PRCT · Expected Move

PROCEPT BioRobotics Corporation Common Stock

The expected move for PRCT 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).

PRCT 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 PRCT Expected Move
30-Day Straddle
$3.53
7-Day Straddle
$3.53
30-Day ATM IV
87.1%
IV Rank
66%
Implied one-standard-deviation move through the next 30 days. Compare to PRCT'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.
PRCT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261030 $3.53 $3.53 87.1% 66%
20261029 $3.30 $3.30 75.3% 41%
20261028 $3.22 $3.22 76.5% 44%
20261027 $2.72 $2.72 72.1% 34%
20261026 $3.48 $3.48 76.3% 43%
20261023 $3.77 $3.77 85.0% 62%
20261022 $3.92 $3.92 83.6% 59%
20261021 $3.80 $3.80 91.1% 75%
20261020 $4.05 $4.05 85.0% 62%
20261019 $3.72 $3.72 85.3% 62%
20261016 $3.80 $0.50 87.7% 68%
20261015 $3.85 $1.45 83.5% 59%
20261014 $4.03 $0.75 86.2% 64%
20261013 $4.10 $1.80 79.4% 50%
20261012 $4.35 $1.62 85.2% 62%
20261009 $3.55 $1.45 72.7% 35%
20261008 $3.68 $1.38 73.1% 36%
20261007 $3.58 $1.68 72.3% 35%
20261006 $4.20 $1.82 79.9% 51%
20261005 $3.48 $1.88 70.7% 31%
20261002 $2.00 $2.00 74.0% 38%
20261001 $1.67 $1.67 83.3% 58%
20260930 $2.15 $2.15 79.9% 51%
20260929 $2.23 $2.23 75.1% 41%
20260928 $1.77 $1.77 65.7% 20%
20260925 $1.73 $1.73 62.2% 13%
20260924 $2.02 $2.02 67.6% 25%
20260923 $2.17 $2.17 56.7% 1%
20260922 $2.78 $2.78 71.3% 32%
20260921 $2.83 $2.83 77.4% 46%
20260918 $2.55 $2.27 58.9% 6%
20260917 $3.25 $1.05 70.8% 31%
20260916 $3.52 $2.05 75.8% 42%
20260915 $2.62 $1.00 62.4% 14%
20260914 $3.73 $1.40 69.4% 28%
20260911 $3.60 $1.12 70.6% 31%
20260910 $2.92 $1.62 59.1% 6%
20260909 $3.10 $2.05 59.1% 6%
20260908 $4.05 $2.92 72.2% 34%
20260904 $4.28 $2.23 67.1% 24%
20260903 $3.60 $2.27 63.1% 15%
20260902 $2.27 $2.27 62.9% 15%
20260901 $1.88 $1.88 56.3% 0%
20260831 $2.00 $2.00 56.1% 0%
20260828 $2.50 $2.50 59.8% 7%
20260827 $2.48 $2.48 61.5% 11%
20260826 $3.42 $3.42 66.8% 22%
20260825 $2.55 $2.55 58.1% 3%
20260824 $3.17 $3.17 61.7% 11%
20260821 $2.88 $1.47 57.7% 2%
20260820 $3.22 $1.00 60.8% 9%
20260819 $3.08 $1.15 59.5% 6%
20260818 $3.20 $2.02 62.1% 12%
20260817 $3.02 $1.65 60.1% 8%
20260814 $3.23 $1.68 57.6% 2%
20260813 $3.70 $2.15 65.9% 20%
20260812 $3.75 $1.77 69.7% 28%
20260811 $3.90 $2.02 66.3% 21%
20260810 $3.97 $2.70 68.1% 25%
20260807 — — 61.7% 11%

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.