PEPG · Expected Move

PepGen Inc. Common Stock

The expected move for PEPG 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).

PEPG straddle price & implied vol

60 sessions

Bars: 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 PEPG Expected Move
30-Day Straddle
$4.90
7-Day Straddle
$1.53
30-Day ATM IV
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IV Rank
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Implied one-standard-deviation move through the next 30 days. Compare to PEPG'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.
PEPG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $4.90 $1.53 — —
20261106 $4.95 $3.40 393.9% 59%
20261105 $4.30 $2.58 — —
20261104 $3.45 $3.45 — —
20261103 $1.58 $1.58 567.5% 94%
20261102 $3.27 $3.27 — —
20261030 $3.73 $3.73 — —
20261029 $3.65 $3.65 — —
20261028 $3.02 $3.02 — —
20261027 $3.05 $3.05 — —
20261026 $3.75 $3.75 — —
20261023 $3.28 $3.28 324.8% 46%
20261022 $3.38 $3.38 — —
20261021 $2.15 $2.15 — —
20261020 $3.30 $3.30 — —
20261019 $3.25 $3.25 596.2% 100%
20261016 $1.75 $0.57 253.5% 51%
20261015 $1.45 $0.58 — —
20261014 $1.70 $10.00 — —
20261013 $3.77 $4.95 — —
20261012 $4.22 $4.95 — —
20261009 $3.10 $0.53 — —
20261008 $1.30 $0.43 — —
20261007 $1.58 $0.98 — —
20261006 $3.80 $0.85 — —
20261005 $3.60 $1.00 — —
20261002 $2.48 $2.48 — —
20261001 $0.75 $0.75 — —
20260930 $0.80 $0.80 — —
20260929 $8.00 $8.00 — —
20260928 $0.62 $0.62 — —
20260925 $0.65 $0.65 — —
20260924 $0.50 $0.50 — —
20260923 $2.88 $2.88 — —
20260922 $0.60 $0.60 98.4% 0%
20260921 $2.95 $2.95 — —
20260918 $2.80 $4.18 — —
20260917 $2.88 $0.30 — —
20260916 $0.82 $0.57 121.7% 8%
20260915 $2.80 $1.45 — —
20260914 $2.80 $2.55 — —
20260911 $2.75 $1.60 — —
20260910 $0.75 $0.88 117.3% 6%
20260909 $0.80 $0.43 — —
20260908 $0.88 $0.55 — —
20260904 $2.98 $1.72 — —
20260903 $0.88 $0.35 101.2% 1%
20260902 $0.47 $0.47 98.2% 0%
20260901 $0.47 $0.47 115.1% 5%
20260831 $0.60 $0.60 122.0% 7%
20260828 $0.68 $0.68 111.2% 4%
20260827 $0.65 $0.65 109.2% 3%
20260826 $0.80 $0.80 139.6% 13%
20260825 $0.72 $0.72 110.1% 4%
20260824 $0.60 $0.60 99.3% 0%
20260821 $1.15 $7.58 156.9% 19%
20260820 $0.90 $0.30 145.9% 15%
20260819 $1.30 $0.20 190.5% 30%
20260818 $0.93 $0.43 134.8% 12%
20260817 $1.08 $0.65 155.8% 18%

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.