checkpoints | Updated Oct 18, 2026 | |
| 5.8278% | 16.5563% | Signed actual -5.8278% · Reconstructed · 25 IV checkpoints | Updated Oct 18, 2026 | |
| 35.5832% | 44.849% | Signed actual -35.5832% · Reconstructed · 25 IV checkpoints | Updated Oct 18, 2026 | |
| 24.2784% | 19.5246% | Signed actual 24.2784% · Reconstructed · 24 IV checkpoints | Updated Oct 18, 2026 | |
| 2.0888% | 18.4943% | Signed actual -2.0888% · Reconstructed · 25 IV checkpoints | Updated Oct 18, 2026 | |
| 2.3597% | 17.2991% | Signed actual -2.3597% · Reconstructed · 25 IV checkpoints | Updated Oct 18, 2026 | |
| 12.8016% | Unavailable | Signed actual 12.8016% · Reconstructed · 26 IV checkpoints | Updated Oct 18, 2026 | |
| 23.8734% | Unavailable | Signed actual -23.8734% · Reconstructed · 25 IV checkpoints | Updated Oct 18, 2026 | |
| 4.5179% | 18.0378% | Signed actual 4.5179% · Reconstructed · 25 IV checkpoints | Updated Oct 18, 2026 | |
| 8.9561% | 19.302% | Signed actual 8.9561% · Reconstructed · 25 IV checkpoints | Updated Oct 18, 2026 |
Compare entry timing
Each column opens a separate trade using that checkpoint’s contracts and quotes. Returns include modeled slippage and commissions.
Daily earnings-window reconstruction: all requested quarters processed. Completed tests may still have missing quotes or non-trading days; processing completion does not mean every trade is available.
15 malformed straddle/strangle examples are excluded from comparison because stored leg metadata does not match the named structure. The original stored historical evidence is preserved.
Includes only trades explicitly recorded as passing entry filters. Unknown eligibility and failed-filter runs are excluded; no all-history fallback is applied when none pass. The exit is the earlier of T−1 and one day before the first leg expires.
Average dollar P&L per one-lot structure · profitable runs / total runs. Select a cell to inspect its entry checkpoint.
| Strategy | T−35 | T−34 | T−33 | T−32 | T−31 | T−30 | T−29 | T−28 | T−27 | T−26 | T−25 | T−24 | T−23 | T−22 | T−21 | T−20 | T−19 | T−18 | T−17 | T−16 | T−15 | T−14 | T−13 | T−12 | T−11 | T−10 | T−9 | T−8 | T−7 | T−6 | T−5 | T−4 | T−3 | T−2 | T−1 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bear Call Spread | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available |
| Bull Put Spread | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available |
| Calendar | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | Not available | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | Not available | No eligible runs | Not available | No eligible runs | Not available | Not available | Not available | Not available | Not available | Not available |
| Iron Condor | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | |||
| Long Straddle | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | |||||||||||
| Long Strangle | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | |||||||
| Short StraddleResearch only · Unlimited upside risk | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available |
| Short StrangleResearch only · Unlimited upside risk | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available |
Requested entry tests: T−35, T−34, T−33, T−32, T−31, T−30, T−29, T−28, T−27, T−26, T−25, T−24, T−23, T−22, T−21, T−20, T−19, T−18, T−17, T−16, T−15, T−14, T−13, T−12, T−11, T−10, T−9, T−8, T−7, T−6, T−5, T−4, T−3, T−2, T−1. Untested columns require a new historical reconstruction. Small samples are descriptive evidence. Columns can cover different earnings events; inspect event dates before comparing. The highest average across different samples does not establish the best entry day. New daily reconstructions use exact calendar dates; weekends, holidays and missing quotes remain unavailable. Older records may use a prior session; each trade shows its actual dates.
T−14 entry details
No stored results for this entry, exit rule and entry sample. Volatility observations alone do not establish trade performance.
32 unavailable tests at T−14
- PGY_2023-11-02 · Calendar · missing exit trading session
- PGY_2023-11-02 · Iron Condor · missing exact leg quotes or unbounded capital
- PGY_2023-11-02 · Bull Put Spread · missing exact leg quotes or unbounded capital
- PGY_2023-11-02 · Bear Call Spread · missing exact leg quotes or unbounded capital
- PGY_2024-02-21 · Long Straddle · missing exact leg quotes or unbounded capital
- PGY_2024-02-21 · Long Strangle · missing exact leg quotes or unbounded capital
- PGY_2024-02-21 · Iron Condor · missing exact leg quotes or unbounded capital
- PGY_2024-02-21 · Bull Put Spread · missing exact leg quotes or unbounded capital
- PGY_2024-02-21 · Bear Call Spread · missing exact leg quotes or unbounded capital
- PGY_2024-02-21 · Short Straddle · missing exact leg quotes or unbounded capital
- PGY_2024-02-21 · Short Strangle · missing exact leg quotes or unbounded capital
- PGY_2024-05-09 · Calendar · no constructible legs
- PGY_2024-05-09 · Iron Condor · missing exact leg quotes or unbounded capital
- PGY_2024-05-09 · Bull Put Spread · missing exact leg quotes or unbounded capital
- PGY_2024-05-09 · Bear Call Spread · missing exact leg quotes or unbounded capital
- PGY_2024-08-09 · Calendar · no constructible legs
- PGY_2024-08-09 · Iron Condor · missing exact leg quotes or unbounded capital
- PGY_2024-08-09 · Bear Call Spread · missing exact leg quotes or unbounded capital
- PGY_2024-11-12 · Calendar · no constructible legs
- PGY_2025-02-13 · Calendar · no constructible legs
- PGY_2025-02-13 · Iron Condor · missing exact leg quotes or unbounded capital
- PGY_2025-02-13 · Bull Put Spread · missing exact leg quotes or unbounded capital
- PGY_2025-02-13 · Bear Call Spread · missing exact leg quotes or unbounded capital
- PGY_2025-05-07 · Long Strangle · missing exact leg quotes or unbounded capital
- PGY_2025-05-07 · Calendar · no constructible legs
- PGY_2025-05-07 · Bull Put Spread · missing exact leg quotes or unbounded capital
- PGY_2025-05-07 · Short Strangle · missing exact leg quotes or unbounded capital
- PGY_2025-08-07 · Calendar · no constructible legs
- PGY_2025-11-10 · Calendar · no constructible legs
- PGY_2026-02-09 · Calendar · no constructible legs
- PGY_2026-05-07 · Calendar · no constructible legs
- PGY_2026-07-30 · Calendar · missing exit trading session
3094 unavailable observations / tests · Record hist_PGY_89202d424c77dc45 · Historical methodology