What is PONY's implied move today?

As of November 13, 2026, options price a ±12.2% move for PONY's November 18, 2026 earnings report. The implied move is derived from the at-the-money straddle expiring just after the report.

When does PONY report earnings?

Pony AI is scheduled to report on November 18, 2026, before the market opens. Dates can change — confirm on a live calendar.

What time does PONY report earnings?

Before the open on November 18, 2026: Pony AI releases results before the 9:30 am ET bell (typically between 6:00 and 8:30 am ET), so the stock reacts at that morning's open.

How big does PONY usually move on earnings?

PONY averages a ±14.4% earnings move over the last 10 years (peak intraday move; n=2). The middle of the distribution (median) is ±17.8%, and the 95th-percentile tail is ±17.8%.

Is PONY's implied move the same as its expected move?

Yes — implied move and expected move are two names for the same thing: the size of the earnings move the options market is pricing in, typically derived from the at-the-money straddle. Brokers often say "expected move"; options traders often say "implied move". The figures on this page are both.

Pony AI (PONY) implied move — live earnings data

PONY options implied move for November 18, 2026 earnings (BMO): ±12.2%. As of November 13, 2026, the options market prices a ±12.2% earnings move for Pony AI (PONY)'s next report. The implied move — also called the expected move — is derived from live options prices. Below, each report's implied move is compared with what PONY actually did on earnings day.

Updated November 13, 2026 · refreshed daily from live options data · methodology

Live implied move

±12.2%

as of November 13, 2026

Next report

November 18, 2026

before market open

10-yr average move

±14.4%

peak intraday, n=2

Key facts · cite as EarningsWatcher, November 13, 2026

PONY options imply a ±12.2% move for Pony AI's November 18, 2026 earnings report (before market open), as of November 13, 2026.
Pony AI (PONY) has moved ±14.4% on average at the peak of earnings day over the last 10 years (2 reports).

Source: https://earnings-watcher.com/wiki/pony-implied-move · refreshed daily from live options data · free to quote with attribution and a link.

Turn ±12.2% into a decision for PONY's November 18, 2026 report — members get, for PONY specifically:

Simulator — likelihood of success and risk/reward for the exact straddle, strangle or spread you'd put on, against PONY's own 10-year reaction record
IV Rush Radar — PONY's live IV curve vs its typical pre-earnings ramp, with the three snapshot signals and the projected straddle
DriftLab — PONY's follow-through, gap-fill and drift scores for the days after the print

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PONY beyond the implied move

The implied move is the size of the move. Three more readings for Pony AI, from the same pipeline — the free summary here, the full tools for members.

IV rush

How PONY's IV builds into the report

No iv rush reading for PONY yet — what it is:

IV rush is the rise in option prices into a report as traders pay up for the move. PONY joins the IV Rush Radar about two weeks before its print; from then on members see its live IV against its typical pre-earnings ramp.

What is IV rush? · IV rush vs IV crush

Momentum

What PONY does after the print

No momentum reading for PONY yet — what it is:

Post-earnings drift is whether the earnings-day move keeps going or fades over the following weeks. DriftLab tracks it per release; PONY's drift path is not in the tracked set yet.

Post-earnings drift explained

Simulator

Your PONY trade, before you place it

No simulator reading for PONY yet — what it is:

A straddle only pays if the stock moves more than options priced — after the print, implied volatility resets and the premium collapses. The simulator rehearses PONY positions against its real reaction history.

Straddle vs strangle · IV crush calculator

Unlock PONY for the next report →cancel anytime

How PONY's earnings moves are distributed

Percentile	5th	20th	Median	80th	95th
Move size	±11%	±11%	±17.8%	±17.8%	±17.8%

Recent regime: the 2-year average move (±14.4%) is cooler than or in line with the 10-year average (±14.4%).

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This week's implied-move card: every notable earnings release placed by its options-implied move

What is an implied move?

The implied move is the size of the earnings-day move the options market is pricing in, derived from the at-the-money straddle expiring just after the report. It is a market price, not a forecast. Learn more: how to calculate the implied move, or try the expected move calculator. After the report, options typically reprice sharply — the IV crush calculator shows what an option is worth once implied volatility resets.

Everything on this page is free and refreshes daily. Members get the tools that turn it into a decision.

For PONY and every stock on the calendar: beat probability against today's implied move, an IV-crush forecast for the morning after, a straddle simulator for this exact report, and the live IV-rush radar — the same data pipeline behind this page, pointed at your trades.

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Calendar

Earnings this week: expected moves

Every liquid name reporting this week with its live implied move.

Tool

Expected move calculator

Compute an implied move from any straddle price.

Tool

IV crush calculator

What an option is worth after the post-earnings IV reset.

Free data

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This page's numbers as a free endpoint and a drop-in card, with attribution.