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
$3.30
7-Day Straddle
$3.30
Avg IV
0.8%
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
Date30D Straddle7D StraddleAvg IVIV Rank
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%
20260609 $4.83 $2.85 0.8% 13%
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%