PPH · Expected Move
VanEck Pharmaceutical ETF · ETF
The expected move for PPH 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).
PPH 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 PPH Expected Move
30-Day Straddle
$5.65
7-Day Straddle
$5.65
30-Day ATM IV
21.6%
IV Rank
35%
Implied one-standard-deviation move through the next 30 days. Compare to PPH'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.
PPH Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.65 | $5.65 | 21.6% | 35% |
| 20261021 | $6.60 | $6.60 | 25.1% | 61% |
| 20261020 | $6.08 | $6.08 | 22.6% | 43% |
| 20261019 | $5.65 | $5.65 | 19.9% | 23% |
| 20261016 | $6.83 | $1.82 | 22.0% | 39% |
| 20261015 | $7.00 | $2.85 | 23.9% | 52% |
| 20261014 | $5.85 | $2.55 | 20.7% | 29% |
| 20261013 | $5.47 | $2.85 | 20.1% | 25% |
| 20261012 | $6.55 | $3.28 | 23.3% | 48% |
| 20261009 | $6.15 | $2.33 | 20.7% | 29% |
| 20261008 | $6.78 | $3.12 | 22.3% | 41% |
| 20261007 | $6.53 | $3.08 | 20.9% | 31% |
| 20261006 | $6.22 | $3.60 | 21.3% | 33% |
| 20261005 | $6.40 | $3.40 | 22.0% | 38% |
| 20261002 | $3.15 | $3.15 | 20.5% | 28% |
| 20261001 | $4.30 | $4.30 | 22.8% | 44% |
| 20260930 | $4.35 | $4.35 | 21.5% | 35% |
| 20260929 | $3.55 | $3.55 | 20.2% | 26% |
| 20260928 | $3.52 | $3.52 | 19.3% | 19% |
| 20260925 | $4.03 | $4.03 | 19.1% | 17% |
| 20260924 | $4.22 | $4.22 | 19.2% | 18% |
| 20260923 | $4.12 | $4.12 | 19.4% | 20% |
| 20260922 | $4.45 | $4.45 | 20.1% | 25% |
| 20260921 | $4.90 | $4.90 | 20.0% | 24% |
| 20260918 | $5.18 | $1.68 | 21.3% | 33% |
| 20260917 | $5.53 | $1.70 | 21.3% | 33% |
| 20260916 | $4.38 | $2.67 | 18.6% | 14% |
| 20260915 | $5.28 | $3.17 | 20.2% | 25% |
| 20260914 | $5.78 | $3.00 | 22.0% | 39% |
| 20260911 | $5.58 | $3.12 | 20.3% | 26% |
| 20260910 | $5.55 | $3.52 | 21.7% | 36% |
| 20260909 | $5.65 | $3.62 | 20.9% | 31% |
| 20260908 | $5.85 | $3.50 | 21.3% | 34% |
| 20260904 | $6.47 | $4.28 | 21.5% | 35% |
| 20260903 | $6.85 | $4.17 | 21.6% | 35% |
| 20260902 | $3.88 | $3.88 | 21.1% | 32% |
| 20260901 | $4.08 | $4.08 | 20.7% | 29% |
| 20260831 | $4.58 | $4.58 | 22.1% | 39% |
| 20260828 | $4.70 | $4.70 | 21.9% | 38% |
| 20260827 | $4.85 | $4.85 | 21.3% | 34% |
| 20260826 | $5.05 | $5.05 | 21.6% | 36% |
| 20260825 | $4.95 | $4.95 | 20.6% | 28% |
| 20260824 | $6.00 | $6.00 | 23.2% | 47% |
| 20260821 | $5.18 | $2.27 | 20.0% | 24% |
| 20260820 | $5.62 | $2.83 | 21.8% | 37% |
| 20260819 | $6.05 | $2.35 | 22.5% | 42% |
| 20260818 | $4.95 | $2.80 | 19.3% | 19% |
| 20260817 | $5.67 | $2.67 | 30.5% | 100% |
| 20260814 | $5.62 | $2.95 | 20.7% | 43% |
| 20260813 | $4.50 | $3.15 | 16.7% | 0% |
| 20260812 | $6.45 | $3.27 | 22.3% | 47% |
| 20260811 | $5.45 | $3.38 | 19.4% | 6% |
| 20260810 | $6.30 | $3.92 | 22.2% | 46% |
| 20260807 | — | — | 21.3% | 21% |
| 20260806 | $6.80 | $4.47 | 22.8% | 35% |
| 20260805 | $4.12 | $4.12 | 21.6% | 24% |
| 20260804 | $4.38 | $4.38 | 22.5% | 32% |
| 20260803 | $4.35 | $4.35 | 22.9% | 36% |
| 20260731 | $5.05 | $5.05 | 23.1% | 38% |
| 20260730 | $4.85 | $4.85 | 21.8% | 26% |
More on PPH
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.