PD · Expected Move
PagerDuty, Inc.
The expected move for PD 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).
PD 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 PD Expected Move
30-Day Straddle
$2.02
7-Day Straddle
$2.02
30-Day ATM IV
58.3%
IV Rank
13%
Implied one-standard-deviation move through the next 30 days. Compare to PD'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.
PD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $2.02 | $2.02 | 58.3% | 13% |
| 20261023 | $2.33 | $2.33 | 62.1% | 21% |
| 20261022 | $2.17 | $2.17 | 65.2% | 28% |
| 20261021 | $2.30 | $2.30 | 56.6% | 9% |
| 20261020 | $2.33 | $2.33 | 57.3% | 11% |
| 20261019 | $3.03 | $3.03 | 61.4% | 20% |
| 20261016 | $2.38 | $2.15 | 60.4% | 18% |
| 20261015 | $2.28 | $0.65 | 52.3% | 0% |
| 20261014 | $2.38 | $1.20 | 53.4% | 0% |
| 20261013 | $2.67 | $1.35 | 57.6% | 8% |
| 20261012 | $2.73 | $1.45 | 58.4% | 10% |
| 20261009 | $2.80 | $1.50 | 61.9% | 16% |
| 20261008 | $2.77 | $1.30 | 63.7% | 20% |
| 20261007 | $2.58 | $1.20 | 60.1% | 13% |
| 20261006 | $2.55 | $1.30 | 63.2% | 19% |
| 20261005 | $2.60 | $1.45 | 68.6% | 29% |
| 20261002 | $1.40 | $1.40 | 57.8% | 9% |
| 20261001 | $1.50 | $1.50 | 60.3% | 13% |
| 20260930 | $1.50 | $1.50 | 61.0% | 15% |
| 20260929 | $1.60 | $1.60 | 62.2% | 17% |
| 20260928 | $1.90 | $1.90 | 63.3% | 19% |
| 20260925 | $1.73 | $1.73 | — | — |
| 20260924 | $1.77 | $1.77 | 61.0% | 15% |
| 20260923 | $1.55 | $1.55 | 53.2% | 0% |
| 20260922 | $1.75 | $1.75 | 58.3% | 9% |
| 20260921 | $1.68 | $1.68 | 53.4% | 0% |
| 20260918 | $1.95 | $0.88 | 59.8% | 5% |
| 20260917 | $2.35 | $0.62 | 66.8% | 19% |
| 20260916 | $2.12 | $0.82 | 63.2% | 12% |
| 20260915 | $2.08 | $0.90 | — | — |
| 20260914 | $2.15 | $0.98 | 62.7% | 11% |
| 20260911 | $2.25 | $1.30 | 62.3% | 10% |
| 20260910 | $2.33 | $1.50 | 63.1% | 11% |
| 20260909 | $2.25 | $1.40 | 63.0% | 11% |
| 20260908 | $2.20 | $1.32 | 62.6% | 10% |
| 20260904 | $2.48 | $1.55 | 61.2% | 8% |
| 20260903 | $2.50 | $1.85 | 61.9% | 9% |
| 20260902 | $1.72 | $1.72 | 58.2% | 1% |
| 20260901 | $1.85 | $1.85 | 61.8% | 9% |
| 20260831 | $1.75 | $1.75 | 59.8% | 5% |
| 20260828 | $2.00 | $2.00 | — | — |
| 20260827 | $2.40 | $2.40 | 88.0% | 62% |
| 20260826 | $2.17 | $2.17 | 90.3% | 67% |
| 20260825 | $2.17 | $2.17 | 82.2% | 51% |
| 20260824 | $2.22 | $2.22 | 83.3% | 53% |
| 20260821 | $2.38 | $0.25 | 64.9% | 15% |
| 20260820 | $2.15 | $0.60 | 77.1% | 40% |
| 20260819 | $2.42 | $0.60 | 86.5% | 60% |
| 20260818 | $2.42 | $0.90 | — | — |
| 20260817 | $2.42 | $1.25 | 83.4% | 53% |
| 20260814 | $2.35 | $1.02 | 78.0% | 42% |
| 20260813 | $2.62 | $1.32 | 84.0% | 54% |
| 20260812 | $2.60 | $1.52 | 86.4% | 59% |
| 20260811 | $2.45 | $1.55 | — | — |
| 20260810 | $2.78 | $1.52 | 85.5% | 57% |
| 20260807 | — | — | 83.2% | 53% |
| 20260806 | $2.65 | $1.62 | 83.3% | 53% |
| 20260805 | $1.70 | $1.70 | 81.1% | 48% |
| 20260804 | $2.43 | $2.43 | 98.6% | 84% |
| 20260803 | $1.73 | $1.73 | 81.2% | 49% |
More on PD
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.