PG · Expected Move
Procter & Gamble Company
The expected move for PG 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).
PG 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 PG Expected Move
30-Day Straddle
$6.86
7-Day Straddle
$3.48
30-Day ATM IV
18.7%
IV Rank
12%
Implied one-standard-deviation move through the next 30 days. Compare to PG'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.
PG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $6.86 | $3.48 | 18.7% | 12% |
| 20261022 | $7.53 | $4.25 | 20.2% | 28% |
| 20261021 | $7.85 | $5.77 | 21.8% | 44% |
| 20261020 | $8.28 | $6.17 | 22.1% | 48% |
| 20261019 | $8.00 | $5.16 | 21.9% | 46% |
| 20261016 | $8.00 | $5.80 | 22.0% | 47% |
| 20261015 | $8.38 | $5.89 | 23.2% | 59% |
| 20261014 | $8.62 | $6.63 | 23.5% | 62% |
| 20261013 | $7.95 | $5.79 | 22.3% | 50% |
| 20261012 | $8.23 | $2.55 | 22.6% | 53% |
| 20261009 | $7.45 | $3.03 | 22.0% | 47% |
| 20261008 | $8.25 | $3.28 | 23.8% | 66% |
| 20261007 | $8.10 | $3.33 | 23.7% | 64% |
| 20261006 | $7.90 | $3.28 | 23.2% | 60% |
| 20261005 | $8.10 | $2.50 | 24.0% | 68% |
| 20261002 | $7.68 | $2.67 | 23.3% | 61% |
| 20261001 | $7.88 | $3.30 | 24.3% | 71% |
| 20260930 | $8.05 | $3.69 | 23.9% | 67% |
| 20260929 | $7.90 | $3.82 | 23.2% | 59% |
| 20260928 | $8.03 | $2.62 | 23.5% | 63% |
| 20260925 | $7.57 | $2.77 | 23.2% | 59% |
| 20260924 | $7.70 | $3.29 | 22.9% | 57% |
| 20260923 | $7.77 | $3.41 | 22.9% | 57% |
| 20260922 | $7.89 | $3.53 | 22.3% | 50% |
| 20260921 | $7.90 | $2.37 | 21.8% | 44% |
| 20260918 | $5.87 | $2.99 | 19.2% | 18% |
| 20260917 | $6.13 | $3.19 | 18.8% | 13% |
| 20260916 | $6.78 | $3.56 | 19.1% | 17% |
| 20260915 | $6.78 | $3.92 | 19.3% | 19% |
| 20260914 | $6.64 | $2.49 | 18.9% | 14% |
| 20260911 | $5.59 | $2.98 | 18.4% | 10% |
| 20260910 | $6.23 | $3.09 | 19.4% | 20% |
| 20260909 | $6.39 | $3.53 | 19.6% | 22% |
| 20260908 | $6.32 | $3.71 | 19.3% | 19% |
| 20260904 | $5.95 | $2.45 | 18.2% | 7% |
| 20260903 | $5.99 | $2.76 | 18.2% | 8% |
| 20260902 | $6.23 | $3.12 | 18.2% | 7% |
| 20260901 | $6.83 | $3.55 | 20.0% | 26% |
| 20260831 | $6.51 | $2.42 | 18.9% | 15% |
| 20260828 | $5.41 | $2.69 | 17.5% | 0% |
| 20260827 | $5.75 | $3.00 | 18.3% | 4% |
| 20260826 | $6.05 | $3.52 | 18.4% | 4% |
| 20260825 | $5.96 | $3.85 | 18.5% | 5% |
| 20260824 | $5.96 | $2.58 | 18.0% | 0% |
| 20260821 | $6.04 | $2.80 | 19.0% | 11% |
| 20260820 | $6.14 | $3.05 | 19.5% | 16% |
| 20260819 | $6.14 | $3.38 | 18.6% | 6% |
| 20260818 | $6.14 | $3.49 | 18.6% | 6% |
| 20260817 | $6.56 | $2.44 | 19.0% | 11% |
| 20260814 | $5.66 | $2.76 | 18.0% | 0% |
| 20260813 | $6.15 | $3.17 | 19.0% | 4% |
| 20260812 | $6.57 | $3.48 | 19.9% | 15% |
| 20260811 | $6.46 | $3.74 | 19.2% | 6% |
| 20260810 | $6.96 | $2.60 | 20.4% | 20% |
| 20260807 | — | — | 20.8% | 21% |
| 20260806 | $7.35 | $3.98 | 21.5% | 26% |
| 20260805 | $6.94 | $3.94 | 20.4% | 17% |
| 20260804 | $8.18 | $4.92 | 23.8% | 48% |
| 20260803 | $8.00 | $3.35 | 23.6% | 46% |
| 20260731 | $7.60 | $3.73 | 23.3% | 43% |
More on PG
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.