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
$4.92
7-Day Straddle
$3.17
Avg IV
0.5%
IV Rank
0%
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
20260904 $4.92 $3.17 0.5% 0%
20260903 $5.28 $3.45 0.6% 0%
20260902 $3.27 $3.27 1.3% 63%
20260901 $3.12 $3.12 1.3% 62%
20260831 $3.40 $3.40 1.2% 55%
20260828 $3.15 $3.15 1.2% 48%
20260827 $3.38 $3.38 1.0% 28%
20260826 $3.27 $3.27 1.2% 50%
20260825 $3.40 $3.40 1.1% 36%
20260824 $3.40 $3.40 1.1% 43%
20260821 $3.70 $1.77 1.1% 36%
20260820 $4.00 $1.43 1.0% 30%
20260819 $4.05 $1.45 1.0% 34%
20260818 $4.27 $2.77 1.0% 25%
20260817 $4.00 $2.23 1.0% 34%
20260814 $4.30 $2.92 1.0% 26%
20260813 $4.55 $2.58 1.0% 28%
20260812 $4.08 $2.45 0.8% 6%
20260811 $4.58 $3.32 0.9% 20%
20260810 $4.67 $3.15 0.9% 20%
20260806 $4.78 $2.98 0.9% 16%
20260805 $3.20 $3.20 1.1% 44%
20260804 $3.40 $3.40 1.0% 26%
20260803 $3.25 $3.25 1.1% 42%
20260731 $3.38 $3.38 0.9% 15%
20260730 $3.27 $3.27 0.9% 24%
20260729 $3.55 $3.55 0.9% 16%
20260728 $3.67 $3.67 0.9% 21%
20260727 $3.88 $3.88 1.0% 30%
20260724 $3.60 $3.60 0.8% 13%
20260723 $3.30 $3.30 0.8% 8%
20260722 $3.75 $3.75 0.9% 21%
20260721 $6.28 $6.28 1.0% 29%
20260720 $7.10 $7.10 1.0% 32%
20260716 $6.33 $3.17 0.8% 19%
20260715 $5.78 $1.95 0.9% 30%
20260714 $5.92 $1.93 0.9% 29%
20260713 $5.95 $2.32 0.9% 23%
20260710 $5.97 $2.18 0.9% 22%
20260709 $6.45 $2.62 0.7% 8%
20260708 $6.05 $2.70 0.9% 21%
20260707 $7.00 $3.32 0.8% 18%
20260706 $6.40 $2.75 0.9% 21%
20260702 $3.30 $3.30 1.2% 58%
20260701 $3.15 $3.15 0.9% 25%
20260630 $2.83 $2.83 1.0% 34%
20260629 $3.12 $3.12 1.0% 32%
20260626 $3.20 $3.20 1.0% 39%
20260625 $3.27 $3.27 1.0% 37%
20260624 $3.45 $3.45 0.9% 28%
20260623 $3.42 $3.42 0.8% 18%
20260622 $3.70 $3.70 0.9% 23%
20260618 $3.85 $0.17 0.8% 13%
20260617 $3.90 $1.20 0.9% 28%
20260616 $4.47 $2.55 0.8% 19%
20260615 $4.35 $2.67 0.9% 26%
20260613 $4.38 $2.85 0.8% 19%
20260612 $4.55 $2.80 0.8% 18%
20260611 $5.43 $3.25 0.9% 21%
20260610 $5.03 $3.02 0.9% 22%