PENG · Expected Move
Penguin Solutions, Inc. Ordinary Shares
The expected move for PENG 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).
PENG 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 PENG Expected Move
30-Day Straddle
$11.30
7-Day Straddle
$11.30
30-Day ATM IV
84.2%
IV Rank
10%
Implied one-standard-deviation move through the next 30 days. Compare to PENG'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.
PENG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $11.30 | $11.30 | 84.2% | 10% |
| 20261016 | $12.20 | $2.10 | 86.7% | 14% |
| 20261015 | $13.15 | $3.18 | 85.0% | 11% |
| 20261014 | $15.10 | $4.92 | 86.1% | 13% |
| 20261013 | $17.10 | $6.07 | 83.0% | 9% |
| 20261012 | $16.95 | $6.32 | 81.6% | 7% |
| 20261009 | $15.55 | $6.40 | 75.7% | 0% |
| 20261008 | $14.80 | $6.92 | 76.3% | 0% |
| 20261007 | $15.90 | $7.97 | 76.9% | 0% |
| 20261006 | $17.30 | $12.50 | 104.2% | 27% |
| 20261005 | $15.95 | $11.70 | 102.6% | 24% |
| 20261002 | $12.05 | $12.05 | 101.6% | 23% |
| 20261001 | $11.00 | $11.00 | 102.8% | 25% |
| 20260930 | $10.85 | $10.85 | 102.1% | 24% |
| 20260929 | $11.40 | $11.40 | 102.1% | 24% |
| 20260928 | $11.20 | $11.20 | 102.7% | 25% |
| 20260925 | $12.05 | $12.05 | 103.2% | 25% |
| 20260924 | $11.70 | $11.70 | 101.0% | 22% |
| 20260923 | $11.95 | $11.95 | 101.8% | 23% |
| 20260922 | $11.65 | $11.65 | 97.6% | 18% |
| 20260921 | $12.00 | $12.00 | 101.1% | 22% |
| 20260918 | $11.85 | $2.02 | 98.6% | 19% |
| 20260917 | $11.60 | $3.02 | 95.8% | 15% |
| 20260916 | $10.80 | $2.88 | 95.0% | 14% |
| 20260915 | $10.50 | $3.88 | 93.9% | 12% |
| 20260914 | $10.95 | $3.73 | 98.1% | 25% |
| 20260911 | $12.05 | $3.60 | 94.3% | 31% |
| 20260910 | $12.35 | $4.60 | 97.6% | 39% |
| 20260909 | $12.70 | $5.05 | 97.5% | 39% |
| 20260908 | $12.85 | $5.67 | 96.5% | 38% |
| 20260904 | $12.95 | $6.15 | 90.2% | 31% |
| 20260903 | $12.80 | $5.95 | 89.1% | 30% |
| 20260902 | $6.43 | $6.43 | 88.5% | 29% |
| 20260901 | $6.88 | $6.88 | 88.7% | 31% |
| 20260831 | $6.88 | $6.88 | 87.6% | 30% |
| 20260828 | $7.65 | $7.65 | 87.2% | 29% |
| 20260827 | $7.85 | $7.85 | 86.8% | 32% |
| 20260826 | $8.65 | $8.65 | 89.5% | 35% |
| 20260825 | $8.70 | $8.70 | 90.6% | 36% |
| 20260824 | $8.80 | $8.80 | 88.7% | 34% |
| 20260821 | $10.50 | $2.48 | 88.2% | 34% |
| 20260820 | $9.85 | $2.20 | 87.4% | 35% |
| 20260819 | $10.60 | $3.38 | 85.1% | 33% |
| 20260818 | $12.50 | $4.30 | 89.5% | 37% |
| 20260817 | $13.45 | $4.90 | 89.1% | 36% |
| 20260814 | $13.85 | $6.50 | 86.4% | 34% |
| 20260813 | $13.65 | $6.42 | 90.5% | 38% |
| 20260812 | $13.90 | $6.80 | 91.9% | 39% |
| 20260811 | $13.50 | $7.30 | 90.4% | 38% |
| 20260810 | $14.50 | $7.90 | 99.0% | 46% |
| 20260807 | — | — | 101.5% | 48% |
| 20260806 | $17.10 | $10.40 | 112.6% | 59% |
| 20260805 | $10.75 | $10.75 | 117.1% | 63% |
| 20260804 | $12.15 | $12.15 | 114.2% | 60% |
| 20260803 | $11.55 | $11.55 | 116.8% | 63% |
| 20260731 | $12.15 | $12.15 | 115.9% | 62% |
| 20260730 | $12.35 | $12.35 | 120.5% | 66% |
| 20260729 | $10.80 | $10.80 | 121.0% | 67% |
| 20260728 | $12.80 | $12.80 | 123.2% | 69% |
| 20260727 | $13.65 | $13.65 | 122.3% | 68% |
More on PENG
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.