PRA · Expected Move

ProAssurance Corporation

The expected move for PRA 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).

PRA 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 PRA Expected Move
30-Day Straddle
$15.00
7-Day Straddle
$15.00
30-Day ATM IV
99.5%
IV Rank
42%
Implied one-standard-deviation move through the next 30 days. Compare to PRA'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.
PRA Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20260625 $15.00 $15.00 99.5% 42%
20260624 $7.53 $7.53 19.7% 6%
20260623 $8.40 $8.40 6.7% 0%
20260622 $8.40 $8.40 — —
20260618 $20.00 $2.88 19.1% 5%
20260617 $8.80 $7.88 — —
20260616 $15.00 $7.88 31.6% 11%
20260615 $9.40 $0.40 27.2% 9%
20260613 $15.00 $0.40 — —
20260612 $15.00 $7.88 14.1% 3%
20260611 $15.00 $7.88 42.7% 16%
20260610 $15.00 $7.88 7.7% 0%
20260609 $3.55 $10.03 32.4% 10%
20260608 $7.88 $7.53 55.9% 21%
20260605 $2.77 $10.43 92.5% 38%
20260604 $2.08 $1.88 62.1% 24%
20260603 $11.28 $2.42 49.6% 18%
20260602 $11.75 $11.75 40.0% 14%
20260601 $9.90 $9.90 65.6% 25%
20260529 $8.95 $8.95 — —
20260528 $1.47 $1.47 51.3% 19%
20260527 $9.35 $9.35 54.3% 20%
20260526 $8.85 $8.85 61.3% 23%
20260522 $8.47 $8.47 67.2% 26%
20260521 $8.95 $8.95 59.7% 23%
20260520 $15.00 $15.00 26.4% 7%
20260519 $8.82 $8.82 54.4% 20%
20260518 $8.82 $8.82 — —
20260515 $3.70 $2.57 66.6% 26%
20260514 $15.00 $11.25 16.7% 3%
20260513 $2.98 $9.90 83.7% 34%
20260512 $2.45 $2.92 60.4% 23%
20260511 $2.95 $15.00 55.3% 21%
20260510 $3.75 $1.50 — —
20260508 $3.75 $1.50 43.8% 15%
20260507 $3.70 $8.72 54.2% 20%
20260506 $3.60 $9.65 151.9% 65%
20260505 $3.70 $15.00 128.6% 54%
20260504 $3.50 $8.72 25.2% 7%
20260502 $1.10 $1.10 — —
20260501 $1.10 $1.10 24.5% 7%
20260430 $2.52 $2.52 14.4% 2%
20260429 $1.43 $1.43 15.4% 2%
20260428 $11.80 $11.80 169.3% 73%
20260427 $8.80 $8.80 45.2% 16%
20260424 $20.00 $20.00 161.7% 69%
20260423 $2.65 $2.65 219.3% 96%
20260422 $11.07 $11.07 23.7% 6%
20260421 $3.08 $3.08 172.3% 74%
20260420 $4.30 $4.30 173.5% 75%
20260417 $20.00 $12.45 195.1% 84%
20260416 $4.40 $4.40 229.0% 100%
20260415 $11.25 $11.25 221.2% 100%
20260414 $3.42 $3.80 219.9% 100%
20260413 $3.12 $9.35 197.8% 100%
20260410 $4.20 $3.90 46.1% 44%
20260409 $4.40 $3.50 52.5% 52%
20260408 $11.90 $11.90 — —
20260407 $4.50 $4.00 20.4% 12%
20260406 $3.55 $0.95 33.3% 28%

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.