PEGA · Expected Move
Pegasystems Inc
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).
PEGA 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 PEGA Expected Move
30-Day Straddle
$4.22
7-Day Straddle
$4.22
30-Day ATM IV
49.0%
IV Rank
8%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $4.22 | $4.22 | 49.0% | 8% |
| 20261021 | $4.03 | $4.03 | 49.9% | 10% |
| 20261020 | $7.10 | $7.10 | 85.3% | 84% |
| 20261019 | $6.25 | $6.25 | 76.0% | 64% |
| 20261016 | $6.32 | $0.75 | 73.7% | 59% |
| 20261015 | $6.62 | $1.53 | 73.9% | 60% |
| 20261014 | $6.07 | $1.82 | 69.4% | 50% |
| 20261013 | $6.15 | $1.48 | 69.3% | 50% |
| 20261012 | $6.35 | $1.55 | 70.2% | 52% |
| 20261009 | $6.45 | $1.78 | 65.6% | 43% |
| 20261008 | $6.25 | $2.10 | 63.6% | 39% |
| 20261007 | $6.22 | $2.17 | 63.6% | 39% |
| 20261006 | $6.45 | $2.27 | 64.3% | 40% |
| 20261005 | $6.70 | $2.30 | 65.2% | 42% |
| 20261002 | $2.77 | $2.77 | 62.6% | 36% |
| 20261001 | $2.95 | $2.95 | 62.0% | 35% |
| 20260930 | $3.60 | $3.60 | 62.3% | 36% |
| 20260929 | $3.35 | $3.35 | 60.5% | 32% |
| 20260928 | $3.45 | $3.45 | 61.1% | 33% |
| 20260925 | $3.45 | $3.45 | 57.6% | 26% |
| 20260924 | $3.50 | $3.50 | 56.1% | 23% |
| 20260923 | $3.55 | $3.55 | 56.2% | 23% |
| 20260922 | $3.58 | $3.58 | 54.7% | 20% |
| 20260921 | $3.48 | $3.48 | 52.0% | 14% |
| 20260918 | $3.75 | $0.38 | 48.7% | 8% |
| 20260917 | $4.17 | $1.43 | 50.8% | 12% |
| 20260916 | $4.43 | $1.98 | 52.1% | 15% |
| 20260915 | $4.67 | $2.67 | 48.5% | 7% |
| 20260914 | $5.28 | $2.30 | 54.4% | 19% |
| 20260911 | $4.58 | $2.05 | 50.5% | 11% |
| 20260910 | $4.72 | $1.88 | 52.3% | 15% |
| 20260909 | $4.70 | $2.08 | 52.7% | 16% |
| 20260908 | $4.45 | $2.27 | 48.0% | 6% |
| 20260904 | $4.92 | $3.17 | 46.3% | 3% |
| 20260903 | $5.28 | $3.45 | 46.7% | 3% |
| 20260902 | $3.27 | $3.27 | 48.3% | 7% |
| 20260901 | $3.12 | $3.12 | 45.1% | 0% |
| 20260831 | $3.40 | $3.40 | 47.9% | 4% |
| 20260828 | $3.15 | $3.15 | 46.2% | 0% |
| 20260827 | $3.38 | $3.38 | 48.1% | 2% |
| 20260826 | $3.27 | $3.27 | 47.6% | 1% |
| 20260825 | $3.40 | $3.40 | 47.5% | 1% |
| 20260824 | $3.40 | $3.40 | 47.8% | 1% |
| 20260821 | $3.70 | $1.77 | 47.3% | 0% |
| 20260820 | $4.00 | $1.43 | 50.6% | 5% |
| 20260819 | $4.05 | $1.45 | 51.1% | 6% |
| 20260818 | $4.27 | $2.77 | 49.5% | 2% |
| 20260817 | $4.00 | $2.23 | 49.4% | 2% |
| 20260814 | $4.30 | $2.92 | 48.6% | 0% |
| 20260813 | $4.55 | $2.58 | 51.0% | 6% |
| 20260812 | $4.08 | $2.45 | 48.5% | 0% |
| 20260811 | $4.58 | $3.32 | 51.4% | 0% |
| 20260810 | $4.67 | $3.15 | 52.3% | 2% |
| 20260807 | — | — | 51.9% | 1% |
| 20260806 | $4.78 | $2.98 | 55.7% | 10% |
| 20260805 | $3.20 | $3.20 | 54.7% | 8% |
| 20260804 | $3.40 | $3.40 | 57.1% | 13% |
| 20260803 | $3.25 | $3.25 | 56.9% | 13% |
| 20260731 | $3.38 | $3.38 | 56.7% | 12% |
| 20260730 | $3.27 | $3.27 | 56.1% | 11% |
More on PEGA
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.