PERI · Expected Move
Perion Network Ltd.
The expected move for PERI 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).
PERI 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 PERI Expected Move
30-Day Straddle
$1.82
7-Day Straddle
$1.73
30-Day ATM IV
67.2%
IV Rank
69%
Implied one-standard-deviation move through the next 30 days. Compare to PERI'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.
PERI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $1.82 | $1.73 | 67.2% | 69% |
| 20261015 | $1.43 | $0.97 | 62.5% | 60% |
| 20261014 | $1.50 | $1.28 | 64.6% | 64% |
| 20261013 | $1.38 | $0.93 | 54.8% | 44% |
| 20261012 | $1.62 | $1.25 | 64.5% | 64% |
| 20261009 | $1.50 | $1.32 | 59.9% | 54% |
| 20261008 | $1.70 | $1.38 | 61.8% | 58% |
| 20261007 | $2.67 | $3.70 | — | — |
| 20261006 | $1.65 | $1.52 | 63.1% | 61% |
| 20261005 | $1.48 | $1.07 | 61.4% | 57% |
| 20261002 | $1.35 | $1.35 | 68.7% | 72% |
| 20261001 | $1.35 | $1.35 | 57.5% | 50% |
| 20260930 | $2.20 | $2.20 | 61.8% | 58% |
| 20260929 | $1.15 | $1.15 | 62.6% | 60% |
| 20260928 | $1.30 | $1.30 | 62.4% | 59% |
| 20260925 | $1.18 | $1.18 | 60.6% | 56% |
| 20260924 | $1.68 | $1.68 | 55.9% | 46% |
| 20260923 | $1.40 | $1.40 | 53.2% | 41% |
| 20260922 | $1.43 | $1.43 | 56.9% | 48% |
| 20260921 | $1.30 | $1.30 | 56.0% | 47% |
| 20260918 | $2.25 | $1.62 | 58.1% | 51% |
| 20260917 | $1.35 | $2.25 | 56.5% | 47% |
| 20260916 | $2.70 | $1.85 | 48.8% | 32% |
| 20260915 | $1.23 | $1.05 | 45.3% | 25% |
| 20260914 | $1.22 | $0.90 | — | — |
| 20260911 | $1.07 | $0.98 | 43.5% | 21% |
| 20260910 | $1.15 | $1.15 | 47.1% | 29% |
| 20260909 | $1.40 | $1.55 | 53.6% | 42% |
| 20260908 | $1.35 | $1.07 | 57.8% | 50% |
| 20260904 | $1.10 | $0.92 | 51.4% | 37% |
| 20260903 | $1.23 | $0.85 | — | — |
| 20260902 | $0.80 | $0.80 | 50.3% | 35% |
| 20260901 | $0.90 | $0.90 | 54.1% | 43% |
| 20260831 | $0.65 | $0.65 | 40.1% | 15% |
| 20260828 | $0.78 | $0.78 | 42.4% | 19% |
| 20260827 | $0.93 | $0.93 | 44.2% | 23% |
| 20260826 | $0.65 | $0.65 | 42.9% | 20% |
| 20260825 | $1.12 | $1.12 | 58.0% | 51% |
| 20260824 | $0.85 | $0.85 | 38.6% | 12% |
| 20260821 | $0.70 | $1.00 | 32.8% | 0% |
| 20260820 | $0.75 | $0.53 | 42.5% | 4% |
| 20260819 | $0.95 | $1.68 | 44.4% | 9% |
| 20260818 | $0.97 | $0.53 | 47.0% | 15% |
| 20260817 | $0.97 | $0.52 | 45.9% | 12% |
| 20260814 | $0.95 | $0.72 | 44.0% | 8% |
| 20260813 | $0.95 | $0.62 | 42.1% | 3% |
| 20260812 | $1.05 | $0.62 | 46.7% | 14% |
| 20260811 | $0.88 | $0.47 | 49.2% | 20% |
| 20260810 | $1.00 | $0.68 | 40.7% | 0% |
| 20260807 | — | — | 58.5% | 40% |
| 20260806 | $1.45 | $0.97 | 54.0% | 28% |
| 20260805 | $1.02 | $1.02 | 55.1% | 31% |
| 20260804 | $1.08 | $1.08 | 54.2% | 29% |
| 20260803 | $1.43 | $1.43 | 66.7% | 60% |
| 20260731 | $1.12 | $1.12 | 61.2% | 46% |
| 20260730 | $1.05 | $1.05 | 60.6% | 45% |
| 20260729 | $1.10 | $1.10 | 54.9% | 31% |
| 20260728 | $0.98 | $0.98 | 49.8% | 18% |
| 20260727 | $1.70 | $1.70 | 76.8% | 85% |
| 20260724 | $1.27 | $1.27 | 59.4% | 42% |
More on PERI
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.