Options WhaleEarnings volatility research

PTON · Expected-Move

Peloton Interactive, Inc. (PTON) expected move

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

$4.87
Expected move
$0.79
Expected move %
16.2%
Lower boundary
$4.08
Upper boundary
$5.66
Median historical move
12.4%
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.

2023-11-02Realized move 12.8898%Implied move UnavailableSigned actual 12.8898% · 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
12.8898%UnavailableSigned actual 12.8898% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
24.2806%UnavailableSigned actual 24.2806% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2.795%UnavailableSigned actual 2.795% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
5%UnavailableSigned actual 5% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
27.8195%UnavailableSigned actual 27.8195% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
12.0053%UnavailableSigned actual 12.0053% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
6.7335%UnavailableSigned actual 6.7335% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.5658%UnavailableSigned actual 0.5658% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
14.158%UnavailableSigned actual 14.158% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
25.7191%UnavailableSigned actual 25.7191% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
8.8462%UnavailableSigned actual 8.8462% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
15.5675%UnavailableSigned actual 15.5675% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable

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Data provenance

Figures are from published, reviewed research as of Oct 6, 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.