PGY · Expected-Move

Pagaya Technologies Ltd. (PGY) expected move

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

$20.81

Expected move: $2.80
Expected move %: 13.5%
Lower boundary: $18.01
Upper boundary: $23.61
Median historical move: 7.6%
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

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2022-05-26: Realized move: 0% Implied move: Unavailable Signed actual 0% · Reconstruction status unavailable · 0 IV checkpoints Update time unavailable

Exact data table

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

Realized move (%)	Implied move (%)	Context	Updated
0%	Unavailable	Signed actual 0% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
3.0423%	Unavailable	Signed actual 3.0423% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
1.4085%	29.5276%	Signed actual 1.4085% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
0.7463%	24.2537%	Signed actual 0.7463% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
11.5054%	21.5054%	Signed actual 11.5054% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
14.7186%	26.749%	Signed actual 14.7186% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
13.1783%	29.0698%	Signed actual 13.1783% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
6.1538%	28.8462%	Signed actual 6.1538% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
20%	16.6667%	Signed actual 20% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
5.8278%	14.5695%	Signed actual 5.8278% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
35.5832%	21.0184%	Signed actual 35.5832% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
24.2784%	20.1613%	Signed actual 24.2784% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
2.0888%	18.2768%	Signed actual 2.0888% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
2.3597%	15.067%	Signed actual 2.3597% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
12.8016%	Unavailable	Signed actual 12.8016% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
23.8734%	Unavailable	Signed actual 23.8734% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
4.5179%	18.3749%	Signed actual 4.5179% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
8.9561%	20.2285%	Signed actual 8.9561% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable

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Data provenance

Figures are from published, reviewed research as of Oct 29, 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.