PB · Expected Move

Prosperity Bancshares Inc

The expected move for PB 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).

PB 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 PB Expected Move
30-Day Straddle
$4.67
7-Day Straddle
$2.27
30-Day ATM IV
28.7%
IV Rank
58%
Implied one-standard-deviation move through the next 30 days. Compare to PB'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.
PB Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $4.67 $2.27 28.7% 58%
20261015 $5.82 $3.98 30.1% 69%
20261014 $4.97 $3.08 28.3% 56%
20261013 $4.85 $2.38 26.2% 40%
20261012 $4.38 $2.45 23.1% 16%
20261009 $4.18 $3.50 25.7% 32%
20261008 $5.33 $3.32 32.5% 76%
20261007 $4.78 $3.42 26.1% 35%
20261006 $5.83 $4.33 27.9% 46%
20261005 $5.75 $4.35 27.5% 44%
20261002 $4.30 $4.30 26.1% 35%
20261001 $3.27 $3.27 25.8% 33%
20260930 $3.77 $3.77 27.2% 42%
20260929 $4.03 $4.03 23.4% 18%
20260928 $4.47 $4.47 24.3% 24%
20260925 $4.05 $4.05 25.0% 28%
20260924 $4.70 $4.70 26.6% 38%
20260923 $5.45 $5.45 27.3% 43%
20260922 $4.00 $4.00 27.4% 43%
20260921 $2.88 $2.88 20.6% 0%
20260918 $3.80 $1.73 24.7% 25%
20260917 $3.47 $2.62 21.9% 6%
20260916 $3.92 $2.55 24.0% 20%
20260915 $4.15 $1.80 23.9% 19%
20260914 $4.22 $2.97 23.2% 15%
20260911 $4.38 $2.27 24.3% 22%
20260910 $3.85 $3.70 22.4% 9%
20260909 $4.25 $2.92 22.4% 9%
20260908 $4.72 $3.83 22.7% 11%
20260904 $4.55 $4.03 21.9% 6%
20260903 $5.72 $4.38 24.8% 25%
20260902 $3.92 $3.92 25.7% 31%
20260901 $3.23 $3.23 24.5% 23%
20260831 $3.92 $3.92 29.3% 54%
20260828 $4.72 $4.72 28.2% 47%
20260827 $4.17 $4.17 25.2% 28%
20260826 $3.50 $3.50 24.2% 21%
20260825 $4.22 $4.22 26.3% 35%
20260824 $4.15 $4.15 25.0% 26%
20260821 $3.62 $2.05 21.0% 0%
20260820 $4.22 $2.67 25.2% 26%
20260819 $3.95 $1.90 23.5% 16%
20260818 $3.55 $1.15 21.0% 0%
20260817 $4.12 $2.95 23.8% 6%
20260814 $4.70 $2.38 25.3% 17%
20260813 $4.30 $2.92 23.3% 2%
20260812 $5.05 $3.33 27.2% 25%
20260811 $4.83 $3.60 26.9% 23%
20260810 $5.10 $3.55 26.5% 21%
20260807 — — 25.3% 13%
20260806 $4.75 $2.77 23.6% 4%
20260805 $2.65 $2.65 23.8% 4%
20260804 $3.12 $3.12 23.0% 0%
20260803 $3.15 $3.15 23.1% 0%
20260731 $3.52 $3.52 24.1% 2%
20260730 $3.72 $3.72 25.1% 7%
20260729 $4.05 $4.05 25.4% 9%
20260728 $4.60 $4.60 29.2% 31%
20260727 $4.80 $4.80 30.0% 36%
20260724 $5.62 $5.62 31.3% 43%

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.