PNC · Expected Move

PNC Financial Services Group

The expected move for PNC 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).

PNC 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 PNC Expected Move
30-Day Straddle
$11.88
7-Day Straddle
$6.45
30-Day ATM IV
24.6%
IV Rank
64%
Implied one-standard-deviation move through the next 30 days. Compare to PNC'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.
PNC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $11.88 $6.45 24.6% 64%
20261015 $11.80 $6.97 24.6% 65%
20261014 $13.20 $9.10 26.6% 84%
20261013 $13.05 $9.10 25.7% 76%
20261012 $13.10 $8.20 25.3% 71%
20261009 $13.10 $8.93 27.0% 87%
20261008 $14.00 $9.03 28.0% 97%
20261007 $13.00 $9.05 25.8% 76%
20261006 $14.10 $9.45 27.7% 95%
20261005 $13.85 $4.97 27.0% 88%
20261002 $12.85 $6.35 27.0% 88%
20261001 $13.60 $6.42 27.3% 91%
20260930 $14.10 $6.45 27.4% 92%
20260929 $13.60 $7.42 26.9% 87%
20260928 $14.10 $5.57 27.5% 92%
20260925 $13.65 $6.30 27.1% 89%
20260924 $13.90 $6.55 27.4% 92%
20260923 $13.80 $7.50 27.0% 88%
20260922 $14.10 $7.80 27.2% 89%
20260921 $14.75 $4.72 26.5% 83%
20260918 $13.10 $5.50 25.5% 73%
20260917 $14.25 $6.05 26.4% 82%
20260916 $14.05 $7.32 26.6% 84%
20260915 $13.40 $7.40 23.7% 56%
20260914 $15.00 $5.20 25.0% 68%
20260911 $11.70 $5.78 22.6% 45%
20260910 $11.50 $6.70 21.6% 35%
20260909 $12.55 $6.72 22.6% 45%
20260908 $12.40 $7.20 21.9% 38%
20260904 $11.35 $5.08 20.8% 28%
20260903 $10.65 $5.78 19.6% 15%
20260902 $10.90 $5.97 19.2% 12%
20260901 $11.38 $6.53 20.0% 19%
20260831 $12.00 $4.58 21.2% 31%
20260828 $11.60 $5.57 21.0% 29%
20260827 $10.75 $6.03 19.9% 19%
20260826 $11.30 $6.17 20.4% 23%
20260825 $12.00 $6.65 21.0% 30%
20260824 $11.60 $4.85 20.4% 23%
20260821 $11.35 $5.42 19.7% 17%
20260820 $11.25 $5.90 20.3% 22%
20260819 $11.70 $6.40 20.7% 22%
20260818 $12.60 $6.38 19.8% 14%
20260817 $12.60 $4.10 19.2% 10%
20260814 $11.05 $4.72 19.0% 7%
20260813 $11.65 $5.30 20.2% 16%
20260812 $10.50 $6.10 18.0% 0%
20260811 $12.30 $6.38 20.7% 0%
20260810 $12.50 $4.35 20.7% 1%
20260807 — — 20.6% 0%
20260806 $12.80 $6.50 22.2% 5%
20260805 $13.40 $6.97 22.9% 9%
20260804 $13.50 $7.90 22.8% 9%
20260803 $13.75 $5.10 23.0% 10%
20260731 $12.15 $6.10 22.2% 5%
20260730 $11.90 $6.40 21.3% 0%
20260729 $13.80 $8.45 24.2% 13%
20260728 $14.40 $7.80 23.6% 10%
20260727 $14.45 $5.70 24.5% 15%
20260724 $12.50 $6.07 23.1% 6%

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.