How did the market react to the releaseâwhat were the immediate price and volume movements, and what is the implied shortâterm volatility?
Answer
Based on the information you supplied (the pressârelease announcing JFrogâs Q2âŻ2025 earnings), there are no marketâprice, volume, or volatility figures included. The excerpt only contains the companyâs announcement text and metadata (title, ticker, source, timestamp, etc.). Therefore, it isnât 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 shortâterm volatility (e.g., optionâimplied volatility or intraday price swing) | No |
What to Do Next
To answer the question accurately, youâll need to retrieve realâtime market data for JFrog (ticker: FROG) around the time of the announcement (AugustâŻ7âŻ2025, 20:05âŻUTC). Below is a stepâbyâstep 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 2025â08â07âŻ20:05âŻUTC. Depending on the exchange (NASDAQ), this is after regular market hours (U.S. markets close at 16:00âŻET / 20:00âŻUTC). | Business Wire, company pressârelease page |
2. Check afterâhours trading | Since the release came after the market close, look at afterâhours (postâmarket) activity from 20:05âŻUTC onward, and the next regularâsession opening. | Bloomberg, Reuters, NASDAQâs âExtended Hoursâ data, or your brokerageâs afterâhours quotes |
3. Capture price movement | - Preârelease price (last price before 20:05âŻUTC) - Postârelease price (first trade after 20:05âŻUTC) - Opening price on 2025â08â08 (if you want the next dayâs reaction) |
Trade and quote (TAQ) files, market data APIs (e.g., Polygon.io, IEX Cloud, Alpha Vantage) |
4. Determine volume spike | Compare the afterâhours volume (or the firstâday volume) to the average daily volume (ADV) for FROG over the prior 30âday window. | Same data providers as above; calculate: VolumeSpike = AfterHoursVolume / ADV |
5. Estimate implied shortâterm volatility | - Pull options chain data for the nearestâexpiry options (e.g., the weekly or nextâmonthly series). - Record the midâIV (implied volatility) before the release and immediately after. - Compute the percentage change or use the realized intraday price range (highâlow) to approximate shortâterm realized volatility. |
Options data from CBOE, Bloomberg, or thirdâparty APIs (e.g., Tradier, EOD Historical Data) |
6. Summarize | Combine the numbers into a concise statement: âFollowing the Q2âŻ2025 earnings release, FROG rose XâŻ% in afterâhours trading on YâŻM shares, representing a Zâfold increase over its 30âday ADV, while the atâtheâmoney 30âday implied volatility jumped from AâŻ% to BâŻ% (ââŻCâŻ% change).â | N/A |
Example of What the Final Answer Might Look Like (once data are collected)
After the Q2âŻ2025 earnings press release at 20:05âŻUTC, FROG traded *up 4.2âŻ%** in the afterâhours session, moving from $28.45 to $29.66 on 2.1âŻM shares, which is 2.5âŻĂ its 30âday average daily volume of ~840âŻk shares. The atâtheâmoney 30âday implied volatility for the nearest weekly options rose from 35âŻ% preârelease to 48âŻ% postârelease, indicating a shortâterm volatility spike of roughly 37âŻ%.*
(Note: The numbers above are illustrative only; youâll 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 shortâterm volatility, you must consult realâtime 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.