PAYX · Expected Move

Paychex Inc

The expected move for PAYX 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).

PAYX 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 PAYX Expected Move
30-Day Straddle
$7.40
7-Day Straddle
$7.40
30-Day ATM IV
30.0%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to PAYX'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.
PAYX Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $7.40 $7.40 30.0% 27%
20261023 $8.25 $8.25 29.3% 22%
20261022 $8.40 $8.40 30.8% 33%
20261021 $7.18 $7.18 27.3% 8%
20261020 $8.75 $8.75 30.4% 29%
20261019 $6.80 $6.80 26.3% 1%
20261016 $7.60 $1.68 27.7% 10%
20261015 $7.95 $2.65 28.7% 17%
20261014 $8.40 $2.70 28.9% 18%
20261013 $7.20 $3.12 27.1% 7%
20261012 $7.67 $2.03 28.1% 13%
20261009 $7.30 $3.17 26.1% 0%
20261008 $7.95 $3.62 27.9% 11%
20261007 $7.78 $3.02 27.0% 5%
20261006 $7.45 $3.53 26.4% 1%
20261005 $7.95 $3.67 28.0% 11%
20261002 $4.15 $4.15 26.9% 4%
20261001 $4.58 $4.58 28.9% 18%
20260930 $5.10 $5.10 29.3% 20%
20260929 $4.97 $4.97 29.1% 18%
20260928 $4.95 $4.95 26.2% 0%
20260925 $5.90 $5.90 27.6% 0%
20260924 $6.22 $6.22 29.2% 10%
20260923 $6.18 $6.18 29.5% 12%
20260922 $8.30 $8.30 34.4% 47%
20260921 $9.10 $9.10 36.9% 66%
20260918 $8.78 $1.15 34.3% 47%
20260917 $9.03 $2.35 34.7% 50%
20260916 $8.82 $3.52 33.2% 39%
20260915 $9.77 $3.95 34.7% 49%
20260914 $9.68 $3.15 33.8% 43%
20260911 $9.95 $3.40 34.2% 46%
20260910 $9.00 $4.35 31.4% 26%
20260909 $9.82 $4.75 34.0% 45%
20260908 $10.85 $5.12 33.7% 43%
20260904 $9.85 $5.08 29.4% 11%
20260903 $10.05 $5.93 29.5% 12%
20260902 $5.65 $5.65 31.3% 25%
20260901 $5.97 $5.97 31.4% 26%
20260831 $7.28 $7.28 31.4% 26%
20260828 $6.45 $6.45 30.5% 19%
20260827 $7.50 $7.50 30.3% 18%
20260826 $7.80 $7.80 32.0% 30%
20260825 $7.60 $7.60 30.8% 22%
20260824 $7.30 $7.30 28.5% 5%
20260821 $7.53 $1.40 28.0% 1%
20260820 $7.92 $2.95 28.5% 5%
20260819 $8.77 $3.23 28.6% 6%
20260818 $7.95 $2.98 28.7% 6%
20260817 $8.70 $3.20 30.3% 18%
20260814 $8.85 $4.47 28.2% 2%
20260813 $8.93 $4.72 28.9% 8%
20260812 $9.05 $4.45 29.6% 13%
20260811 $9.80 $4.57 30.8% 21%
20260810 $9.80 $5.85 31.7% 28%
20260807 — — 32.9% 36%
20260806 $10.40 $6.72 33.2% 39%
20260805 $6.40 $6.40 32.2% 32%
20260804 $7.30 $7.30 35.2% 54%
20260803 $7.35 $7.35 33.1% 38%

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.