PI · Expected Move

Impinj, Inc. Common Stock

The expected move for PI 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).

PI 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 PI Expected Move
30-Day Straddle
$33.80
7-Day Straddle
$33.80
30-Day ATM IV
82.6%
IV Rank
60%
Implied one-standard-deviation move through the next 30 days. Compare to PI'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.
PI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $33.80 $33.80 82.6% 60%
20261020 $34.10 $34.10 82.3% 60%
20261019 $33.60 $33.60 81.4% 58%
20261016 $34.80 $2.28 80.9% 56%
20261015 $38.40 $6.10 80.6% 56%
20261014 $38.60 $8.57 79.3% 53%
20261013 $37.35 $9.60 78.8% 51%
20261012 $38.85 $9.90 79.0% 52%
20261009 $39.10 $11.10 75.1% 42%
20261008 $38.80 $12.40 75.2% 43%
20261007 $40.35 $13.70 74.4% 41%
20261006 $39.40 $13.85 74.1% 40%
20261005 $38.80 $14.15 71.7% 35%
20261002 $15.85 $15.85 70.4% 31%
20261001 $16.65 $16.65 69.5% 29%
20260930 $16.80 $16.80 69.6% 30%
20260929 $17.40 $17.40 69.2% 29%
20260928 $18.70 $18.70 69.4% 29%
20260925 $19.45 $19.45 65.9% 21%
20260924 $20.05 $20.05 65.9% 21%
20260923 $20.35 $20.35 64.2% 17%
20260922 $21.05 $21.05 63.0% 14%
20260921 $22.50 $22.50 63.0% 14%
20260918 $22.80 $2.97 57.2% 0%
20260917 $23.30 $5.85 57.8% 1%
20260916 $25.05 $8.72 61.4% 10%
20260915 $24.45 $7.80 60.4% 7%
20260914 $24.90 $10.35 60.5% 8%
20260911 $25.30 $10.57 57.3% 0%
20260910 $25.65 $12.95 59.5% 3%
20260909 $24.50 $12.90 59.2% 3%
20260908 $27.55 $15.70 62.3% 8%
20260904 $27.50 $17.10 59.2% 2%
20260903 $28.20 $16.85 59.3% 2%
20260902 $18.25 $18.25 61.9% 8%
20260901 $18.20 $18.20 60.2% 4%
20260831 $19.15 $19.15 61.2% 6%
20260828 $18.20 $18.20 58.1% 0%
20260827 $19.25 $19.25 58.6% 0%
20260826 $18.60 $18.60 59.3% 0%
20260825 $20.60 $20.60 60.6% 3%
20260824 $19.70 $19.70 59.6% 1%
20260821 $22.05 $2.58 60.3% 2%
20260820 $21.70 $5.53 60.8% 3%
20260819 $23.00 $6.25 61.3% 4%
20260818 $23.80 $9.60 60.3% 2%
20260817 $24.40 $8.80 59.3% 0%
20260814 $25.35 $11.75 59.5% 0%
20260813 $27.90 $13.70 62.2% 1%
20260812 $28.65 $14.30 63.1% 3%
20260811 $27.50 $15.05 61.7% 0%
20260810 $29.35 $16.70 64.0% 1%
20260807 — — 63.5% 0%
20260806 $30.35 $18.65 68.0% 0%
20260805 $19.50 $19.50 69.1% 3%
20260804 $21.50 $21.50 70.6% 6%
20260803 $20.95 $20.95 70.6% 6%
20260731 $20.40 $20.40 68.6% 1%
20260730 $21.00 $21.00 71.4% 8%
20260729 $29.90 $29.90 99.2% 78%

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.