PNNT · Expected Move
Pennant Investment Corp
The expected move for PNNT 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).
PNNT 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 PNNT Expected Move
30-Day Straddle
$10.78
7-Day Straddle
$1.27
30-Day ATM IV
70.7%
IV Rank
23%
Implied one-standard-deviation move through the next 30 days. Compare to PNNT'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.
PNNT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261005 | $10.78 | $1.27 | 70.7% | 23% |
| 20261002 | $1.73 | $1.73 | 108.2% | 44% |
| 20261001 | $2.12 | $2.12 | 63.1% | 20% |
| 20260930 | $1.73 | $1.73 | 75.4% | 27% |
| 20260929 | $1.35 | $1.35 | — | — |
| 20260928 | $1.62 | $1.62 | — | — |
| 20260925 | $1.23 | $1.23 | 106.9% | 44% |
| 20260924 | $10.93 | $10.93 | 93.9% | 37% |
| 20260923 | $10.90 | $10.90 | — | — |
| 20260922 | $1.82 | $1.82 | — | — |
| 20260921 | $1.60 | $1.60 | 159.7% | 73% |
| 20260918 | $1.92 | $1.88 | — | — |
| 20260917 | $2.33 | $1.05 | — | — |
| 20260916 | $8.50 | $1.82 | — | — |
| 20260915 | $10.97 | $1.48 | — | — |
| 20260914 | $2.15 | $2.27 | — | — |
| 20260911 | $2.38 | $1.82 | — | — |
| 20260910 | $2.40 | $1.62 | — | — |
| 20260909 | $2.42 | $2.33 | — | — |
| 20260908 | $3.17 | $1.50 | — | — |
| 20260904 | $1.07 | $1.30 | 144.8% | 64% |
| 20260903 | $8.72 | $1.30 | 145.9% | 65% |
| 20260902 | $1.95 | $1.95 | — | — |
| 20260901 | $2.53 | $2.53 | — | — |
| 20260831 | $1.22 | $1.22 | — | — |
| 20260828 | $1.90 | $1.90 | — | — |
| 20260827 | $1.82 | $1.82 | — | — |
| 20260826 | $2.12 | $2.12 | — | — |
| 20260825 | $8.78 | $8.78 | 75.0% | 26% |
| 20260824 | $1.85 | $1.85 | — | — |
| 20260821 | $1.60 | $2.08 | — | — |
| 20260820 | $1.12 | $2.02 | 84.4% | 32% |
| 20260819 | $8.82 | $1.85 | — | — |
| 20260818 | $2.33 | $2.10 | — | — |
| 20260817 | $2.35 | $2.33 | — | — |
| 20260814 | $8.72 | $2.12 | — | — |
| 20260813 | $8.80 | $1.30 | — | — |
| 20260812 | $8.85 | $1.30 | — | — |
| 20260811 | $1.20 | $2.65 | — | — |
| 20260810 | $2.95 | $2.27 | — | — |
| 20260806 | $8.43 | $2.12 | — | — |
| 20260805 | $1.83 | $1.83 | — | — |
| 20260804 | $1.90 | $1.90 | — | — |
| 20260803 | $0.85 | $0.85 | — | — |
| 20260731 | $1.77 | $1.77 | 101.3% | 41% |
| 20260730 | $1.12 | $1.12 | — | — |
| 20260729 | $1.23 | $1.23 | — | — |
| 20260728 | $8.40 | $8.40 | — | — |
| 20260727 | $2.28 | $2.28 | — | — |
| 20260724 | $0.90 | $0.90 | — | — |
| 20260723 | $2.02 | $2.02 | — | — |
| 20260722 | $1.23 | $1.23 | 116.8% | 49% |
| 20260721 | $8.22 | $8.22 | — | — |
| 20260720 | $1.28 | $1.28 | 107.5% | 44% |
| 20260716 | $8.40 | $0.90 | — | — |
| 20260715 | $8.45 | $0.80 | — | — |
| 20260714 | $1.88 | $0.78 | — | — |
| 20260713 | $1.35 | $0.80 | 104.6% | 43% |
| 20260710 | $2.25 | $0.95 | — | — |
| 20260709 | $8.43 | $1.68 | — | — |
More on PNNT
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.