PFLT · Expected Move
PennantPark Floating Rate Capital Ltd.
The expected move for PFLT 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).
PFLT 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 PFLT Expected Move
30-Day Straddle
$11.15
7-Day Straddle
$11.15
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to PFLT'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.
PFLT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $11.15 | $11.15 | — | — |
| 20261021 | $11.32 | $11.32 | — | — |
| 20261020 | $3.05 | $3.05 | 1.2% | 0% |
| 20261019 | $3.17 | $3.17 | — | — |
| 20261016 | $3.45 | $2.12 | — | — |
| 20261015 | $2.90 | $2.95 | — | — |
| 20261014 | $2.30 | $2.40 | — | — |
| 20261013 | $2.23 | $1.52 | — | — |
| 20261012 | $2.52 | $1.02 | — | — |
| 20261009 | $1.27 | $0.95 | 45.9% | 33% |
| 20261008 | $10.90 | $1.30 | 99.3% | 100% |
| 20261007 | $8.35 | $1.35 | 95.3% | 100% |
| 20261006 | $0.78 | $1.25 | 46.3% | 38% |
| 20261005 | $10.62 | $0.75 | 79.3% | 86% |
| 20261002 | $1.10 | $1.10 | 68.0% | 69% |
| 20261001 | $1.90 | $1.90 | — | — |
| 20260930 | $1.00 | $1.00 | 60.4% | 58% |
| 20260929 | $1.15 | $1.15 | 47.8% | 40% |
| 20260928 | $0.62 | $0.62 | 31.2% | 16% |
| 20260925 | $0.58 | $0.58 | 47.8% | 40% |
| 20260924 | $1.00 | $1.00 | 70.8% | 73% |
| 20260923 | $1.02 | $1.02 | 44.5% | 35% |
| 20260922 | $0.85 | $0.85 | 39.5% | 28% |
| 20260921 | $0.95 | $0.95 | 35.5% | 22% |
| 20260918 | $0.60 | $1.68 | 41.3% | 31% |
| 20260917 | $0.35 | $0.20 | 32.0% | 17% |
| 20260916 | $0.58 | $1.30 | 39.7% | 29% |
| 20260915 | $0.50 | $1.35 | 39.2% | 28% |
| 20260914 | $0.65 | $0.72 | 33.7% | 20% |
| 20260911 | $0.60 | $0.45 | 31.2% | 16% |
| 20260910 | $0.55 | $0.40 | 36.5% | 24% |
| 20260909 | $0.50 | $1.60 | 32.0% | 17% |
| 20260908 | $0.45 | $0.38 | 25.6% | 8% |
| 20260904 | $0.47 | $0.28 | 26.5% | 10% |
| 20260903 | $10.12 | $0.95 | 26.8% | 10% |
| 20260902 | $0.30 | $0.30 | 26.8% | 10% |
| 20260901 | $0.33 | $0.33 | 31.2% | 16% |
| 20260831 | $0.28 | $0.28 | 32.2% | 18% |
| 20260828 | $0.33 | $0.33 | 25.9% | 9% |
| 20260827 | $0.43 | $0.43 | 27.3% | 11% |
| 20260826 | $0.47 | $0.47 | 30.1% | 15% |
| 20260825 | $0.50 | $0.50 | 32.6% | 18% |
| 20260824 | $0.50 | $0.50 | 33.5% | 20% |
| 20260821 | $0.50 | $0.12 | 31.9% | 17% |
| 20260820 | $0.45 | $0.15 | 31.9% | 17% |
| 20260819 | $0.50 | $0.20 | 31.8% | 17% |
| 20260818 | $0.50 | $0.23 | 30.7% | 16% |
| 20260817 | $1.00 | $0.23 | 31.1% | 16% |
| 20260814 | $0.60 | $0.25 | 30.6% | 16% |
| 20260813 | $0.53 | $0.17 | 26.8% | 10% |
| 20260812 | $0.57 | $0.25 | 24.2% | 6% |
| 20260811 | $2.77 | $0.23 | 37.4% | 25% |
| 20260810 | $0.55 | $0.33 | 23.6% | 5% |
| 20260806 | $8.10 | $1.20 | 81.3% | 89% |
| 20260805 | $7.95 | $7.95 | 34.1% | 20% |
| 20260804 | $0.47 | $0.47 | 32.0% | 18% |
| 20260803 | $0.48 | $0.48 | 32.0% | 17% |
| 20260731 | $0.50 | $0.50 | 30.2% | 15% |
| 20260730 | $1.35 | $1.35 | 34.6% | 21% |
| 20260729 | $0.53 | $0.53 | 30.7% | 16% |
More on PFLT
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.