PAG · Expected Move
Penske Automotive Group, Inc.
The expected move for PAG is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
PAG straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current PAG Expected Move
30-Day Straddle
$4.10
7-Day Straddle
$4.10
30-Day ATM IV
6.8%
IV Rank
3%
Implied one-standard-deviation move through the next 30 days. Compare to PAG's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
PAG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261104 | $4.10 | $4.10 | 6.8% | 3% |
| 20261103 | $13.28 | $13.28 | 25.3% | 55% |
| 20261102 | $10.90 | $10.90 | 7.7% | 5% |
| 20261030 | $2.98 | $2.98 | 6.3% | 2% |
| 20261029 | $4.67 | $4.67 | 7.0% | 3% |
| 20261028 | $7.10 | $7.10 | 8.2% | 7% |
| 20261027 | $3.60 | $3.60 | 13.4% | 21% |
| 20261026 | $3.50 | $3.50 | 12.5% | 19% |
| 20261023 | $3.75 | $3.75 | 12.0% | 17% |
| 20261022 | $5.45 | $5.45 | 8.0% | 6% |
| 20261021 | $3.15 | $3.15 | 6.5% | 2% |
| 20261020 | $3.15 | $3.15 | 6.4% | 2% |
| 20261019 | $3.35 | $3.35 | 6.7% | 2% |
| 20261016 | $3.07 | $1.90 | 5.8% | 0% |
| 20261015 | $3.67 | $1.98 | 12.6% | 0% |
| 20261014 | $16.60 | $5.62 | 33.8% | 73% |
| 20261013 | $15.45 | $4.97 | 30.7% | 61% |
| 20261012 | $17.30 | $7.20 | 34.3% | 75% |
| 20261009 | $19.05 | $10.45 | 36.3% | 82% |
| 20261008 | $18.35 | $11.20 | 35.8% | 80% |
| 20261007 | $20.00 | $12.30 | 39.3% | 93% |
| 20261006 | $15.35 | $6.62 | 27.5% | 50% |
| 20261005 | $15.90 | $7.78 | 27.9% | 51% |
| 20261002 | $11.00 | $11.00 | 27.9% | 51% |
| 20261001 | $11.98 | $11.98 | 30.5% | 61% |
| 20260930 | $10.35 | $10.35 | 31.3% | 64% |
| 20260929 | $10.47 | $10.47 | 28.5% | 53% |
| 20260928 | $7.85 | $7.85 | 22.3% | 30% |
| 20260925 | $7.05 | $7.05 | 18.5% | 17% |
| 20260924 | $7.38 | $7.38 | 18.7% | 17% |
| 20260923 | $6.78 | $6.78 | 17.0% | 11% |
| 20260922 | $6.50 | $6.50 | 16.5% | 9% |
| 20260921 | $8.05 | $8.05 | 17.5% | 13% |
| 20260918 | $7.65 | $2.58 | 15.0% | 4% |
| 20260917 | $8.07 | $5.80 | 14.4% | 2% |
| 20260916 | $8.97 | $5.40 | 15.8% | 7% |
| 20260915 | $7.30 | $4.95 | 15.6% | 6% |
| 20260914 | $7.60 | $5.05 | 15.0% | 4% |
| 20260911 | $7.62 | $6.05 | 14.2% | 1% |
| 20260910 | $7.75 | $5.50 | 14.8% | 3% |
| 20260909 | $7.95 | $5.55 | 14.8% | 3% |
| 20260908 | $7.95 | $5.20 | 15.2% | 5% |
| 20260904 | $8.00 | $5.35 | 14.0% | 0% |
| 20260903 | $8.03 | $5.35 | 13.9% | 0% |
| 20260902 | $5.68 | $5.68 | 15.2% | 3% |
| 20260901 | $6.58 | $6.58 | 15.4% | 4% |
| 20260831 | $6.35 | $6.35 | 14.9% | 2% |
| 20260828 | $6.72 | $6.72 | 15.1% | 3% |
| 20260827 | $6.68 | $6.68 | 14.8% | 2% |
| 20260826 | $6.47 | $6.47 | 15.0% | 2% |
| 20260825 | $6.90 | $6.90 | 15.0% | 2% |
| 20260824 | $6.30 | $6.30 | 14.6% | 1% |
| 20260821 | $6.95 | $3.28 | 14.8% | 2% |
| 20260820 | $7.28 | $5.10 | 15.1% | 3% |
| 20260819 | $6.90 | $4.33 | 14.4% | 0% |
| 20260818 | $6.40 | $4.38 | 17.5% | 12% |
| 20260817 | $7.60 | $3.67 | 15.1% | 3% |
| 20260814 | $8.45 | $4.12 | 15.8% | 5% |
| 20260813 | $8.43 | $4.90 | 15.0% | 2% |
| 20260812 | $7.82 | $5.53 | 14.3% | 0% |
More on PAG
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.