PARA · Expected Move
Banzai International, Inc. Class A Common Stock
The expected move for PARA 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).
PARA 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 PARA Expected Move
30-Day Straddle
$2.02
7-Day Straddle
$0.93
30-Day ATM IV
84.7%
IV Rank
38%
Implied one-standard-deviation move through the next 30 days. Compare to PARA'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.
PARA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20250806 | $2.02 | $0.93 | 84.7% | 38% |
| 20250805 | $1.65 | $1.62 | 102.8% | 50% |
| 20250804 | $3.18 | $0.96 | 95.3% | 45% |
| 20250801 | $1.64 | $1.73 | 58.7% | 21% |
| 20250731 | $1.75 | $1.71 | 55.2% | 19% |
| 20250730 | $2.18 | $2.35 | 67.8% | 27% |
| 20250729 | $1.79 | $1.77 | 96.2% | 46% |
| 20250728 | $2.46 | $1.67 | 87.2% | 40% |
| 20250725 | $3.44 | $1.10 | 108.0% | 54% |
| 20250724 | $2.29 | $1.51 | 62.3% | 23% |
| 20250723 | $1.17 | $1.47 | 51.6% | 16% |
| 20250722 | $2.09 | $0.93 | 73.1% | 30% |
| 20250721 | $2.27 | $0.48 | 58.6% | 21% |
| 20250718 | $1.63 | $1.41 | 66.7% | 26% |
| 20250717 | $1.69 | $1.52 | 52.2% | 17% |
| 20250716 | $1.44 | $2.21 | 57.1% | 20% |
| 20250715 | $1.44 | $1.71 | 51.6% | 16% |
| 20250714 | $1.49 | $0.65 | 61.5% | 23% |
| 20250711 | $2.46 | $0.33 | 57.3% | 20% |
| 20250710 | $1.62 | $1.11 | 49.4% | 15% |
| 20250709 | $2.48 | $0.88 | 51.7% | 16% |
| 20250708 | $2.40 | $0.84 | 58.4% | 21% |
| 20250707 | $2.70 | $1.22 | 60.8% | 22% |
| 20250703 | $1.72 | $1.02 | 51.3% | 16% |
| 20250702 | $3.27 | $0.57 | 80.0% | 35% |
| 20250701 | $2.02 | $2.58 | 47.8% | 14% |
| 20250630 | $2.71 | $1.36 | 64.3% | 25% |
| 20250627 | $1.75 | $1.40 | 65.0% | 25% |
| 20250626 | $1.74 | $1.30 | 45.7% | 12% |
| 20250625 | $2.30 | $1.00 | 42.2% | 10% |
| 20250624 | $2.63 | $5.53 | 50.1% | 15% |
| 20250623 | $1.69 | $1.26 | 51.4% | 16% |
| 20250620 | $1.35 | $1.30 | 65.6% | 26% |
| 20250618 | $1.65 | $0.36 | 73.8% | 31% |
| 20250617 | $1.75 | $0.39 | 61.3% | 23% |
| 20250616 | $1.68 | $0.21 | 70.4% | 29% |
| 20250613 | $2.17 | $0.30 | 46.2% | 13% |
| 20250612 | $2.38 | $0.32 | 42.4% | 10% |
| 20250611 | $1.49 | $0.52 | 36.8% | 6% |
| 20250610 | $2.40 | $0.67 | 46.5% | 13% |
| 20250609 | $2.41 | $1.27 | 45.8% | 12% |
| 20250606 | $2.52 | $1.25 | 35.0% | 5% |
| 20250605 | $2.18 | $1.48 | 36.1% | 6% |
| 20250604 | $2.67 | $2.45 | 49.4% | 15% |
| 20250603 | $2.32 | $1.48 | — | — |
| 20250602 | $2.48 | $0.27 | 61.5% | 23% |
| 20250530 | $2.54 | $1.44 | 68.6% | 27% |
| 20250529 | $2.29 | $0.82 | 62.4% | 23% |
| 20250528 | $2.88 | $0.39 | 46.4% | 13% |
| 20250527 | $2.02 | $1.33 | 43.9% | 11% |
| 20250523 | $0.96 | $1.30 | 38.2% | 7% |
| 20250522 | $1.17 | $0.33 | 45.1% | 12% |
| 20250521 | $1.09 | $1.31 | 53.2% | 17% |
| 20250520 | $0.95 | $1.33 | 43.8% | 11% |
| 20250519 | $0.93 | $1.38 | 65.8% | 26% |
| 20250516 | $2.41 | $1.38 | 71.0% | 29% |
| 20250515 | $2.41 | $1.27 | 59.3% | 21% |
| 20250514 | $2.58 | $1.60 | 36.0% | 6% |
| 20250513 | $2.38 | $1.55 | 27.6% | 0% |
| 20250512 | $1.41 | $0.24 | 28.0% | 1% |
More on PARA
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.