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Sign up — freePANW institutional options flow analysis — multi-leg block trades, dominant direction, and gamma analysis from the public options tape for September 2, 2026. Articles older than 60 days are public; sign in to read flow within the past month, upgrade to AIme Premium for today's unusual options trades without the delay.
PANW appeared in the unusual options tape this day — full breakdown is paywalled.
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PANW reports on Tuesday, September 1 after the close. The at-the-money straddle covering that report prices a ±9.4% move — roughly $336.66 to $406.52 from $371.59. PANW has averaged ±5.0% on its last 7 earnings reactions (biggest: 7%), so this print is priced at 1.9× its own history.
Implied move = the live at-the-money straddle for the expiry covering the report (Sep 4); it shifts intraday. Historical move = the average of PANW’s own 1-day earnings reactions over its last reported quarters — a reference, not a forecast.