PFIS · Expected Move

Peoples Financial Services Corp.

The expected move for PFIS 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).

PFIS 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 PFIS Expected Move
30-Day Straddle
$3.10
7-Day Straddle
$3.10
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to PFIS'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.
PFIS Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20250117 $3.10 $3.10 — —
20250116 $3.17 $3.17 — —
20250115 $3.15 $3.15 — —
20250114 $3.30 $3.30 — —
20250113 $3.48 $3.48 — —
20250110 $3.58 $3.58 — —
20250108 $3.35 $3.35 — —
20250107 $3.35 $3.35 — —
20250106 $3.15 $3.15 — —
20250103 $3.12 $3.12 — —
20250102 $3.20 $3.20 — —
20241231 $3.00 $3.00 — —
20241230 $2.98 $2.98 — —
20241227 $3.08 $3.08 — —
20241226 $2.80 $2.80 — —
20241224 $2.95 $2.95 — —
20241223 $2.92 $2.92 — —
20241220 $2.83 $2.83 — —
20241219 $3.02 $3.02 — —
20241218 $2.90 $2.90 — —
20241217 $2.40 $2.40 — —
20241216 $2.25 $2.25 — —
20241213 $2.27 $2.27 — —
20241212 $2.38 $2.38 — —
20241211 $2.25 $2.25 — —
20241210 $2.30 $2.30 — —
20241209 $2.38 $2.38 — —
20241206 $2.48 $2.48 — —
20241129 $2.38 $2.38 — —
20241127 $2.30 $2.30 — —
20241126 $2.15 $2.15 — —
20241125 $1.92 $1.92 — —
20241122 $2.30 $2.30 — —
20241121 $2.48 $2.48 — —
20241120 $2.83 $2.83 — —
20241119 $2.88 $2.88 — —
20241118 $2.88 $2.88 — —
20241115 $2.90 $2.90 — —
20241114 $2.95 $2.95 — —
20241113 $2.80 $2.80 — —
20241112 $2.85 $2.85 — —
20241111 $2.85 $2.85 — —
20241108 $3.20 $3.20 — —
20241107 $3.12 $3.12 — —
20241106 $2.95 $2.95 — —
20241105 $3.48 $3.48 — —
20241104 $3.60 $3.60 — —
20241101 $3.52 $3.52 — —
20241031 $3.52 $3.52 — —
20241030 $3.38 $3.38 — —
20241029 $3.55 $3.55 — —
20241028 $3.52 $3.52 — —
20241025 $3.62 $3.62 — —
20241024 $3.55 $3.55 — —
20241023 $3.55 $3.55 — —
20241022 $3.60 $3.60 — —
20241021 $3.57 $3.57 — —
20241018 $3.33 $3.33 — —
20241017 $3.23 $3.23 — —
20241016 $3.38 $3.38 — —

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.