PNR · Expected Move
Pentair plc
The expected move for PNR 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).
PNR 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 PNR Expected Move
30-Day Straddle
$5.12
7-Day Straddle
$1.48
30-Day ATM IV
37.7%
IV Rank
52%
Implied one-standard-deviation move through the next 30 days. Compare to PNR'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.
PNR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $5.12 | $1.48 | 37.7% | 52% |
| 20261015 | $5.40 | $1.52 | 38.4% | 56% |
| 20261014 | $5.17 | $1.10 | 39.1% | 60% |
| 20261013 | $5.45 | $1.78 | 39.6% | 63% |
| 20261012 | $5.65 | $1.52 | — | — |
| 20261009 | $4.85 | $1.70 | 34.5% | 34% |
| 20261008 | $5.65 | $2.00 | 38.5% | 56% |
| 20261007 | $5.17 | $1.88 | 29.0% | 4% |
| 20261006 | $5.55 | $2.42 | 37.3% | 50% |
| 20261005 | $5.65 | $2.12 | 36.7% | 47% |
| 20261002 | $2.52 | $2.52 | 36.1% | 43% |
| 20261001 | $2.52 | $2.52 | 34.1% | 32% |
| 20260930 | $2.60 | $2.60 | 36.8% | 47% |
| 20260929 | $2.65 | $2.65 | 34.1% | 32% |
| 20260928 | $3.27 | $3.27 | 35.5% | 40% |
| 20260925 | $3.38 | $3.38 | 37.0% | 48% |
| 20260924 | $3.08 | $3.08 | 32.9% | 26% |
| 20260923 | $3.27 | $3.27 | 32.1% | 22% |
| 20260922 | $3.10 | $3.10 | 30.6% | 13% |
| 20260921 | $3.33 | $3.33 | 29.7% | 8% |
| 20260918 | $3.88 | $1.00 | 29.7% | 8% |
| 20260917 | $3.75 | $1.80 | 28.2% | 0% |
| 20260916 | $4.40 | $2.35 | 33.5% | 24% |
| 20260915 | $4.12 | $1.77 | 32.7% | 20% |
| 20260914 | $4.45 | $2.88 | 33.0% | 21% |
| 20260911 | $4.67 | $2.45 | 33.4% | 24% |
| 20260910 | $5.07 | $3.02 | 35.3% | 35% |
| 20260909 | $6.10 | $2.20 | 41.3% | 70% |
| 20260908 | $5.03 | $3.33 | 35.1% | 33% |
| 20260904 | $5.33 | $3.45 | 33.5% | 24% |
| 20260903 | $6.35 | $3.02 | 37.3% | 46% |
| 20260902 | $3.42 | $3.42 | 36.4% | 41% |
| 20260901 | $4.05 | $4.05 | 35.4% | 35% |
| 20260831 | $3.72 | $3.72 | 33.1% | 22% |
| 20260828 | $3.15 | $3.15 | 31.0% | 10% |
| 20260827 | $3.33 | $3.33 | 30.0% | 4% |
| 20260826 | $4.05 | $4.05 | 31.3% | 11% |
| 20260825 | $4.10 | $4.10 | 32.5% | 18% |
| 20260824 | $4.25 | $4.25 | 32.7% | 20% |
| 20260821 | $4.42 | $1.10 | 31.4% | 12% |
| 20260820 | $4.78 | $2.73 | 32.5% | 19% |
| 20260819 | $4.85 | $3.00 | 31.9% | 15% |
| 20260818 | $4.78 | $1.83 | 32.9% | 21% |
| 20260817 | $5.38 | $2.58 | 34.3% | 29% |
| 20260814 | $5.62 | $2.40 | 32.3% | 17% |
| 20260813 | $5.25 | $3.10 | 31.7% | 14% |
| 20260812 | $5.55 | $3.62 | 32.6% | 19% |
| 20260811 | $5.55 | $2.98 | 32.3% | 17% |
| 20260810 | $6.20 | $2.88 | 35.7% | 37% |
| 20260807 | — | — | 29.3% | 0% |
| 20260806 | $6.70 | $4.55 | 36.2% | 40% |
| 20260805 | $4.47 | $4.47 | 34.3% | 28% |
| 20260804 | $4.83 | $4.83 | 34.0% | 27% |
| 20260803 | $4.62 | $4.62 | 36.0% | 38% |
| 20260731 | $4.15 | $4.15 | 35.2% | 34% |
| 20260730 | $5.30 | $5.30 | 36.2% | 40% |
| 20260729 | $5.62 | $5.62 | 37.7% | 49% |
| 20260728 | $5.17 | $5.17 | 37.5% | 48% |
| 20260727 | $6.62 | $6.62 | 46.5% | 100% |
| 20260724 | $5.85 | $5.85 | 41.7% | 74% |
More on PNR
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.