PH · Expected Move
Parker-Hannifin Corporation
The expected move for PH 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).
PH 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 PH Expected Move
30-Day Straddle
$78.65
7-Day Straddle
$47.50
30-Day ATM IV
31.9%
IV Rank
45%
Implied one-standard-deviation move through the next 30 days. Compare to PH'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.
PH Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261106 | $78.65 | $47.50 | 31.9% | 45% |
| 20261105 | $79.50 | $54.70 | 33.8% | 55% |
| 20261104 | $72.30 | $72.30 | 39.9% | 91% |
| 20261103 | $78.40 | $78.40 | 39.6% | 89% |
| 20261102 | $76.70 | $76.70 | 39.9% | 90% |
| 20261030 | $73.45 | $73.45 | 39.0% | 85% |
| 20261029 | $75.05 | $75.05 | 37.9% | 79% |
| 20261028 | $75.45 | $75.45 | 38.3% | 81% |
| 20261027 | $73.80 | $73.80 | 37.8% | 79% |
| 20261026 | $75.40 | $75.40 | 38.2% | 81% |
| 20261023 | $78.70 | $78.70 | 40.0% | 91% |
| 20261022 | $80.65 | $80.65 | 39.8% | 90% |
| 20261021 | $74.85 | $74.85 | 34.1% | 57% |
| 20261020 | $73.65 | $73.65 | 33.5% | 54% |
| 20261019 | $76.70 | $76.70 | 33.6% | 54% |
| 20261016 | $79.30 | $7.12 | 33.3% | 53% |
| 20261015 | $80.10 | $13.75 | 33.2% | 52% |
| 20261014 | $83.95 | $18.45 | 34.3% | 59% |
| 20261013 | $83.05 | $22.85 | 33.6% | 54% |
| 20261012 | $82.30 | $22.25 | 32.6% | 49% |
| 20261009 | $84.35 | $25.95 | 31.8% | 44% |
| 20261008 | $83.95 | $28.10 | 31.7% | 43% |
| 20261007 | $86.15 | $29.10 | 31.7% | 44% |
| 20261006 | $89.40 | $33.45 | 31.4% | 42% |
| 20261005 | $88.85 | $33.75 | 30.9% | 39% |
| 20261002 | $40.00 | $40.00 | 30.2% | 35% |
| 20261001 | $40.85 | $40.85 | 31.2% | 41% |
| 20260930 | $43.00 | $43.00 | 31.2% | 41% |
| 20260929 | $42.35 | $42.35 | 29.3% | 29% |
| 20260928 | $46.75 | $46.75 | 30.0% | 34% |
| 20260925 | $46.00 | $46.00 | 28.0% | 22% |
| 20260924 | $49.35 | $49.35 | 27.9% | 22% |
| 20260923 | $50.55 | $50.55 | 28.0% | 22% |
| 20260922 | $52.00 | $52.00 | 27.8% | 21% |
| 20260921 | $51.45 | $51.45 | 27.1% | 17% |
| 20260918 | $50.45 | $7.47 | 24.2% | 0% |
| 20260917 | $55.30 | $12.05 | 25.9% | 10% |
| 20260916 | $55.75 | $18.35 | 26.4% | 13% |
| 20260915 | $55.80 | $22.20 | 25.5% | 8% |
| 20260914 | $56.60 | $22.05 | 25.8% | 10% |
| 20260911 | $58.15 | $26.05 | 24.8% | 4% |
| 20260910 | $62.15 | $31.35 | 26.4% | 13% |
| 20260909 | $63.30 | $32.20 | 26.4% | 13% |
| 20260908 | $69.60 | $34.15 | 27.8% | 21% |
| 20260904 | $69.50 | $36.35 | 26.0% | 11% |
| 20260903 | $68.45 | $39.15 | 25.6% | 9% |
| 20260902 | $40.85 | $40.85 | 26.4% | 13% |
| 20260901 | $42.85 | $42.85 | 26.9% | 16% |
| 20260831 | $43.90 | $43.90 | 26.4% | 13% |
| 20260828 | $48.55 | $48.55 | 25.6% | 8% |
| 20260827 | $48.70 | $48.70 | 24.9% | 4% |
| 20260826 | $51.90 | $51.90 | 25.3% | 7% |
| 20260825 | $51.20 | $51.20 | 24.8% | 4% |
| 20260824 | $51.10 | $51.10 | 24.3% | 1% |
| 20260821 | $53.30 | $7.10 | 24.3% | 1% |
| 20260820 | $54.15 | $11.90 | 24.1% | 0% |
| 20260819 | $57.60 | $16.60 | 24.5% | 2% |
| 20260818 | $61.05 | $18.55 | 25.1% | 5% |
| 20260817 | $59.60 | $22.20 | 24.1% | 0% |
| 20260814 | $64.85 | $28.45 | 24.7% | 0% |
More on PH
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.