PEGA (Pegasystems Inc)

Expected Move & Straddle Price History

The expected move for PEGA 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 PEGA Expected Move
30-Day Straddle
$5.25
7-Day Straddle
$3.15
Avg IV
0.8%
IV Rank
15%
Implied one-standard-deviation move through the next 30 days. Compare to PEGA'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.
PEGA Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260608 $5.25 $3.15 0.8% 15%
20260605 $5.43 $3.20 0.8% 13%
20260604 $5.80 $3.50 0.9% 24%
20260603 $5.78 $3.60 0.7% 8%
20260602 $3.80 $3.80 1.6% 96%
20260601 $4.22 $4.22 1.4% 80%
20260529 $3.83 $3.83 1.3% 66%
20260528 $3.95 $3.95 1.4% 70%
20260527 $3.72 $3.72 1.3% 67%
20260526 $3.70 $3.70 1.2% 58%
20260522 $4.28 $4.28 1.2% 54%
20260521 $4.28 $4.28 0.8% 15%
20260520 $4.50 $4.50 1.3% 61%
20260519 $4.65 $4.65 1.2% 55%
20260518 $4.47 $4.47 1.1% 50%
20260515 $4.65 $1.30 1.1% 44%
20260514 $4.60 $1.80 1.1% 41%
20260513 $5.05 $2.38 1.1% 43%
20260512 $4.82 $1.80 1.1% 43%
20260511 $4.82 $1.75 1.1% 44%
20260510 $5.28 $2.45 1.1% 44%
20260508 $5.28 $2.45 1.0% 32%
20260507 $5.55 $2.98 1.0% 33%
20260506 $5.33 $2.98 0.9% 26%
20260505 $5.75 $3.08 1.0% 31%
20260504 $5.90 $3.42 0.8% 21%
20260502 $3.35 $3.35 1.7% 100%
20260501 $3.42 $3.42 1.5% 91%
20260430 $3.40 $3.40 1.6% 100%
20260429 $3.45 $3.45 1.5% 92%
20260428 $3.50 $3.50 1.4% 86%
20260427 $4.33 $4.33 1.4% 84%
20260424 $4.53 $4.53 1.3% 76%
20260423 $4.05 $4.05 1.0% 36%
20260422 $4.83 $4.83 1.2% 66%
20260421 $6.72 $6.72 1.3% 69%
20260420 $7.25 $7.25 1.2% 58%
20260417 $7.28 $1.65 1.1% 57%
20260416 $7.38 $1.88 1.1% 57%
20260415 $7.47 $2.62 1.0% 41%
20260414 $7.03 $2.27 1.1% 56%
20260413 $7.15 $2.58 1.1% 50%
20260410 $6.92 $2.35 1.0% 44%
20260409 $6.65 $2.33 1.0% 44%
20260408 $7.15 $3.05 1.1% 48%
20260407 $7.88 $4.12 1.0% 41%
20260406 $8.00 $4.28 1.0% 39%
20260402 $8.18 $4.10 0.9% 35%
20260401 $4.33 $4.33 1.1% 51%
20260331 $4.45 $4.45 0.9% 32%
20260330 $4.70 $4.70 0.9% 35%
20260327 $4.80 $4.80 0.9% 30%
20260326 $4.88 $4.88 0.8% 24%
20260325 $4.53 $4.53 0.9% 24%
20260324 $4.85 $4.85 0.8% 19%
20260323 $4.75 $4.75 0.8% 14%
20260320 $5.03 $1.70 0.8% 16%
20260319 $5.12 $2.10 0.8% 17%
20260318 $5.10 $2.35 0.8% 18%
20260317 $5.55 $3.55 0.8% 17%