PEG · Expected Move
Public Service Enterprise Group Incorporated
The expected move for PEG 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).
PEG 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 PEG Expected Move
30-Day Straddle
$3.97
7-Day Straddle
$3.97
30-Day ATM IV
23.7%
IV Rank
57%
Implied one-standard-deviation move through the next 30 days. Compare to PEG'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.
PEG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $3.97 | $3.97 | 23.7% | 57% |
| 20261016 | $4.65 | $2.98 | 24.9% | 68% |
| 20261015 | $4.17 | $0.95 | 23.7% | 57% |
| 20261014 | $4.28 | $1.52 | 23.5% | 46% |
| 20261013 | $4.42 | $1.12 | 24.1% | 51% |
| 20261012 | $4.60 | $1.65 | 24.4% | 53% |
| 20261009 | $4.32 | $2.45 | 23.1% | 43% |
| 20261008 | $4.47 | $2.23 | 23.5% | 46% |
| 20261007 | $4.22 | $2.27 | 22.2% | 36% |
| 20261006 | $4.75 | $2.12 | 23.2% | 44% |
| 20261005 | $4.33 | $1.95 | 21.3% | 30% |
| 20261002 | $2.27 | $2.27 | 21.3% | 29% |
| 20261001 | $1.85 | $1.85 | 21.0% | 27% |
| 20260930 | $2.50 | $2.50 | 23.7% | 47% |
| 20260929 | $2.48 | $2.48 | 22.6% | 38% |
| 20260928 | $2.15 | $2.15 | 20.0% | 19% |
| 20260925 | $2.60 | $2.60 | 20.5% | 23% |
| 20260924 | $2.77 | $2.77 | 23.9% | 49% |
| 20260923 | $2.70 | $2.70 | 20.2% | 21% |
| 20260922 | $2.33 | $2.33 | 19.5% | 16% |
| 20260921 | $2.60 | $2.60 | 24.3% | 51% |
| 20260918 | $3.65 | $0.70 | 23.4% | 45% |
| 20260917 | $3.42 | $1.12 | 19.9% | 19% |
| 20260916 | $3.65 | $1.20 | 22.9% | 41% |
| 20260915 | $3.27 | $1.60 | 20.1% | 20% |
| 20260914 | $4.20 | $2.40 | 23.9% | 49% |
| 20260911 | $3.48 | $1.40 | 19.6% | 16% |
| 20260910 | $3.77 | $1.88 | 21.0% | 27% |
| 20260909 | $3.40 | $1.70 | 21.1% | 28% |
| 20260908 | $3.67 | $2.08 | 19.3% | 14% |
| 20260904 | $3.95 | $2.27 | 19.1% | 12% |
| 20260903 | $3.95 | $2.57 | 20.3% | 21% |
| 20260902 | $2.35 | $2.35 | 18.3% | 7% |
| 20260901 | $2.60 | $2.60 | 20.7% | 25% |
| 20260831 | $2.38 | $2.38 | 18.6% | 9% |
| 20260828 | $2.73 | $2.73 | 19.6% | 16% |
| 20260827 | $2.70 | $2.70 | 19.3% | 14% |
| 20260826 | $2.80 | $2.80 | 18.9% | 11% |
| 20260825 | $2.38 | $2.38 | 18.4% | 7% |
| 20260824 | $2.92 | $2.92 | 18.7% | 9% |
| 20260821 | $3.23 | $1.35 | 20.4% | 22% |
| 20260820 | $3.40 | $0.80 | 19.8% | 17% |
| 20260819 | $3.23 | $1.20 | 18.8% | 11% |
| 20260818 | $3.10 | $1.65 | 17.4% | 0% |
| 20260817 | $3.40 | $1.40 | 19.1% | 0% |
| 20260814 | $3.62 | $1.42 | 19.4% | 0% |
| 20260813 | $3.92 | $1.83 | 20.4% | 4% |
| 20260812 | $3.93 | $2.12 | 21.7% | 16% |
| 20260811 | $4.10 | $1.83 | 21.3% | 12% |
| 20260810 | $4.22 | $2.05 | 22.0% | 19% |
| 20260807 | — | — | 21.7% | 16% |
| 20260806 | $4.67 | $2.65 | 21.5% | 15% |
| 20260805 | $2.83 | $2.83 | 22.0% | 19% |
| 20260804 | $3.03 | $3.03 | 23.1% | 29% |
| 20260803 | $3.08 | $3.08 | 22.8% | 27% |
| 20260731 | $3.52 | $3.52 | 24.7% | 44% |
| 20260730 | $3.53 | $3.53 | 24.7% | 44% |
| 20260729 | $3.88 | $3.88 | 24.4% | 41% |
| 20260728 | $3.92 | $3.92 | 24.7% | 44% |
| 20260727 | $4.22 | $4.22 | 25.4% | 50% |
More on PEG
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.