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 sessions

Bars: 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
Date30D Straddle7D StraddleATM IVIV 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%

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.