PGR · Expected Move
Progressive Corporation
The expected move for PGR 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).
PGR 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 PGR Expected Move
30-Day Straddle
$14.65
7-Day Straddle
$10.40
30-Day ATM IV
27.4%
IV Rank
70%
Implied one-standard-deviation move through the next 30 days. Compare to PGR'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.
PGR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261013 | $14.65 | $10.40 | 27.4% | 70% |
| 20261012 | $13.75 | $7.70 | 26.6% | 57% |
| 20261009 | $13.15 | $7.75 | 26.4% | 53% |
| 20261008 | $13.20 | $8.40 | 26.7% | 59% |
| 20261007 | $12.55 | $8.55 | 25.8% | 43% |
| 20261006 | $13.70 | $8.70 | 27.1% | 66% |
| 20261005 | $13.70 | $4.60 | 26.8% | 60% |
| 20261002 | $13.20 | $5.25 | 28.0% | 80% |
| 20261001 | $13.25 | $6.15 | 27.8% | 77% |
| 20260930 | $14.05 | $6.65 | 28.6% | 90% |
| 20260929 | $14.00 | $6.97 | 28.5% | 89% |
| 20260928 | $14.00 | $5.65 | 28.3% | 85% |
| 20260925 | $12.90 | $5.62 | 28.2% | 84% |
| 20260924 | $12.75 | $6.28 | 27.8% | 77% |
| 20260923 | $13.05 | $7.28 | 28.0% | 80% |
| 20260922 | $13.85 | $7.50 | 28.4% | 87% |
| 20260921 | $13.90 | $4.90 | 26.7% | 59% |
| 20260918 | $12.30 | $5.85 | 24.7% | 25% |
| 20260917 | $13.40 | $6.90 | 26.9% | 63% |
| 20260916 | $13.45 | $7.33 | 26.9% | 62% |
| 20260915 | $13.80 | $7.58 | 26.4% | 58% |
| 20260914 | $13.90 | $5.30 | 26.1% | 52% |
| 20260911 | $12.00 | $6.05 | 24.6% | 31% |
| 20260910 | $12.50 | $6.73 | 25.5% | 44% |
| 20260909 | $12.70 | $7.47 | 25.7% | 47% |
| 20260908 | $12.50 | $7.60 | 25.0% | 37% |
| 20260904 | $11.35 | $5.15 | 23.8% | 18% |
| 20260903 | $11.85 | $5.38 | 23.7% | 16% |
| 20260902 | $12.10 | $6.05 | 23.5% | 14% |
| 20260901 | $12.25 | $6.65 | 23.8% | 18% |
| 20260831 | $11.95 | $4.58 | 23.6% | 14% |
| 20260828 | $11.00 | $5.20 | 23.1% | 7% |
| 20260827 | $12.35 | $6.00 | 24.5% | 28% |
| 20260826 | $12.65 | $6.72 | 23.7% | 16% |
| 20260825 | $13.55 | $7.08 | 25.5% | 44% |
| 20260824 | $13.15 | $4.88 | 24.6% | 30% |
| 20260821 | $12.45 | $5.97 | 25.8% | 41% |
| 20260820 | $12.90 | $6.85 | 25.8% | 40% |
| 20260819 | $12.50 | $7.12 | 24.9% | 30% |
| 20260818 | $12.60 | $7.50 | 25.3% | 35% |
| 20260817 | $12.95 | $4.95 | 25.2% | 34% |
| 20260814 | $10.90 | $6.00 | 24.5% | 24% |
| 20260813 | $12.00 | $6.25 | 25.2% | 33% |
| 20260812 | $12.15 | $6.95 | 23.9% | 15% |
| 20260811 | $12.07 | $7.45 | 24.8% | 24% |
| 20260810 | $12.90 | $4.95 | 25.9% | 34% |
| 20260807 | — | — | 25.5% | 27% |
| 20260806 | $13.20 | $7.58 | 27.5% | 41% |
| 20260805 | $13.65 | $6.82 | 27.3% | 39% |
| 20260804 | $13.35 | $8.20 | 27.6% | 41% |
| 20260803 | $13.35 | $5.72 | 27.1% | 37% |
| 20260731 | $13.35 | $6.60 | 27.7% | 42% |
| 20260730 | $12.20 | $7.18 | 25.7% | 26% |
| 20260729 | $13.10 | $8.35 | 26.2% | 29% |
| 20260728 | $14.70 | $8.45 | 28.9% | 51% |
| 20260727 | $14.10 | $5.83 | 27.7% | 42% |
| 20260724 | $13.10 | $6.45 | 27.4% | 40% |
| 20260723 | $12.70 | $6.55 | 27.1% | 37% |
| 20260722 | $12.70 | $7.10 | 27.3% | 38% |
| 20260721 | $13.15 | $7.65 | 27.3% | 38% |
More on PGR
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.