PHG · Expected Move
KONINKLIJKE PHILIPS N.V.
The expected move for PHG 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).
PHG 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 PHG Expected Move
30-Day Straddle
$2.00
7-Day Straddle
$1.07
30-Day ATM IV
25.1%
IV Rank
15%
Implied one-standard-deviation move through the next 30 days. Compare to PHG'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.
PHG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261110 | $2.00 | $1.07 | 25.1% | 15% |
| 20261109 | $2.02 | $1.12 | 25.4% | 16% |
| 20261106 | $2.15 | $1.30 | 25.8% | 17% |
| 20261105 | $2.17 | $1.43 | 25.6% | 17% |
| 20261104 | $1.35 | $1.35 | 25.3% | 16% |
| 20261103 | $1.55 | $1.55 | 26.0% | 18% |
| 20261102 | $2.20 | $2.20 | 37.5% | 49% |
| 20261030 | $2.10 | $2.10 | 37.1% | 48% |
| 20261029 | $2.15 | $2.15 | 36.4% | 46% |
| 20261028 | $2.20 | $2.20 | 37.4% | 48% |
| 20261027 | $2.15 | $2.15 | 36.6% | 46% |
| 20261026 | $2.15 | $2.15 | 36.3% | 46% |
| 20261023 | $2.20 | $2.20 | 35.9% | 44% |
| 20261022 | $2.22 | $2.22 | 36.6% | 46% |
| 20261021 | $2.20 | $2.20 | 36.2% | 45% |
| 20261020 | $2.12 | $2.12 | 35.4% | 43% |
| 20261019 | $2.17 | $2.17 | 34.8% | 42% |
| 20261016 | $2.22 | $0.93 | 34.9% | 42% |
| 20261015 | $2.20 | $0.55 | 33.4% | 38% |
| 20261014 | $2.15 | $0.40 | 34.2% | 40% |
| 20261013 | $2.20 | $0.50 | 34.4% | 40% |
| 20261012 | $2.20 | $0.57 | 34.0% | 39% |
| 20261009 | $2.20 | $0.68 | 32.6% | 36% |
| 20261008 | $2.23 | $0.73 | 32.1% | 34% |
| 20261007 | $2.20 | $0.72 | 32.1% | 34% |
| 20261006 | $2.23 | $0.55 | 31.6% | 33% |
| 20261005 | $2.23 | $0.75 | 31.6% | 33% |
| 20261002 | $0.88 | $0.88 | 30.7% | 30% |
| 20261001 | $0.97 | $0.97 | 30.6% | 30% |
| 20260930 | $1.07 | $1.07 | 29.4% | 27% |
| 20260929 | $1.00 | $1.00 | 29.1% | 26% |
| 20260928 | $0.97 | $0.97 | 27.2% | 21% |
| 20260925 | $1.05 | $1.05 | 30.0% | 29% |
| 20260924 | $1.20 | $1.20 | 27.4% | 22% |
| 20260923 | $1.33 | $1.33 | 27.4% | 22% |
| 20260922 | $1.25 | $1.25 | 27.4% | 22% |
| 20260921 | $1.27 | $1.27 | 27.2% | 21% |
| 20260918 | $1.07 | $1.77 | 24.0% | 12% |
| 20260917 | $1.30 | $0.77 | 24.0% | 13% |
| 20260916 | $1.43 | $0.50 | 25.2% | 11% |
| 20260915 | $1.48 | $0.55 | 25.7% | 12% |
| 20260914 | $1.55 | $0.65 | 25.9% | 12% |
| 20260911 | $1.58 | $0.77 | 26.0% | 13% |
| 20260910 | $1.62 | $0.88 | 26.7% | 14% |
| 20260909 | $1.73 | $0.85 | 27.3% | 15% |
| 20260908 | $1.75 | $0.98 | — | — |
| 20260904 | $1.77 | $0.97 | 25.4% | 11% |
| 20260903 | $1.88 | $1.05 | 26.1% | 13% |
| 20260902 | $1.18 | $1.18 | 22.4% | 6% |
| 20260901 | $1.20 | $1.20 | 25.7% | 12% |
| 20260831 | $1.15 | $1.15 | 30.5% | 21% |
| 20260828 | $1.25 | $1.25 | 25.0% | 11% |
| 20260827 | $1.02 | $1.02 | 23.0% | 7% |
| 20260826 | $1.38 | $1.38 | 25.8% | 12% |
| 20260825 | $1.43 | $1.43 | 24.1% | 9% |
| 20260824 | $1.40 | $1.40 | 23.5% | 8% |
| 20260821 | $1.52 | $1.10 | 24.1% | 9% |
| 20260820 | $1.62 | $0.60 | 24.5% | 10% |
| 20260819 | $1.55 | $0.57 | 24.4% | 9% |
| 20260818 | $1.62 | $0.55 | 25.6% | 12% |
More on PHG
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.