PEG (Public Service Enterprise Group Incorporated)

Expected Move & Straddle Price History

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).

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.

Current PEG Expected Move
30-Day Straddle
$3.95
7-Day Straddle
$2.57
Avg IV
0.3%
IV Rank
2%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260903 $3.95 $2.57 0.3% 2%
20260902 $2.35 $2.35 0.7% 48%
20260901 $2.60 $2.60 0.7% 46%
20260831 $2.38 $2.38 0.6% 45%
20260828 $2.73 $2.73 0.6% 34%
20260827 $2.70 $2.70 0.6% 32%
20260826 $2.80 $2.80 0.5% 28%
20260825 $2.38 $2.38 0.5% 30%
20260824 $2.92 $2.92 0.5% 30%
20260821 $3.23 $1.35 0.5% 17%
20260820 $3.40 $0.80 0.5% 26%
20260819 $3.23 $1.20 0.5% 25%
20260818 $3.10 $1.65 0.5% 21%
20260817 $3.40 $1.40 0.5% 18%
20260814 $3.62 $1.42 0.5% 17%
20260813 $3.92 $1.83 0.5% 18%
20260812 $3.93 $2.12 0.4% 12%
20260811 $4.10 $1.83 0.5% 18%
20260810 $4.22 $2.05 0.4% 14%
20260806 $4.67 $2.65 0.4% 13%
20260805 $2.83 $2.83 0.6% 33%
20260804 $3.03 $3.03 0.7% 49%
20260803 $3.08 $3.08 0.6% 34%
20260731 $3.52 $3.52 0.6% 39%
20260730 $3.53 $3.53 0.6% 37%
20260729 $3.88 $3.88 0.5% 21%
20260728 $3.92 $3.92 0.5% 20%
20260727 $4.22 $4.22 0.5% 25%
20260724 $4.43 $4.43 0.5% 24%
20260723 $4.25 $4.25 0.4% 14%
20260722 $4.62 $4.62 0.5% 21%
20260721 $5.07 $5.07 0.5% 28%
20260720 $4.72 $4.72 0.5% 23%
20260716 $4.90 $1.23 0.5% 31%
20260715 $4.95 $2.00 0.5% 21%
20260714 $5.28 $1.55 0.5% 18%
20260713 $5.05 $2.10 0.5% 20%
20260710 $4.97 $2.70 0.4% 15%
20260709 $5.45 $1.32 0.5% 23%
20260708 $5.78 $2.55 0.5% 29%
20260707 $5.42 $2.27 0.5% 30%
20260706 $4.85 $2.42 0.5% 26%
20260702 $3.07 $3.07 0.5% 28%
20260701 $2.77 $2.77 0.5% 26%
20260630 $3.25 $3.25 0.5% 30%
20260629 $3.00 $3.00 0.5% 26%
20260626 $3.17 $3.17 0.4% 13%
20260625 $3.23 $3.23 0.4% 14%
20260624 $3.20 $3.20 0.3% 1%
20260623 $3.38 $3.38 0.4% 6%
20260622 $3.70 $3.70 0.4% 14%
20260618 $3.70 $0.57 0.4% 7%
20260617 $3.73 $1.80 0.4% 4%
20260616 $3.90 $1.30 0.4% 3%
20260615 $3.75 $1.68 0.4% 4%
20260613 $4.10 $1.77 0.3% 3%
20260612 $4.22 $1.77 0.3% 3%
20260611 $4.88 $2.30 0.4% 5%
20260610 $4.82 $2.80 0.3% 1%
20260609 $5.08 $3.03 0.3% 0%