PR · Expected Move
Permian Resources Corporation
The expected move for PR 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).
PR 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 PR Expected Move
30-Day Straddle
$2.62
7-Day Straddle
$0.72
30-Day ATM IV
41.7%
IV Rank
65%
Implied one-standard-deviation move through the next 30 days. Compare to PR'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.
PR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $2.62 | $0.72 | 41.7% | 65% |
| 20261015 | $2.48 | $0.57 | 41.2% | 60% |
| 20261014 | $2.52 | $0.75 | — | — |
| 20261013 | $2.60 | $0.70 | 40.9% | 58% |
| 20261012 | $2.48 | $0.85 | — | — |
| 20261009 | $2.42 | $0.93 | 35.9% | 12% |
| 20261008 | $2.58 | $0.95 | 40.4% | 53% |
| 20261007 | $2.50 | $1.00 | 40.1% | 51% |
| 20261006 | $2.40 | $1.15 | 37.2% | 24% |
| 20261005 | $2.50 | $1.15 | 39.3% | 44% |
| 20261002 | $1.27 | $1.27 | 41.1% | 59% |
| 20261001 | $1.38 | $1.38 | 38.7% | 38% |
| 20260930 | $1.40 | $1.40 | 39.6% | 46% |
| 20260929 | $1.40 | $1.40 | 39.9% | 48% |
| 20260928 | $1.50 | $1.50 | 40.4% | 53% |
| 20260925 | $1.57 | $1.57 | 40.3% | 52% |
| 20260924 | $1.65 | $1.65 | 39.6% | 46% |
| 20260923 | $1.60 | $1.60 | 38.0% | 32% |
| 20260922 | $1.65 | $1.65 | 38.1% | 33% |
| 20260921 | $1.73 | $1.73 | 38.8% | 39% |
| 20260918 | $1.88 | $0.20 | 37.0% | 23% |
| 20260917 | $1.95 | $0.53 | 37.2% | 24% |
| 20260916 | $2.02 | $0.68 | 38.8% | 38% |
| 20260915 | $2.12 | $0.70 | — | — |
| 20260914 | $2.12 | $0.88 | 37.4% | 26% |
| 20260911 | $2.23 | $1.05 | 37.4% | 26% |
| 20260910 | $2.25 | $1.07 | 37.1% | 24% |
| 20260909 | $2.25 | $1.23 | 39.8% | 48% |
| 20260908 | $2.33 | $1.30 | 39.9% | 48% |
| 20260904 | $2.25 | $1.33 | 35.6% | 10% |
| 20260903 | $2.38 | $1.40 | 36.0% | 13% |
| 20260902 | $1.62 | $1.62 | 38.1% | 33% |
| 20260901 | $1.50 | $1.50 | 35.8% | 12% |
| 20260831 | $1.55 | $1.55 | 38.3% | 35% |
| 20260828 | $1.57 | $1.57 | 35.9% | 13% |
| 20260827 | $1.52 | $1.52 | 36.3% | 16% |
| 20260826 | $1.70 | $1.70 | 36.6% | 19% |
| 20260825 | $1.62 | $1.62 | 36.8% | 20% |
| 20260824 | $1.90 | $1.90 | 38.5% | 36% |
| 20260821 | $1.98 | $0.25 | 37.2% | 24% |
| 20260820 | $1.93 | $0.40 | 35.6% | 10% |
| 20260819 | $2.05 | $0.53 | 39.3% | 43% |
| 20260818 | $1.83 | $0.85 | 34.5% | 0% |
| 20260817 | $1.82 | $0.88 | 34.7% | 2% |
| 20260814 | $1.88 | $0.92 | 37.5% | 26% |
| 20260813 | $1.80 | $0.98 | 34.5% | 0% |
| 20260812 | $1.88 | $1.10 | 39.8% | 44% |
| 20260811 | $2.03 | $1.12 | 36.9% | 17% |
| 20260810 | $1.95 | $1.10 | 36.1% | 10% |
| 20260807 | — | — | 35.7% | 6% |
| 20260806 | $2.20 | $1.30 | — | — |
| 20260805 | $1.88 | $1.88 | 45.3% | 97% |
| 20260804 | $1.62 | $1.62 | 45.6% | 100% |
| 20260803 | $1.75 | $1.75 | 43.0% | 76% |
| 20260731 | $1.82 | $1.82 | 42.4% | 71% |
| 20260730 | $1.83 | $1.83 | 42.8% | 75% |
| 20260729 | $1.82 | $1.82 | 42.0% | 67% |
| 20260728 | $1.88 | $1.88 | 43.4% | 80% |
| 20260727 | $2.08 | $2.08 | — | — |
| 20260724 | $2.05 | $2.05 | 41.8% | 64% |
More on PR
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.