PBYI · Expected Move

PUMA BIOTECHNOLOGY INC

The expected move for PBYI 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).

PBYI 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 PBYI Expected Move
30-Day Straddle
$1.77
7-Day Straddle
$1.77
30-Day ATM IV
69.7%
IV Rank
17%
Implied one-standard-deviation move through the next 30 days. Compare to PBYI'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.
PBYI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261020 $1.77 $1.77 69.7% 17%
20261019 $1.98 $1.98 83.1% 28%
20261016 $1.90 $0.48 79.3% 25%
20261015 $1.85 $1.65 73.3% 20%
20261014 $2.15 $2.98 84.2% 29%
20261013 $2.42 $7.95 — —
20261012 $2.15 $1.10 — —
20261009 $3.47 $1.05 95.5% 39%
20261008 $2.00 $0.88 73.9% 20%
20261007 $2.62 $0.95 87.7% 32%
20261006 $2.40 $0.82 85.6% 31%
20261005 $2.23 $1.05 79.5% 25%
20261002 $1.02 $1.02 81.0% 27%
20261001 $1.10 $1.10 98.8% 42%
20260930 $1.10 $1.10 98.8% 42%
20260929 $0.85 $0.85 79.9% 26%
20260928 $0.90 $0.90 72.4% 19%
20260925 $1.15 $1.15 70.6% 18%
20260924 $1.48 $1.48 — —
20260923 $2.65 $2.65 94.3% 38%
20260922 $1.35 $1.35 83.9% 29%
20260921 $1.35 $1.35 72.0% 19%
20260918 $2.05 $2.12 100.3% 43%
20260917 $2.82 $0.53 86.4% 31%
20260916 $2.05 $4.15 — —
20260915 $1.27 $0.92 61.7% 10%
20260914 $1.93 $1.38 98.2% 41%
20260911 $2.00 $2.40 84.4% 30%
20260910 $2.30 $1.12 104.1% 46%
20260909 $2.70 $1.12 99.7% 43%
20260908 $3.00 $1.32 — —
20260904 $1.92 $1.38 74.1% 21%
20260903 $2.00 $0.90 69.8% 17%
20260902 $2.68 $2.68 81.9% 27%
20260901 $2.67 $2.67 86.5% 31%
20260831 $2.73 $2.73 74.8% 21%
20260828 $1.68 $1.68 97.6% 41%
20260827 $2.70 $2.70 100.1% 43%
20260826 $2.73 $2.73 69.4% 17%
20260825 $0.98 $0.98 74.5% 21%
20260824 $1.35 $1.35 74.4% 21%
20260821 $1.35 $2.23 — —
20260820 $2.38 $2.33 75.2% 22%
20260819 $1.45 $1.93 68.2% 12%
20260818 $2.58 $2.40 89.9% 26%
20260817 $2.75 $2.50 81.6% 20%
20260814 $2.15 $2.60 81.9% 20%
20260813 $1.80 $1.55 67.2% 11%
20260812 $2.70 $1.48 67.8% 11%
20260811 $1.98 $2.50 86.0% 23%
20260810 $2.80 $3.27 79.7% 19%
20260806 $2.92 $2.92 86.9% 24%
20260805 $2.08 $2.08 113.4% 41%
20260804 $3.17 $3.17 92.3% 27%
20260803 $1.52 $1.52 98.3% 31%
20260731 $1.82 $1.82 84.5% 22%
20260730 $1.38 $1.38 88.3% 25%
20260729 $1.32 $1.32 84.6% 22%
20260728 $2.02 $2.02 109.9% 38%
20260727 $1.40 $1.40 96.2% 30%

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.