PFS · Expected Move
Provident Financial Services, Inc.
The expected move for PFS 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).
PFS 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 PFS Expected Move
30-Day Straddle
$4.20
7-Day Straddle
$1.60
30-Day ATM IV
28.3%
IV Rank
9%
Implied one-standard-deviation move through the next 30 days. Compare to PFS'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.
PFS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $4.20 | $1.60 | 28.3% | 9% |
| 20261015 | $4.35 | $1.05 | 28.2% | 9% |
| 20261014 | $4.30 | $1.05 | 31.0% | 14% |
| 20261013 | $4.35 | $1.35 | 29.9% | 12% |
| 20261012 | $4.35 | $1.35 | 28.0% | 9% |
| 20261009 | $4.45 | $1.35 | 32.9% | 17% |
| 20261008 | $4.40 | $1.35 | 32.3% | 16% |
| 20261007 | $4.40 | $1.25 | 35.7% | 21% |
| 20261006 | $4.40 | $1.60 | 28.2% | 9% |
| 20261005 | $4.45 | $1.57 | 41.1% | 30% |
| 20261002 | $1.60 | $1.60 | 28.1% | 9% |
| 20261001 | $1.60 | $1.60 | 28.8% | 10% |
| 20260930 | $1.95 | $1.95 | 29.0% | 10% |
| 20260929 | $1.68 | $1.68 | 29.9% | 12% |
| 20260928 | $1.70 | $1.70 | 30.8% | 13% |
| 20260925 | $1.70 | $1.70 | 29.0% | 10% |
| 20260924 | $1.70 | $1.70 | 31.7% | 15% |
| 20260923 | $1.65 | $1.65 | 28.4% | 9% |
| 20260922 | $1.65 | $1.65 | 39.3% | 27% |
| 20260921 | $1.73 | $1.73 | 39.8% | 28% |
| 20260918 | $1.40 | $2.65 | 28.5% | 10% |
| 20260917 | $1.42 | $3.85 | 29.2% | 11% |
| 20260916 | $1.40 | $3.65 | 28.4% | 9% |
| 20260915 | $1.80 | $2.85 | 38.5% | 26% |
| 20260914 | $1.73 | $1.35 | 33.2% | 17% |
| 20260911 | $1.38 | $3.95 | 37.1% | 23% |
| 20260910 | $1.40 | $2.97 | 27.2% | 7% |
| 20260909 | $1.77 | $4.00 | 34.2% | 19% |
| 20260908 | $1.40 | $2.35 | 27.5% | 8% |
| 20260904 | $2.27 | $3.20 | 41.7% | 31% |
| 20260903 | $1.80 | $3.20 | 35.5% | 21% |
| 20260902 | $2.90 | $2.90 | 33.6% | 18% |
| 20260901 | $4.10 | $4.10 | 35.8% | 21% |
| 20260831 | $2.67 | $2.67 | 39.2% | 27% |
| 20260828 | $2.90 | $2.90 | 47.9% | 41% |
| 20260827 | $4.20 | $4.20 | 35.5% | 21% |
| 20260826 | $4.25 | $4.25 | 48.1% | 41% |
| 20260825 | $3.35 | $3.35 | 48.3% | 42% |
| 20260824 | $4.40 | $4.40 | 48.5% | 42% |
| 20260821 | $4.40 | $3.85 | 49.5% | 44% |
| 20260820 | $2.67 | $1.77 | 34.9% | 20% |
| 20260819 | $4.65 | $4.25 | 50.4% | 45% |
| 20260818 | $4.35 | $2.50 | 26.1% | 6% |
| 20260817 | $4.25 | $1.77 | 22.6% | 0% |
| 20260814 | $2.88 | $2.60 | 37.7% | 23% |
| 20260813 | $4.20 | $2.60 | 26.3% | 4% |
| 20260812 | $4.35 | $2.60 | 25.7% | 3% |
| 20260811 | $4.47 | $2.50 | 46.3% | 37% |
| 20260810 | $4.60 | $1.00 | 33.5% | 16% |
| 20260807 | — | — | 38.5% | 24% |
| 20260806 | $5.17 | $2.97 | 48.6% | 41% |
| 20260805 | $2.97 | $2.97 | 62.8% | 64% |
| 20260804 | $2.83 | $2.83 | 62.4% | 64% |
| 20260803 | $4.45 | $4.45 | 42.6% | 31% |
| 20260731 | $4.30 | $4.30 | 25.4% | 3% |
| 20260730 | $4.20 | $4.20 | 46.5% | 38% |
| 20260729 | $2.90 | $2.90 | 38.2% | 24% |
| 20260728 | $3.88 | $3.88 | 66.2% | 70% |
| 20260727 | $3.10 | $3.10 | 84.2% | 100% |
| 20260724 | $3.83 | $3.83 | 84.4% | 100% |
More on PFS
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.