PNW · Expected Move

Pinnacle West Capital Corporation

The expected move for PNW 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).

PNW 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 PNW Expected Move
30-Day Straddle
$5.45
7-Day Straddle
$5.45
30-Day ATM IV
21.8%
IV Rank
31%
Implied one-standard-deviation move through the next 30 days. Compare to PNW'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.
PNW Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261019 $5.45 $5.45 21.8% 31%
20261016 $6.05 $4.17 21.2% 26%
20261015 $5.38 $2.20 20.3% 17%
20261014 $5.50 $2.70 21.4% 28%
20261013 $5.05 $2.73 19.0% 6%
20261012 $5.42 $2.65 21.0% 24%
20261009 $5.60 $2.75 20.4% 19%
20261008 $5.30 $3.60 20.2% 17%
20261007 $5.70 $3.85 21.2% 26%
20261006 $5.90 $3.52 21.8% 31%
20261005 $5.95 $3.50 23.1% 43%
20261002 $3.17 $3.17 22.8% 40%
20261001 $3.05 $3.05 19.5% 10%
20260930 $3.43 $3.43 21.0% 24%
20260929 $3.45 $3.45 21.6% 29%
20260928 $4.40 $4.40 23.5% 47%
20260925 $4.20 $4.20 22.5% 37%
20260924 $4.10 $4.10 22.7% 39%
20260923 $3.97 $3.97 20.9% 23%
20260922 $3.78 $3.78 20.5% 20%
20260921 $3.98 $3.98 22.0% 33%
20260918 $4.05 $1.75 21.0% 24%
20260917 $4.45 $2.42 20.4% 19%
20260916 $4.85 $1.98 22.5% 38%
20260915 $5.40 $1.55 24.7% 57%
20260914 $4.90 $1.85 21.8% 31%
20260911 $5.72 $3.85 22.2% 35%
20260910 $5.83 $3.10 22.1% 34%
20260909 $5.97 $3.08 21.0% 24%
20260908 $5.05 $3.77 20.8% 22%
20260904 $5.38 $3.12 20.2% 17%
20260903 $4.90 $3.83 19.9% 14%
20260902 $3.77 $3.77 19.9% 14%
20260901 $4.28 $4.28 21.1% 25%
20260831 $4.78 $4.78 22.7% 40%
20260828 $3.60 $3.60 20.4% 19%
20260827 $4.10 $4.10 20.9% 23%
20260826 $4.12 $4.12 21.1% 24%
20260825 $3.58 $3.58 20.6% 21%
20260824 $4.70 $4.70 21.0% 24%
20260821 $4.70 $2.55 18.4% 0%
20260820 $4.70 $1.42 21.2% 25%
20260819 $4.90 $2.40 21.9% 31%
20260818 $5.08 $2.33 21.9% 31%
20260817 $5.05 $3.40 21.3% 26%
20260814 $5.55 $3.67 22.2% 34%
20260813 $5.42 $3.30 21.5% 28%
20260812 $5.22 $2.80 20.9% 22%
20260811 $5.30 $3.30 21.2% 25%
20260810 $5.45 $4.03 22.4% 35%
20260807 — — 21.5% 28%
20260806 $6.25 $4.58 26.0% 69%
20260805 $4.45 $4.45 23.0% 42%
20260804 $4.60 $4.60 23.4% 45%
20260803 $4.20 $4.20 23.5% 46%
20260731 $5.25 $5.25 29.4% 100%
20260730 $4.80 $4.80 24.0% 69%
20260729 $5.30 $5.30 23.3% 60%
20260728 $5.28 $5.28 24.7% 79%
20260727 $5.40 $5.40 24.7% 78%

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.