PD as of Oct 31 · 17:43 ET

PDNYSEServices-Prepackaged Software

PagerDuty, Inc. · Brief

Next report

24 days

Nov 24 · after closeest.Q3 FY27

Earnings

Expected move

Inputs

±6.1%implied · report alone

15.9117.97

straddle ±15.9%

spot 16.94exp Dec 18ATM strike 17.5ATM straddle 3.18IV 63%

Oct 30 closereport share · term structure

Expected move

Inputs

Implied vs realized

8 reportsHistory

3 of 8≥ implied

avg implied: ±14.3%
avg realized: ±13.2%

Nov 26 '24±12.9%▲+0.48%×0.04

Mar 13 '25±11.9%▲+17.75%×1.49

May 29 '25±12.3%▼−11.43%×0.93

Sep 3 '25±14.0%▲+6.29%×0.45

Q3 FY26±13.2%▼−23.32%×1.76

Mar 12 '26±14.0%▼−2.75%×0.20

Q1 FY27±20.4%▲+33.74%×1.65

Q2 FY27±15.6%▲+9.50%×0.61

quarterimplied−35%0+35%realized×

Q2 FY27±15.6%▲+9.50%×0.61

Q1 FY27±20.4%▲+33.74%×1.65

Mar '26±14.0%▼−2.75%×0.20

Q3 FY26±13.2%▼−23.32%×1.76

Sep '25±14.0%▲+6.29%×0.45

May '25±12.3%▼−11.43%×0.93

2 older reports

Mar '25±11.9%▲+17.75%×1.49

Nov '24±12.9%▲+0.48%×0.04

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Bull & bear

Nov 24 report · est.

Bull2

4disclosed supplier and customer ties in SEC filingsSEC filings

259managers reporting a position in the latest quarterly filings13F · Jun 30 '26

Bear2 of 3

3tracked funds holding PDN-PORT · Aug 31 '26

13 of 24of the largest reporting managers cut their stake in the latest quarter13F · Jun 30 '26

AI captions · Sep 28 '26once per report · top 2 per case

Linked exposure

PD report session

Suppliers 1

AMZNAWS×0.18

Customers 1

AAPLApple×0.13

× = co-movement · max 501dSource: SEC filings · market data

Latest changes

30 daysAll changes

No changes.

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.