How did the market react to the release—what were the immediate price and volume movements, and what is the implied short‑term volatility? | FROG (Aug 07, 2025) | Candlesense

How did the market react to the release—what were the immediate price and volume movements, and what is the implied short‑term volatility?

Answer

Based on the information you supplied (the press‑release announcing JFrog’s Q2 2025 earnings), there are no market‑price, volume, or volatility figures included. The excerpt only contains the company’s announcement text and metadata (title, ticker, source, timestamp, etc.). Therefore, it isn’t possible to quantify:

Metric Available from the news snippet?
Immediate price movement (e.g., % change, opening vs. closing price) No
Trading volume spike (e.g., shares traded vs. average) No
Implied short‑term volatility (e.g., option‑implied volatility or intraday price swing) No

What to Do Next

To answer the question accurately, you’ll need to retrieve real‑time market data for JFrog (ticker: FROG) around the time of the announcement (August 7 2025, 20:05 UTC). Below is a step‑by‑step guide on how to obtain the required metrics:

Step Action Typical Data Source
1. Identify the exact timestamp of the release The news was published at 2025‑08‑07 20:05 UTC. Depending on the exchange (NASDAQ), this is after regular market hours (U.S. markets close at 16:00 ET / 20:00 UTC). Business Wire, company press‑release page
2. Check after‑hours trading Since the release came after the market close, look at after‑hours (post‑market) activity from 20:05 UTC onward, and the next regular‑session opening. Bloomberg, Reuters, NASDAQ’s “Extended Hours” data, or your brokerage’s after‑hours quotes
3. Capture price movement - Pre‑release price (last price before 20:05 UTC)
- Post‑release price (first trade after 20:05 UTC)
- Opening price on 2025‑08‑08 (if you want the next day’s reaction)
Trade and quote (TAQ) files, market data APIs (e.g., Polygon.io, IEX Cloud, Alpha Vantage)
4. Determine volume spike Compare the after‑hours volume (or the first‑day volume) to the average daily volume (ADV) for FROG over the prior 30‑day window. Same data providers as above; calculate: VolumeSpike = AfterHoursVolume / ADV
5. Estimate implied short‑term volatility - Pull options chain data for the nearest‑expiry options (e.g., the weekly or next‑monthly series).
- Record the mid‑IV (implied volatility) before the release and immediately after.
- Compute the percentage change or use the realized intraday price range (high‑low) to approximate short‑term realized volatility.
Options data from CBOE, Bloomberg, or third‑party APIs (e.g., Tradier, EOD Historical Data)
6. Summarize Combine the numbers into a concise statement: “Following the Q2 2025 earnings release, FROG rose X % in after‑hours trading on Y M shares, representing a Z‑fold increase over its 30‑day ADV, while the at‑the‑money 30‑day implied volatility jumped from A % to B % (≈ C % change).” N/A

Example of What the Final Answer Might Look Like (once data are collected)

After the Q2 2025 earnings press release at 20:05 UTC, FROG traded *up 4.2 %** in the after‑hours session, moving from $28.45 to $29.66 on 2.1 M shares, which is 2.5 × its 30‑day average daily volume of ~840 k shares. The at‑the‑money 30‑day implied volatility for the nearest weekly options rose from 35 % pre‑release to 48 % post‑release, indicating a short‑term volatility spike of roughly 37 %.*

(Note: The numbers above are illustrative only; you’ll need to pull the actual market data to fill them in.)


Bottom Line

  • The provided news snippet does not contain market reaction data.
  • To determine the immediate price change, volume surge, and implied short‑term volatility, you must consult real‑time or historical market data sources for the ticker FROG around the release timestamp.
  • Follow the steps outlined above to collect, calculate, and present the required metrics accurately.

If you obtain the relevant market data and would like help interpreting it, feel free to share those numbers and I can walk you through the analysis.