PBF · Expected Move
PBF ENERGY INC.
The expected move for PBF 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).
PBF 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 PBF Expected Move
30-Day Straddle
$15.90
7-Day Straddle
$0.73
30-Day ATM IV
76.3%
IV Rank
82%
Implied one-standard-deviation move through the next 30 days. Compare to PBF'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.
PBF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $15.90 | $0.73 | 76.3% | 82% |
| 20261015 | $16.55 | $3.95 | 75.7% | 79% |
| 20261014 | $16.95 | $4.20 | 74.2% | 73% |
| 20261013 | $17.10 | $5.15 | 73.3% | 70% |
| 20261012 | $16.15 | $5.45 | 73.5% | 70% |
| 20261009 | $16.05 | $6.20 | 70.4% | 58% |
| 20261008 | $17.60 | $6.93 | 71.4% | 62% |
| 20261007 | $16.30 | $7.28 | 71.4% | 62% |
| 20261006 | $17.20 | $7.90 | 74.3% | 73% |
| 20261005 | $17.75 | $8.55 | 73.9% | 72% |
| 20261002 | $8.80 | $8.80 | 73.1% | 68% |
| 20261001 | $9.65 | $9.65 | 74.7% | 75% |
| 20260930 | $9.50 | $9.50 | 75.3% | 78% |
| 20260929 | $9.45 | $9.45 | 75.8% | 79% |
| 20260928 | $9.90 | $9.90 | 75.1% | 77% |
| 20260925 | $10.55 | $10.55 | 73.7% | 71% |
| 20260924 | $10.55 | $10.55 | 74.8% | 76% |
| 20260923 | $10.70 | $10.70 | 76.4% | 82% |
| 20260922 | $10.80 | $10.80 | 75.4% | 78% |
| 20260921 | $10.95 | $10.95 | 74.3% | 74% |
| 20260918 | $12.45 | $1.95 | 72.9% | 68% |
| 20260917 | $13.00 | $2.77 | 74.8% | 76% |
| 20260916 | $12.75 | $3.98 | 73.4% | 70% |
| 20260915 | $13.65 | $5.62 | 78.5% | 90% |
| 20260914 | $12.35 | $5.10 | 75.4% | 78% |
| 20260911 | $13.90 | $6.58 | 71.4% | 62% |
| 20260910 | $13.90 | $7.12 | 72.4% | 66% |
| 20260909 | $14.30 | $7.28 | 72.5% | 66% |
| 20260908 | $14.20 | $7.43 | 71.9% | 64% |
| 20260904 | $13.85 | $8.25 | 69.0% | 52% |
| 20260903 | $14.05 | $8.35 | 68.8% | 51% |
| 20260902 | $8.90 | $8.90 | 67.0% | 44% |
| 20260901 | $9.30 | $9.30 | 71.2% | 61% |
| 20260831 | $8.45 | $8.45 | 67.0% | 44% |
| 20260828 | $9.40 | $9.40 | 70.3% | 57% |
| 20260827 | $9.20 | $9.20 | 69.4% | 54% |
| 20260826 | $9.85 | $9.85 | 71.3% | 61% |
| 20260825 | $10.05 | $10.05 | 72.9% | 68% |
| 20260824 | $10.40 | $10.40 | 71.1% | 60% |
| 20260821 | $11.55 | $1.95 | 69.8% | 55% |
| 20260820 | $10.75 | $2.65 | 68.3% | 49% |
| 20260819 | $11.80 | $3.45 | 69.0% | 52% |
| 20260818 | $12.15 | $4.75 | 70.2% | 57% |
| 20260817 | $13.05 | $4.92 | 74.2% | 73% |
| 20260814 | $11.80 | $5.50 | 66.7% | 43% |
| 20260813 | $13.00 | $6.95 | 69.9% | 56% |
| 20260812 | $12.10 | $6.20 | 68.4% | 49% |
| 20260811 | $12.50 | $6.80 | 69.8% | 55% |
| 20260810 | $12.15 | $6.78 | 69.7% | 55% |
| 20260807 | — | — | 66.4% | 40% |
| 20260806 | $11.85 | $7.10 | 72.4% | 63% |
| 20260805 | $7.35 | $7.35 | 69.8% | 47% |
| 20260804 | $8.70 | $8.70 | 72.8% | 57% |
| 20260803 | $9.40 | $9.40 | 72.2% | 55% |
| 20260731 | $10.25 | $10.25 | 72.3% | 56% |
| 20260730 | $11.25 | $11.25 | 74.6% | 64% |
| 20260729 | $10.85 | $10.85 | 80.2% | 78% |
| 20260728 | $10.15 | $10.15 | 79.7% | 76% |
| 20260727 | $11.00 | $11.00 | 80.9% | 80% |
| 20260724 | $10.15 | $10.15 | 75.2% | 62% |
More on PBF
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.