Options WhaleEarnings volatility research

PG · Expected-Move

Procter & Gamble Company (The) Common Stock (PG) expected move

The priced move, its boundaries and how it compares with past earnings moves.

$151.23
Expected move
$6.20
Expected move %
4.1%
Lower boundary
$145.04
Upper boundary
$157.43
Median historical move
2.2%
Method
ATM_STRADDLE_MIDPOINT
Implied versus actual earnings moveAbsolute realized movement and stored implied move share one scale. Signed actual returns and reconstruction status are preserved in the readout/table. Missing quotes are not zero.

Update time unavailable

Loading graph — the exact table is available below.

2023-10-18Realized move 2.5775%Implied move UnavailableSigned actual 2.5775% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
Exact data table

Implied versus actual earnings move · full stored dataset, independent of graph range/toggles

ObservationRealized move (%)Implied move (%)ContextUpdated
2.5775%UnavailableSigned actual 2.5775% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
4.139%UnavailableSigned actual 4.139% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.5404%UnavailableSigned actual 0.5404% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
4.8432%UnavailableSigned actual 4.8432% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.004%UnavailableSigned actual 0.004% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.8674%UnavailableSigned actual 1.8674% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
3.741%UnavailableSigned actual 3.741% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.3182%UnavailableSigned actual 0.3182% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.8845%UnavailableSigned actual 0.8845% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2.6496%UnavailableSigned actual 2.6496% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2.4609%UnavailableSigned actual 2.4609% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.8673%UnavailableSigned actual 1.8673% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable

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Data provenance

Figures are from published, reviewed research as of Oct 9, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.