PCYO · Expected Move

Pure Cycle Corporation

The expected move for PCYO 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).

PCYO 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 PCYO Expected Move
30-Day Straddle
$1.00
7-Day Straddle
$1.00
30-Day ATM IV
36.5%
IV Rank
0%
Implied one-standard-deviation move through the next 30 days. Compare to PCYO'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.
PCYO Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261019 $1.00 $1.00 36.5% 0%
20261016 $1.17 $2.08 41.6% 4%
20261015 $1.30 $2.12 41.0% 3%
20261014 $1.35 $2.38 39.1% 1%
20261013 $1.45 $2.15 40.0% 2%
20261012 $1.45 $2.17 39.2% 1%
20261009 $1.30 $2.35 49.6% 13%
20261008 $1.25 $2.05 46.1% 9%
20261007 $1.25 $2.05 49.4% 13%
20261006 $1.25 $2.00 45.8% 9%
20261005 $1.17 $1.95 48.7% 12%
20261002 $2.02 $2.02 51.9% 16%
20261001 $1.98 $1.98 54.4% 19%
20260930 $2.30 $2.30 57.7% 23%
20260929 $1.72 $1.72 44.9% 8%
20260928 $1.83 $1.83 48.5% 12%
20260925 $1.50 $1.50 60.2% 26%
20260924 $1.22 $1.22 54.9% 20%
20260923 $1.60 $1.60 65.3% 32%
20260922 $2.12 $2.12 54.0% 18%
20260921 $1.38 $1.38 50.2% 14%
20260918 $2.10 $1.48 59.5% 25%
20260917 $2.17 $1.38 52.5% 17%
20260916 $2.15 $1.35 54.4% 19%
20260915 $2.12 $1.30 51.6% 16%
20260914 $2.53 $1.30 72.0% 40%
20260911 $1.40 $1.32 48.8% 12%
20260910 $2.17 $1.30 57.1% 22%
20260909 $1.38 $1.17 45.2% 8%
20260908 $1.83 $1.23 46.4% 9%
20260904 $2.25 $1.38 52.4% 17%
20260903 $1.65 $1.40 53.7% 18%
20260902 $1.62 $1.62 45.3% 8%
20260901 $1.38 $1.38 43.9% 7%
20260831 $1.38 $1.38 63.5% 30%
20260828 $0.83 $0.83 51.6% 16%
20260827 $1.40 $1.40 49.5% 13%
20260826 $1.27 $1.27 45.9% 9%
20260825 $1.30 $1.30 52.4% 17%
20260824 $1.25 $1.25 48.8% 12%
20260821 $1.45 $2.10 48.6% 12%
20260820 $1.35 $1.98 47.7% 11%
20260819 $1.35 $2.02 42.5% 5%
20260818 $1.40 $2.05 39.7% 2%
20260817 $1.47 $2.15 40.6% 3%
20260814 $1.47 $2.12 42.6% 5%
20260813 $1.47 $2.10 43.8% 6%
20260812 $1.45 $1.52 41.3% 4%
20260811 $1.47 $2.10 43.1% 6%
20260810 $0.92 $1.62 47.1% 10%
20260806 $1.62 $2.12 43.3% 6%
20260805 $1.25 $1.25 47.2% 10%
20260804 $1.27 $1.27 42.5% 5%
20260803 $1.28 $1.28 41.6% 4%
20260731 $1.28 $1.28 50.8% 15%
20260730 $2.20 $2.20 53.9% 18%
20260729 $1.77 $1.77 69.5% 37%
20260728 $2.23 $2.23 51.1% 15%
20260727 $2.40 $2.40 80.7% 50%
20260724 $1.80 $1.80 47.9% 11%

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.