PAM · Expected Move
PAMPA ENERGIA S.A.
The expected move for PAM 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).
PAM 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 PAM Expected Move
30-Day Straddle
$7.67
7-Day Straddle
$4.28
30-Day ATM IV
45.7%
IV Rank
81%
Implied one-standard-deviation move through the next 30 days. Compare to PAM'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.
PAM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $7.67 | $4.28 | 45.7% | 81% |
| 20261106 | $7.20 | $4.38 | 41.3% | 56% |
| 20261105 | $6.80 | $5.53 | 41.8% | 59% |
| 20261104 | $4.85 | $4.85 | 42.3% | 62% |
| 20261103 | $4.57 | $4.57 | 38.3% | 39% |
| 20261102 | $5.53 | $5.53 | 40.1% | 50% |
| 20261030 | $6.10 | $6.10 | 40.9% | 54% |
| 20261029 | $5.50 | $5.50 | 38.2% | 39% |
| 20261028 | $6.40 | $6.40 | 39.5% | 46% |
| 20261027 | $6.10 | $6.10 | 38.7% | 42% |
| 20261026 | $6.18 | $6.18 | 38.6% | 41% |
| 20261023 | $7.03 | $7.03 | 38.7% | 42% |
| 20261022 | $7.65 | $7.65 | 39.9% | 48% |
| 20261021 | $6.80 | $6.80 | 35.6% | 25% |
| 20261020 | $6.62 | $6.62 | 36.9% | 31% |
| 20261019 | $7.55 | $7.55 | 39.6% | 47% |
| 20261016 | $7.68 | $1.38 | 37.0% | 32% |
| 20261015 | $7.55 | $3.10 | 37.1% | 33% |
| 20261014 | $7.10 | $2.73 | 33.2% | 11% |
| 20261013 | $6.70 | $4.00 | 31.2% | 0% |
| 20261012 | $8.22 | $3.52 | 35.7% | 15% |
| 20261009 | $8.10 | $3.50 | 37.1% | 22% |
| 20261008 | $7.45 | $4.38 | 34.6% | 10% |
| 20261007 | $8.00 | $3.92 | 36.5% | 19% |
| 20261006 | $8.77 | $4.45 | 36.6% | 20% |
| 20261005 | $8.30 | $4.03 | 36.7% | 20% |
| 20261002 | $4.50 | $4.50 | 39.3% | 34% |
| 20261001 | $4.62 | $4.62 | 39.9% | 37% |
| 20260930 | $4.45 | $4.45 | 38.3% | 28% |
| 20260929 | $4.85 | $4.85 | 40.2% | 39% |
| 20260928 | $5.72 | $5.72 | 39.1% | 33% |
| 20260925 | $4.57 | $4.57 | 36.2% | 18% |
| 20260924 | $4.92 | $4.92 | 35.5% | 14% |
| 20260923 | $5.33 | $5.33 | 35.9% | 16% |
| 20260922 | $5.42 | $5.42 | 34.8% | 10% |
| 20260921 | $5.60 | $5.60 | 34.7% | 10% |
| 20260918 | $6.07 | $3.08 | 33.2% | 2% |
| 20260917 | $7.08 | $2.77 | 37.2% | 23% |
| 20260916 | $6.92 | $2.92 | 34.8% | 10% |
| 20260915 | $7.40 | $3.83 | 34.7% | 10% |
| 20260914 | $7.68 | $4.03 | 36.6% | 20% |
| 20260911 | $7.75 | $4.25 | 36.4% | 19% |
| 20260910 | $7.45 | $3.73 | 34.9% | 11% |
| 20260909 | $8.62 | $4.80 | 38.6% | 30% |
| 20260908 | $8.53 | $4.42 | 37.7% | 26% |
| 20260904 | $8.43 | $4.05 | 35.6% | 14% |
| 20260903 | $8.40 | $4.40 | 35.3% | 13% |
| 20260902 | $6.15 | $6.15 | 35.7% | 15% |
| 20260901 | $3.80 | $3.80 | 32.8% | 0% |
| 20260831 | $4.30 | $4.30 | 33.1% | 0% |
| 20260828 | $3.97 | $3.97 | 33.1% | 0% |
| 20260827 | $5.67 | $5.67 | 36.1% | 14% |
| 20260826 | $5.43 | $5.43 | 35.4% | 10% |
| 20260825 | $5.20 | $5.20 | 33.6% | 0% |
| 20260824 | $6.05 | $6.05 | 36.5% | 14% |
| 20260821 | $6.05 | $1.98 | 35.1% | 7% |
| 20260820 | $6.50 | $2.67 | 36.8% | 16% |
| 20260819 | $6.53 | $2.30 | 36.4% | 14% |
| 20260818 | $6.88 | $3.80 | 37.8% | 21% |
| 20260817 | $6.57 | $3.25 | 35.0% | 6% |
More on PAM
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.