Pagaya Technologies Ltd. · Brief

Next report

98 days

Feb 8 · before openest.Q4 FY26

Expected move

±26.5%implied · straddle

14.1324.33

spot 19.23exp Feb 19ATM strike 19ATM straddle 6.00IV 72%

Oct 30 closeprovisional

Expected move

8 reportsHistory

2 of 8≥ implied

Feb 13 '25±16.6%▲+24.28%×1.47

May 7 '25±15.7%▼−2.09%×0.13

Aug 7 '25±15.1%▼−2.36%×0.16

Nov 10 '25±18.5%▲+12.80%×0.69

Feb 9 '26±17.8%▼−23.87%×1.34

Q1 FY26±15.5%▲+4.52%×0.29

Q2 FY26±16.4%▲+8.96%×0.55

Oct 29 '26±15.9%▲+1.66%×0.10

quarterimplied−25%0+25%realized×

Oct '26±15.9%▲+1.66%×0.10

Q2 FY26±16.4%▲+8.96%×0.55

Q1 FY26±15.5%▲+4.52%×0.29

Feb '26±17.8%▼−23.87%×1.34

Nov '25±18.5%▲+12.80%×0.69

Aug '25±15.1%▼−2.36%×0.16

2 older reports

May '25±15.7%▼−2.09%×0.13

Feb '25±16.6%▲+24.28%×1.47

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

Feb 8 report · est.

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PGY report session

No linked exposure.

Oct 28impliedImplied move: ±15.9% into Oct 29 earnings (Oct 28 close).Source

Oct 26impliedImplied move: ±16.9% into Nov 9 earnings (Oct 26 close).Source

privateThesis 0 · Decisions 0 · Observations 0

No thesis.