PGY · Expected Move
Pagaya Technologies Ltd. Class A Ordinary Shares
The expected move for PGY 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).
PGY 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 PGY Expected Move
30-Day Straddle
$2.42
7-Day Straddle
$2.42
30-Day ATM IV
67.9%
IV Rank
24%
Implied one-standard-deviation move through the next 30 days. Compare to PGY'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.
PGY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261030 | $2.42 | $2.42 | 67.9% | 24% |
| 20261029 | $2.80 | $2.80 | 64.4% | 16% |
| 20261028 | $3.83 | $3.83 | 84.6% | 60% |
| 20261027 | $3.58 | $3.58 | 84.5% | 60% |
| 20261026 | $3.67 | $3.67 | 89.5% | 71% |
| 20261023 | $3.67 | $3.67 | 86.0% | 63% |
| 20261022 | $3.55 | $3.55 | 82.7% | 56% |
| 20261021 | $3.45 | $3.45 | 79.6% | 49% |
| 20261020 | $3.30 | $3.30 | 79.6% | 49% |
| 20261019 | $3.50 | $3.50 | 82.9% | 57% |
| 20261016 | $3.62 | $0.78 | 85.1% | 62% |
| 20261015 | $3.55 | $0.95 | 79.5% | 49% |
| 20261014 | $3.65 | $0.77 | 84.7% | 61% |
| 20261013 | $3.42 | $1.05 | 75.2% | 40% |
| 20261012 | $3.62 | $0.95 | 81.5% | 54% |
| 20261009 | $3.73 | $1.05 | 74.8% | 39% |
| 20261008 | $3.62 | $1.48 | 74.2% | 37% |
| 20261007 | $3.82 | $1.55 | 74.9% | 39% |
| 20261006 | $4.00 | $1.57 | 78.0% | 46% |
| 20261005 | $3.95 | $1.62 | 74.7% | 38% |
| 20261002 | $1.73 | $1.73 | 73.9% | 37% |
| 20261001 | $1.65 | $1.65 | 73.2% | 35% |
| 20260930 | $1.65 | $1.65 | 70.6% | 30% |
| 20260929 | $1.92 | $1.92 | 61.5% | 9% |
| 20260928 | $1.80 | $1.80 | 70.3% | 29% |
| 20260925 | $2.00 | $2.00 | 66.7% | 21% |
| 20260924 | $2.70 | $2.70 | 71.3% | 31% |
| 20260923 | $2.35 | $2.35 | 69.7% | 28% |
| 20260922 | $2.40 | $2.40 | 65.2% | 18% |
| 20260921 | $2.70 | $2.70 | 67.0% | 22% |
| 20260918 | $3.00 | $1.77 | 61.7% | 10% |
| 20260917 | $2.90 | $0.78 | 62.8% | 12% |
| 20260916 | $3.25 | $1.43 | 66.7% | 21% |
| 20260915 | $3.08 | $1.32 | 63.2% | 13% |
| 20260914 | $3.25 | $1.35 | 59.7% | 5% |
| 20260911 | $3.05 | $1.35 | 62.1% | 11% |
| 20260910 | $3.15 | $1.65 | 63.7% | 14% |
| 20260909 | $3.80 | $1.88 | 66.0% | 19% |
| 20260908 | $3.40 | $1.93 | 60.9% | 8% |
| 20260904 | $3.62 | $2.17 | 58.9% | 3% |
| 20260903 | $3.70 | $2.00 | 58.0% | 2% |
| 20260902 | $2.42 | $2.42 | 64.3% | 15% |
| 20260901 | $2.20 | $2.20 | 61.7% | 9% |
| 20260831 | $2.33 | $2.33 | 61.7% | 9% |
| 20260828 | $2.45 | $2.45 | 58.5% | 3% |
| 20260827 | $2.70 | $2.70 | 62.2% | 10% |
| 20260826 | $2.80 | $2.80 | 59.8% | 5% |
| 20260825 | $2.70 | $2.70 | 58.7% | 3% |
| 20260824 | $2.75 | $2.75 | 59.4% | 4% |
| 20260821 | $3.00 | $0.72 | 59.9% | 5% |
| 20260820 | $2.85 | $0.73 | 62.5% | 10% |
| 20260819 | $3.05 | $0.93 | 61.1% | 7% |
| 20260818 | $2.95 | $0.90 | 61.6% | 7% |
| 20260817 | $2.90 | $1.65 | 59.1% | 3% |
| 20260814 | $3.05 | $1.62 | 57.2% | 0% |
| 20260813 | $3.78 | $1.90 | 67.4% | 11% |
| 20260812 | $3.10 | $1.58 | 60.8% | 0% |
| 20260811 | $3.62 | $1.98 | 67.3% | 6% |
| 20260810 | $3.85 | $2.20 | 67.6% | 7% |
| 20260807 | — | — | 63.8% | 0% |
More on PGY
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.