PRAA · Expected Move

PRA Group, Inc.

The expected move for PRAA 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).

PRAA 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 PRAA Expected Move
30-Day Straddle
$2.08
7-Day Straddle
$1.58
30-Day ATM IV
66.2%
IV Rank
38%
Implied one-standard-deviation move through the next 30 days. Compare to PRAA'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.
PRAA Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $2.08 $1.58 66.2% 38%
20261106 $2.67 $2.38 81.8% 68%
20261105 $3.35 $3.08 68.1% 42%
20261104 $2.65 $2.65 63.9% 34%
20261103 $3.50 $3.50 55.2% 17%
20261102 $3.27 $3.27 70.2% 46%
20261030 $3.02 $3.02 68.0% 42%
20261029 $3.50 $3.50 76.5% 58%
20261028 $3.42 $3.42 74.5% 54%
20261027 $2.88 $2.88 72.3% 50%
20261026 $3.48 $3.48 84.2% 73%
20261023 $2.97 $2.97 61.1% 28%
20261022 $3.23 $3.23 71.4% 48%
20261021 $3.20 $3.20 — —
20261020 $3.50 $3.50 56.0% 18%
20261019 $3.02 $3.02 66.9% 39%
20261016 $3.40 $0.97 70.1% 46%
20261015 $2.58 $0.80 — —
20261014 $3.77 $1.25 74.4% 54%
20261013 $3.42 $1.05 63.1% 32%
20261012 $4.15 $1.60 80.2% 65%
20261009 $3.62 $1.75 68.6% 43%
20261008 $3.95 $2.08 68.3% 42%
20261007 $3.47 $1.93 62.5% 31%
20261006 $3.90 $2.17 73.6% 52%
20261005 $3.65 $2.40 66.9% 39%
20261002 $1.75 $1.75 64.0% 34%
20261001 $1.77 $1.77 62.9% 32%
20260930 $2.50 $2.50 68.7% 43%
20260929 $2.15 $2.15 64.5% 36%
20260928 $2.22 $2.22 66.6% 40%
20260925 $2.20 $2.20 57.5% 23%
20260924 $3.00 $3.00 60.5% 29%
20260923 $1.90 $1.90 55.7% 20%
20260922 $2.65 $2.65 56.1% 21%
20260921 $2.50 $2.50 56.8% 22%
20260918 $2.40 $1.38 48.0% 5%
20260917 $2.15 $0.82 46.9% 3%
20260916 $2.95 $1.38 58.4% 25%
20260915 $2.35 $1.85 49.8% 9%
20260914 $2.70 $2.05 56.8% 22%
20260911 $3.18 $2.12 80.8% 67%
20260910 $2.60 $1.75 54.5% 18%
20260909 $2.98 $2.15 52.4% 14%
20260908 $2.60 $1.85 50.6% 10%
20260904 $2.70 $2.00 56.0% 20%
20260903 $3.33 $1.65 61.6% 31%
20260902 $2.38 $2.38 60.1% 28%
20260901 $2.65 $2.65 73.3% 53%
20260831 $2.23 $2.23 59.4% 27%
20260828 $1.92 $1.92 49.1% 7%
20260827 $2.33 $2.33 57.3% 23%
20260826 $1.85 $1.85 53.6% 16%
20260825 $2.17 $2.17 69.9% 47%
20260824 $2.48 $2.48 59.2% 26%
20260821 $2.62 $1.57 68.3% 43%
20260820 $2.85 $2.48 60.2% 28%
20260819 $2.85 $1.32 — —
20260818 $2.28 $1.15 51.9% 13%
20260817 $2.77 $1.60 57.0% 22%

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.