PIPR · Expected Move
Piper Sandler Companies
The expected move for PIPR 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).
PIPR straddle price & implied vol
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current PIPR Expected Move
30-Day Straddle
$5.03
7-Day Straddle
$5.03
Avg IV
91.7%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to PIPR'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.
PIPR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260929 | $5.03 | $5.03 | 91.7% | 100% |
| 20260928 | $5.12 | $5.12 | 50.8% | 19% |
| 20260925 | $5.17 | $5.17 | 61.5% | 42% |
| 20260924 | $5.85 | $5.85 | 54.7% | 27% |
| 20260923 | $6.57 | $6.57 | 69.1% | 58% |
| 20260922 | $6.28 | $6.28 | 62.3% | 43% |
| 20260921 | $5.95 | $5.95 | 46.3% | 9% |
| 20260918 | $6.25 | $2.12 | 49.9% | 18% |
| 20260917 | $6.60 | $2.52 | 50.7% | 21% |
| 20260916 | $6.65 | $3.20 | 43.4% | 6% |
| 20260915 | $6.82 | $3.40 | 61.1% | 43% |
| 20260914 | $7.03 | $2.77 | 60.5% | 41% |
| 20260911 | $7.20 | $4.03 | 45.9% | 11% |
| 20260910 | $7.92 | $4.08 | 47.4% | 13% |
| 20260909 | $8.00 | $4.53 | 48.8% | 16% |
| 20260908 | $8.00 | $4.60 | 42.0% | 3% |
| 20260904 | $8.05 | $4.53 | 43.0% | 5% |
| 20260903 | $7.80 | $4.18 | 49.3% | 17% |
| 20260902 | $5.62 | $5.62 | 80.3% | 77% |
| 20260901 | $4.85 | $4.85 | 85.7% | 87% |
| 20260831 | $5.95 | $5.95 | 69.5% | 56% |
| 20260828 | $6.38 | $6.38 | 68.6% | 54% |
| 20260827 | $4.85 | $4.85 | 72.1% | 61% |
| 20260826 | $5.05 | $5.05 | 52.5% | 23% |
| 20260825 | $5.28 | $5.28 | 61.8% | 41% |
| 20260824 | $5.15 | $5.15 | 55.2% | 28% |
| 20260821 | $5.57 | $1.27 | 55.6% | 29% |
| 20260820 | $4.90 | $3.07 | 46.8% | 12% |
| 20260819 | $5.67 | $2.55 | 49.0% | 16% |
| 20260818 | $6.15 | $2.62 | 48.7% | 16% |
| 20260817 | $6.07 | $3.17 | 67.4% | 52% |
| 20260814 | $6.45 | $4.35 | 65.7% | 48% |
| 20260813 | $7.10 | $3.18 | 47.3% | 13% |
| 20260812 | $6.82 | $4.30 | 65.0% | 47% |
| 20260811 | $6.95 | $4.47 | 54.3% | 27% |
| 20260810 | $7.05 | $5.18 | 42.6% | 4% |
| 20260806 | $7.83 | $6.10 | 56.7% | 31% |
| 20260805 | $5.90 | $5.90 | 65.4% | 48% |
| 20260804 | $6.67 | $6.67 | 83.1% | 82% |
| 20260803 | $6.20 | $6.20 | 59.4% | 37% |
| 20260731 | $6.22 | $6.22 | 54.1% | 26% |
| 20260730 | $7.18 | $7.18 | 48.2% | 15% |
| 20260729 | $8.10 | $8.10 | 63.2% | 44% |
| 20260728 | $7.55 | $7.55 | 60.6% | 39% |
| 20260727 | $7.50 | $7.50 | 65.3% | 48% |
| 20260724 | $8.12 | $8.12 | 45.6% | 10% |
| 20260723 | $8.57 | $8.57 | 52.7% | 24% |
| 20260722 | $8.35 | $8.35 | 43.6% | 6% |
| 20260721 | $9.48 | $9.48 | 54.2% | 26% |
| 20260720 | $9.30 | $9.30 | 57.0% | 32% |
| 20260716 | $9.32 | $5.20 | 53.6% | 25% |
| 20260715 | $10.30 | $3.25 | 49.3% | 17% |
| 20260714 | $9.52 | $3.30 | 48.5% | 16% |
| 20260713 | $9.50 | $3.77 | 45.4% | 10% |
| 20260710 | $9.75 | $4.30 | 57.3% | 32% |
| 20260709 | $9.52 | $4.03 | 56.5% | 31% |
| 20260708 | $9.68 | $3.85 | 58.9% | 35% |
| 20260707 | $10.10 | $5.42 | 50.8% | 20% |
| 20260706 | $9.30 | $4.75 | 49.6% | 18% |
More on PIPR
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.