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
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 PIPR Expected Move
30-Day Straddle
$6.60
7-Day Straddle
$4.20
30-Day ATM IV
40.6%
IV Rank
40%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261113 | $6.60 | $4.20 | 40.6% | 40% |
| 20261112 | $8.95 | $8.38 | 51.1% | 82% |
| 20261111 | $7.53 | $5.10 | 44.7% | 56% |
| 20261110 | $7.55 | $5.70 | 43.9% | 53% |
| 20261109 | $7.52 | $5.92 | 43.4% | 51% |
| 20261106 | $7.38 | $5.25 | 42.8% | 49% |
| 20261105 | $7.97 | $6.10 | 45.9% | 61% |
| 20261104 | $4.95 | $4.95 | 39.1% | 35% |
| 20261103 | $6.03 | $6.03 | 44.1% | 54% |
| 20261102 | $5.25 | $5.25 | 40.7% | 41% |
| 20261030 | $4.62 | $4.62 | 39.1% | 34% |
| 20261029 | $6.45 | $6.45 | 44.5% | 55% |
| 20261028 | $6.80 | $6.80 | 45.7% | 60% |
| 20261027 | $6.28 | $6.28 | 46.6% | 64% |
| 20261026 | $7.03 | $7.03 | 49.8% | 76% |
| 20261023 | $6.58 | $6.58 | 47.0% | 65% |
| 20261022 | $6.75 | $6.75 | 46.3% | 62% |
| 20261021 | $7.43 | $7.43 | 49.8% | 76% |
| 20261020 | $7.25 | $7.25 | 48.1% | 69% |
| 20261019 | $7.57 | $7.57 | 49.3% | 74% |
| 20261016 | $7.62 | $1.52 | 47.7% | 68% |
| 20261015 | $6.70 | $2.48 | 41.6% | 44% |
| 20261014 | $9.20 | $2.90 | 55.9% | 100% |
| 20261013 | $7.72 | $2.88 | 46.3% | 79% |
| 20261012 | $8.05 | $2.83 | 47.9% | 87% |
| 20261009 | $7.53 | $3.35 | 43.1% | 64% |
| 20261008 | $8.23 | $3.75 | 46.7% | 81% |
| 20261007 | $8.50 | $3.88 | 47.5% | 85% |
| 20261006 | $8.40 | $4.10 | 45.7% | 76% |
| 20261005 | $8.48 | $4.70 | 46.0% | 78% |
| 20261002 | $4.65 | $4.65 | 45.4% | 75% |
| 20261001 | $3.95 | $3.95 | 44.2% | 69% |
| 20260930 | $5.58 | $5.58 | 45.5% | 75% |
| 20260929 | $5.03 | $5.03 | 45.0% | 73% |
| 20260928 | $5.12 | $5.12 | 41.3% | 55% |
| 20260925 | $5.17 | $5.17 | 40.6% | 51% |
| 20260924 | $5.85 | $5.85 | 40.4% | 50% |
| 20260923 | $6.57 | $6.57 | 41.2% | 54% |
| 20260922 | $6.28 | $6.28 | 40.2% | 49% |
| 20260921 | $5.95 | $5.95 | 38.1% | 38% |
| 20260918 | $6.25 | $2.12 | 36.5% | 31% |
| 20260917 | $6.60 | $2.52 | 37.5% | 36% |
| 20260916 | $6.65 | $3.20 | 40.7% | 51% |
| 20260915 | $6.82 | $3.40 | 39.3% | 44% |
| 20260914 | $7.03 | $2.77 | 40.0% | 48% |
| 20260911 | $7.20 | $4.03 | 37.9% | 38% |
| 20260910 | $7.92 | $4.08 | 40.5% | 51% |
| 20260909 | $8.00 | $4.53 | 39.5% | 46% |
| 20260908 | $8.00 | $4.60 | 38.4% | 38% |
| 20260904 | $8.05 | $4.53 | 36.5% | 29% |
| 20260903 | $7.80 | $4.18 | 36.4% | 28% |
| 20260902 | $5.62 | $5.62 | 37.7% | 35% |
| 20260901 | $4.85 | $4.85 | 37.4% | 33% |
| 20260831 | $5.95 | $5.95 | 40.4% | 47% |
| 20260828 | $6.38 | $6.38 | 37.0% | 31% |
| 20260827 | $4.85 | $4.85 | 34.4% | 19% |
| 20260826 | $5.05 | $5.05 | 32.9% | 12% |
| 20260825 | $5.28 | $5.28 | 33.8% | 16% |
| 20260824 | $5.15 | $5.15 | 33.6% | 15% |
| 20260821 | $5.57 | $1.27 | 33.7% | 16% |
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.