PJT · Expected Move
PJT Partners Inc.
The expected move for PJT 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).
PJT 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 PJT Expected Move
30-Day Straddle
$14.50
7-Day Straddle
$3.95
30-Day ATM IV
41.8%
IV Rank
87%
Implied one-standard-deviation move through the next 30 days. Compare to PJT'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.
PJT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $14.50 | $3.95 | 41.8% | 87% |
| 20261015 | $14.30 | $3.15 | 41.8% | 88% |
| 20261014 | $14.60 | $5.10 | 43.1% | 98% |
| 20261013 | $14.80 | $5.45 | 40.9% | 80% |
| 20261012 | $15.00 | $5.68 | 40.9% | 80% |
| 20261009 | $14.70 | $6.55 | 39.7% | 70% |
| 20261008 | $15.15 | $6.62 | 40.6% | 78% |
| 20261007 | $15.30 | $7.60 | 40.4% | 76% |
| 20261006 | $17.15 | $7.60 | 43.3% | 100% |
| 20261005 | $15.50 | $8.38 | 40.4% | 84% |
| 20261002 | $9.35 | $9.35 | 41.5% | 93% |
| 20261001 | $10.50 | $10.50 | 42.2% | 100% |
| 20260930 | $11.05 | $11.05 | 41.7% | 100% |
| 20260929 | $10.65 | $10.65 | 41.0% | 98% |
| 20260928 | $10.65 | $10.65 | 38.6% | 76% |
| 20260925 | $11.40 | $11.40 | 37.8% | 69% |
| 20260924 | $11.85 | $11.85 | 39.1% | 81% |
| 20260923 | $12.15 | $12.15 | 39.6% | 85% |
| 20260922 | $11.90 | $11.90 | 38.7% | 77% |
| 20260921 | $12.55 | $12.55 | 38.0% | 72% |
| 20260918 | $12.80 | $3.17 | 37.3% | 66% |
| 20260917 | $13.35 | $3.97 | 38.8% | 80% |
| 20260916 | $14.40 | $5.78 | 39.8% | 88% |
| 20260915 | $14.70 | $5.60 | 40.8% | 96% |
| 20260914 | $14.30 | $5.72 | 37.7% | 70% |
| 20260911 | $13.25 | $7.22 | 33.6% | 35% |
| 20260910 | $14.45 | $8.75 | 33.8% | 36% |
| 20260909 | $14.95 | $8.40 | 33.1% | 31% |
| 20260908 | $15.80 | $9.32 | 33.0% | 30% |
| 20260904 | $16.25 | $9.85 | 32.3% | 24% |
| 20260903 | $15.60 | $9.80 | 31.0% | 12% |
| 20260902 | $11.10 | $11.10 | 33.5% | 33% |
| 20260901 | $10.90 | $10.90 | 34.3% | 40% |
| 20260831 | $11.75 | $11.75 | 34.8% | 44% |
| 20260828 | $11.18 | $11.18 | 32.3% | 24% |
| 20260827 | $12.15 | $12.15 | 33.6% | 34% |
| 20260826 | $11.75 | $11.75 | 34.1% | 39% |
| 20260825 | $12.30 | $12.30 | 34.6% | 42% |
| 20260824 | $13.80 | $13.80 | 36.1% | 55% |
| 20260821 | $13.20 | $3.10 | 34.3% | 40% |
| 20260820 | $13.75 | $5.00 | 35.7% | 51% |
| 20260819 | $14.25 | $5.67 | 35.6% | 51% |
| 20260818 | $15.10 | $5.47 | 38.3% | 73% |
| 20260817 | $15.15 | $6.53 | 37.1% | 63% |
| 20260814 | $14.50 | $6.00 | 33.9% | 34% |
| 20260813 | $15.75 | $7.70 | 35.2% | 37% |
| 20260812 | $15.85 | $7.45 | 36.4% | 44% |
| 20260811 | $15.85 | $8.88 | 35.5% | 39% |
| 20260810 | $16.90 | $9.70 | 38.1% | 55% |
| 20260807 | — | — | 35.7% | 40% |
| 20260806 | $17.45 | $11.00 | 37.1% | 49% |
| 20260805 | $11.40 | $11.40 | 37.2% | 50% |
| 20260804 | $11.85 | $11.85 | 37.5% | 52% |
| 20260803 | $12.75 | $12.75 | 37.9% | 54% |
| 20260731 | $11.95 | $11.95 | 35.9% | 41% |
| 20260730 | $12.95 | $12.95 | 36.7% | 46% |
| 20260729 | $14.05 | $14.05 | 40.3% | 70% |
| 20260728 | $13.15 | $13.15 | 36.4% | 45% |
| 20260727 | $15.05 | $15.05 | 41.2% | 76% |
| 20260724 | $15.25 | $15.25 | 40.1% | 69% |
More on PJT
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.