PEGA
Pegasystems Inc.Pre-market34.91−0.74 −2.08%USD
NasdaqGS · as of Oct 12, 16:00 ET · 15m delay
Open
35.92
Prev close
35.65
Day range
34.8336.53
52-week range
25.1068.10
Volume
1.40M0.55×
Mkt cap
5.74B
P/E ttm
19.72
Fwd P/E
13.43
EPS ttm
1.77
Div yield
0.34%
Earnings
Oct 20, 2026
From 52w high
−48.74%
PEGA market-implied price distribution
PEGA Price at Expiry
9 OTM quotes · ATM IV 65.0%
Days to expiry
38
Fri, Nov 20, 2026
P(finish above spot)
49%
spot 34.91
Expected price
34.72
forward 35.06
68% range
27–42
−21.5% / +19.7%
Shaded band: the middle 68% of outcomes. Where the blue curve sits above the dashed one, options price that move as likelier than a plain bell curve would.
Target Price
Percentiles
| Chance below | Price | vs spot |
|---|---|---|
| 5% | 16.80 | −51.9% |
| 16% | 27.41 | −21.5% |
| 25% | 30.12 | −13.7% |
| 50% (median) | 34.77 | −0.4% |
| 75% | 39.31 | +12.6% |
| 84% | 41.78 | +19.7% |
| 95% | 49.18 | +40.9% |
Move Odds
| Up 5% or more (36.66) | 39% |
|---|---|
| Up 10% or more (38.40) | 29% |
| Down 5% or more (33.16) | 40% |
| Down 10% or more (31.42) | 31% |
Options price a 10%+ drop at 31%, 0.9× the 34% a bell curve with the same volatility gives.
Risk-neutral odds from option prices, the bot's lgf odds method: out-of-the-money mids → implied vols → a smoothed smile in total variance → density = erT·∂²C/∂K² (Breeden–Litzenberger). Risk-neutral odds include the market's risk premium, so they lean bearish compared with real-world odds. Not investment advice.