PGC · Expected Move

Peapack-Gladstone Financial Corp

The expected move for PGC 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).

PGC 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 PGC Expected Move
30-Day Straddle
$5.05
7-Day Straddle
$5.05
30-Day ATM IV
44.6%
IV Rank
54%
Implied one-standard-deviation move through the next 30 days. Compare to PGC'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.
PGC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $5.05 $5.05 44.6% 54%
20261021 $5.10 $5.10 52.4% 81%
20261020 $5.35 $5.35 52.5% 81%
20261019 $5.55 $5.55 51.3% 77%
20261016 $5.05 $5.00 29.6% 3%
20261015 $5.50 $5.05 39.7% 38%
20261014 $5.30 $5.15 33.1% 15%
20261013 $5.00 $5.00 29.8% 4%
20261012 $5.25 $5.00 34.5% 20%
20261009 $5.10 $5.10 33.1% 15%
20261008 $5.35 $5.10 37.0% 28%
20261007 $5.00 $5.00 43.1% 49%
20261006 $5.15 $5.00 45.8% 58%
20261005 $5.00 $5.00 29.5% 3%
20261002 $5.00 $5.00 28.7% 0%
20261001 $5.00 $5.00 34.2% 17%
20260930 $5.05 $5.05 53.2% 83%
20260929 $5.00 $5.00 51.7% 78%
20260928 $5.10 $5.10 47.4% 63%
20260925 $5.15 $5.15 40.2% 40%
20260924 $5.17 $5.17 40.1% 40%
20260923 $5.20 $5.20 52.7% 82%
20260922 $5.05 $5.05 42.0% 46%
20260921 $3.95 $3.95 31.8% 12%
20260918 $3.90 $3.98 48.2% 67%
20260917 $5.17 $5.00 50.1% 73%
20260916 $5.15 $5.00 50.2% 73%
20260915 $5.15 $5.00 45.8% 59%
20260914 $5.00 $5.00 32.0% 12%
20260911 $4.10 $5.05 36.0% 26%
20260910 $5.05 $5.00 45.3% 57%
20260909 $5.40 $5.00 43.7% 52%
20260908 $5.00 $4.15 36.0% 26%
20260904 $5.20 $5.05 38.7% 35%
20260903 $5.20 $5.05 45.1% 56%
20260902 $5.05 $5.05 44.9% 56%
20260901 $5.00 $5.00 46.8% 62%
20260831 $5.05 $5.05 44.6% 55%
20260828 $5.00 $5.00 46.9% 62%
20260827 $5.05 $5.05 42.1% 46%
20260826 $5.05 $5.05 36.8% 29%
20260825 $5.20 $5.20 51.7% 79%
20260824 $5.05 $5.05 39.1% 36%
20260821 $5.15 $5.00 50.6% 75%
20260820 $4.50 $3.58 43.0% 49%
20260819 $5.25 $5.00 51.3% 77%
20260818 $5.88 $5.25 58.1% 100%
20260817 $5.25 $5.20 46.8% 65%
20260814 $5.72 $5.05 48.7% 71%
20260813 $5.62 $5.60 51.5% 81%
20260812 $5.38 $5.00 44.4% 56%
20260811 $5.53 $3.08 45.2% 59%
20260810 $5.35 $5.05 46.5% 64%
20260807 — — 42.8% 51%
20260806 $5.97 $5.17 41.6% 46%
20260805 $4.80 $4.80 40.7% 43%
20260804 $5.17 $5.17 38.5% 36%
20260803 $5.20 $5.20 39.2% 38%
20260731 $5.10 $5.10 37.2% 31%
20260730 $5.35 $5.35 38.7% 36%

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.