PBR · Expected Move

PETROLEO BRASILEIRO S.A.-PETROBRAS ADS (REP 1 COMMON SHARE)

The expected move for PBR 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).

PBR 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 PBR Expected Move
30-Day Straddle
$3.48
7-Day Straddle
$2.95
30-Day ATM IV
60.5%
IV Rank
90%
Implied one-standard-deviation move through the next 30 days. Compare to PBR'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.
PBR Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261023 $3.48 $2.95 60.5% 90%
20261022 $3.33 $2.82 57.8% 82%
20261021 $3.20 $2.59 54.6% 73%
20261020 $3.21 $2.70 54.3% 73%
20261019 $3.27 $0.94 55.9% 77%
20261016 $3.25 $1.21 56.0% 77%
20261015 $2.91 $1.23 49.4% 59%
20261014 $2.96 $1.34 49.8% 60%
20261013 $2.74 $1.38 46.5% 51%
20261012 $2.49 $0.89 43.9% 43%
20261009 $2.50 $1.06 45.6% 48%
20261008 $2.48 $1.07 43.9% 43%
20261007 $2.36 $1.05 43.3% 42%
20261006 $2.42 $1.20 43.6% 43%
20261005 $2.53 $0.97 46.0% 49%
20261002 $2.90 $1.73 64.0% 100%
20261001 $3.08 $1.68 62.9% 100%
20260930 $2.71 $1.70 57.7% 85%
20260929 $2.68 $1.69 55.5% 78%
20260928 $2.66 $0.77 53.7% 73%
20260925 $1.99 $0.89 47.8% 56%
20260924 $2.26 $0.97 49.6% 61%
20260923 $3.08 $1.06 63.0% 100%
20260922 $2.12 $1.09 44.8% 63%
20260921 $2.35 $0.71 47.9% 74%
20260918 $2.16 $0.86 46.2% 43%
20260917 $2.24 $0.97 47.4% 46%
20260916 $2.31 $1.07 48.4% 48%
20260915 $2.46 $1.21 49.0% 50%
20260914 $2.29 $0.74 47.0% 45%
20260911 $2.12 $0.95 46.2% 43%
20260910 $2.37 $1.00 48.5% 49%
20260909 $2.25 $1.03 47.0% 45%
20260908 $2.21 $1.07 43.6% 37%
20260904 $1.65 $0.72 38.9% 25%
20260903 $2.28 $0.84 48.1% 48%
20260902 $2.06 $0.96 41.4% 31%
20260901 $2.32 $0.99 41.0% 30%
20260831 $1.97 $0.60 33.9% 13%
20260828 $1.23 $0.60 32.1% 9%
20260827 $1.22 $0.71 31.6% 8%
20260826 $1.33 $0.75 30.9% 6%
20260825 $1.15 $0.77 28.5% 0%
20260824 $1.55 $0.63 34.3% 14%
20260821 $1.26 $0.77 30.5% 4%
20260820 $1.31 $0.80 32.4% 9%
20260819 $1.51 $0.94 32.1% 8%
20260818 $1.27 $0.88 31.8% 7%
20260817 $1.31 $0.51 33.5% 12%
20260814 $1.14 $0.49 29.8% 2%
20260813 $1.38 $0.61 38.1% 23%
20260812 $1.38 $0.69 32.0% 8%
20260811 $1.33 $0.80 32.5% 9%
20260810 $1.22 $0.52 29.5% 2%
20260807 — — 45.0% 40%
20260806 $2.12 $0.77 54.6% 63%
20260805 $1.53 $1.00 33.4% 11%
20260804 $1.56 $1.06 39.8% 27%
20260803 $2.25 $0.80 48.8% 49%
20260731 $1.54 $0.85 35.9% 17%

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.