PBT · Expected Move

Permian Basin Royalty Trust

The expected move for PBT 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).

PBT 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 PBT Expected Move
30-Day Straddle
$4.70
7-Day Straddle
$4.70
30-Day ATM IV
46.4%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to PBT'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.
PBT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $4.70 $4.70 46.4% 27%
20261021 $4.67 $4.67 54.4% 50%
20261020 $3.97 $3.97 54.0% 49%
20261019 $4.08 $4.08 — —
20261016 $4.70 $2.35 — —
20261015 $4.62 $2.20 52.3% 44%
20261014 $4.62 $2.05 52.2% 44%
20261013 $4.10 $2.08 45.1% 24%
20261012 $4.28 $1.95 45.7% 25%
20261009 $4.30 $2.30 46.3% 27%
20261008 $4.58 $2.35 47.9% 32%
20261007 $5.47 $2.85 52.9% 46%
20261006 $5.50 $2.70 46.9% 29%
20261005 $5.22 $3.42 67.3% 87%
20261002 $2.95 $2.95 42.2% 15%
20261001 $2.60 $2.60 44.5% 22%
20260930 $4.00 $4.00 44.8% 23%
20260929 $2.80 $2.80 48.3% 33%
20260928 $3.15 $3.15 49.3% 36%
20260925 $3.00 $3.00 — —
20260924 $3.32 $3.32 45.9% 26%
20260923 $2.95 $2.95 42.4% 16%
20260922 $3.30 $3.30 43.0% 17%
20260921 $2.65 $2.65 42.3% 15%
20260918 $3.83 $1.45 48.9% 34%
20260917 $4.62 $2.07 58.8% 63%
20260916 $4.22 $2.55 52.8% 46%
20260915 $4.03 $1.95 47.0% 29%
20260914 $4.45 $2.17 53.0% 46%
20260911 $3.70 $1.93 42.1% 15%
20260910 $3.95 $2.28 44.5% 22%
20260909 $3.80 $1.93 42.9% 17%
20260908 $4.47 $3.20 52.0% 43%
20260904 $4.22 $2.52 44.6% 22%
20260903 $4.45 $2.95 46.5% 27%
20260902 $2.23 $2.23 45.5% 25%
20260901 $2.85 $2.85 46.0% 26%
20260831 $3.23 $3.23 45.6% 25%
20260828 $3.03 $3.03 44.8% 22%
20260827 $3.35 $3.35 45.9% 26%
20260826 $4.25 $4.25 50.5% 39%
20260825 $2.38 $2.38 39.9% 9%
20260824 $2.55 $2.55 39.0% 6%
20260821 $3.28 $1.00 43.0% 18%
20260820 $3.58 $1.38 44.7% 22%
20260819 $3.55 $1.80 — —
20260818 $4.05 $2.00 — —
20260817 $4.12 $2.88 40.3% 10%
20260814 $4.40 $2.05 46.2% 27%
20260813 $3.90 $2.90 47.5% 30%
20260812 $4.72 $3.02 52.8% 46%
20260811 $4.03 $2.95 54.1% 49%
20260810 $4.83 $4.17 53.9% 49%
20260806 $4.45 $2.95 48.7% 34%
20260805 $3.52 $3.52 47.7% 31%
20260804 $4.22 $4.22 55.1% 52%
20260803 $3.67 $3.67 55.4% 53%
20260731 $2.97 $2.97 36.9% 0%
20260730 $3.28 $3.28 57.9% 55%
20260729 $3.02 $3.02 56.4% 50%

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.