PBA · Expected Move
PEMBINA PIPELINE CORPORATION
The expected move for PBA 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).
PBA 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 PBA Expected Move
30-Day Straddle
$3.40
7-Day Straddle
$3.40
30-Day ATM IV
30.6%
IV Rank
95%
Implied one-standard-deviation move through the next 30 days. Compare to PBA'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.
PBA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.40 | $3.40 | 30.6% | 95% |
| 20261021 | $2.75 | $2.75 | 31.3% | 100% |
| 20261020 | $2.38 | $2.38 | 20.4% | 16% |
| 20261019 | $2.38 | $2.38 | 20.3% | 15% |
| 20261016 | $3.42 | $1.18 | 27.8% | 76% |
| 20261015 | $3.25 | $2.12 | — | — |
| 20261014 | $2.90 | $1.62 | 23.3% | 39% |
| 20261013 | $3.00 | $1.38 | 23.4% | 40% |
| 20261012 | $3.20 | $3.02 | 23.0% | 37% |
| 20261009 | $3.45 | $2.25 | 23.4% | 40% |
| 20261008 | $3.55 | $1.88 | 25.9% | 60% |
| 20261007 | $3.33 | $1.50 | 25.9% | 61% |
| 20261006 | $3.25 | $2.10 | 25.1% | 54% |
| 20261005 | $3.45 | $1.22 | 27.5% | 73% |
| 20261002 | $1.55 | $1.55 | 22.7% | 35% |
| 20261001 | $1.43 | $1.43 | 22.4% | 32% |
| 20260930 | $1.45 | $1.45 | 21.5% | 25% |
| 20260929 | $1.57 | $1.57 | 30.9% | 100% |
| 20260928 | $1.57 | $1.57 | 21.2% | 24% |
| 20260925 | $1.55 | $1.55 | 18.3% | 0% |
| 20260924 | $1.82 | $1.82 | 21.1% | 16% |
| 20260923 | $1.95 | $1.95 | 21.4% | 19% |
| 20260922 | $2.02 | $2.02 | 22.3% | 26% |
| 20260921 | $2.90 | $2.90 | 25.6% | 57% |
| 20260918 | $3.02 | $3.05 | 23.8% | 40% |
| 20260917 | $3.17 | $3.33 | 24.0% | 43% |
| 20260916 | $3.07 | $2.48 | 24.6% | 47% |
| 20260915 | $3.00 | $2.20 | 20.3% | 8% |
| 20260914 | $2.95 | $2.73 | 20.6% | 11% |
| 20260911 | $3.00 | $2.70 | 20.6% | 11% |
| 20260910 | $2.70 | $1.65 | 22.9% | 32% |
| 20260909 | $2.38 | $1.55 | 19.5% | 1% |
| 20260908 | $2.75 | $1.98 | 22.5% | 28% |
| 20260904 | $4.10 | $2.30 | 26.7% | 65% |
| 20260903 | $2.67 | $2.00 | 20.6% | 6% |
| 20260902 | $2.08 | $2.08 | 21.3% | 9% |
| 20260901 | $2.18 | $2.18 | 21.8% | 12% |
| 20260831 | $2.17 | $2.17 | 21.5% | 11% |
| 20260828 | $2.88 | $2.88 | 25.7% | 31% |
| 20260827 | $2.40 | $2.40 | 21.9% | 12% |
| 20260826 | $2.70 | $2.70 | 19.4% | 0% |
| 20260825 | $3.48 | $3.48 | 30.2% | 54% |
| 20260824 | $2.68 | $2.68 | 24.9% | 27% |
| 20260821 | $2.50 | $1.20 | 23.4% | 20% |
| 20260820 | $2.30 | $1.00 | 20.8% | 7% |
| 20260819 | $2.38 | $1.12 | 21.4% | 10% |
| 20260818 | $2.35 | $1.07 | 20.3% | 4% |
| 20260817 | $2.20 | $1.12 | 20.2% | 4% |
| 20260814 | $2.35 | $1.30 | 19.4% | 0% |
| 20260813 | $2.80 | $1.50 | 21.7% | 11% |
| 20260812 | $2.62 | $1.62 | 20.8% | 6% |
| 20260811 | $2.88 | $2.08 | 21.9% | 12% |
| 20260810 | $3.35 | $2.45 | 22.9% | 16% |
| 20260807 | — | — | 24.3% | 24% |
| 20260806 | $3.50 | $2.85 | 22.2% | 13% |
| 20260805 | $2.72 | $2.72 | 23.8% | 21% |
| 20260804 | $2.07 | $2.07 | 22.4% | 14% |
| 20260803 | $2.23 | $2.23 | 25.7% | 31% |
| 20260731 | $2.12 | $2.12 | 24.3% | 24% |
| 20260730 | $2.65 | $2.65 | 24.2% | 23% |
More on PBA
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.