PRGO · Expected Move

PERRIGO COMPANY PLC

The expected move for PRGO 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).

PRGO 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 PRGO Expected Move
30-Day Straddle
$2.82
7-Day Straddle
$2.82
30-Day ATM IV
69.8%
IV Rank
62%
Implied one-standard-deviation move through the next 30 days. Compare to PRGO'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.
PRGO Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261020 $2.82 $2.82 69.8% 62%
20261019 $2.60 $2.60 66.0% 54%
20261016 $2.88 $1.62 66.2% 54%
20261015 $3.10 $1.50 — —
20261014 $2.80 $1.55 70.5% 63%
20261013 $2.38 $1.10 59.9% 41%
20261012 $2.58 $0.90 64.2% 50%
20261009 $2.48 $1.08 61.7% 45%
20261008 $2.38 $1.38 58.3% 38%
20261007 $2.47 $1.67 62.2% 46%
20261006 $2.10 $1.52 53.6% 28%
20261005 $2.50 $1.75 63.8% 49%
20261002 $1.88 $1.88 63.4% 48%
20261001 $2.17 $2.17 64.8% 51%
20260930 $1.73 $1.73 59.7% 41%
20260929 $1.73 $1.73 60.9% 43%
20260928 $1.85 $1.85 64.1% 50%
20260925 $2.17 $2.17 69.2% 60%
20260924 $1.27 $1.27 46.6% 14%
20260923 $1.27 $1.27 46.5% 13%
20260922 $1.30 $1.30 46.8% 14%
20260921 $1.68 $1.68 52.5% 26%
20260918 $1.60 $2.25 48.7% 18%
20260917 $1.57 $3.33 45.5% 9%
20260916 $1.68 $1.20 51.6% 20%
20260915 $1.75 $1.80 59.2% 32%
20260914 $1.73 $2.27 52.9% 22%
20260911 $1.75 $1.52 69.9% 50%
20260910 $1.70 $3.55 — —
20260909 $1.82 $0.98 46.9% 12%
20260908 $2.08 $0.93 46.8% 11%
20260904 $1.92 $1.12 48.0% 13%
20260903 $1.90 $1.52 68.8% 48%
20260902 $1.00 $1.00 45.4% 9%
20260901 $1.20 $1.20 45.7% 10%
20260831 $1.27 $1.27 45.3% 9%
20260828 $1.23 $1.23 47.3% 12%
20260827 $1.32 $1.32 40.0% 0%
20260826 $1.48 $1.48 46.3% 7%
20260825 $1.52 $1.52 47.3% 8%
20260824 $1.55 $1.55 43.7% 2%
20260821 $1.68 $0.88 48.2% 9%
20260820 $1.62 $1.45 46.1% 6%
20260819 $2.02 $1.12 51.3% 14%
20260818 $1.38 $0.57 — —
20260817 $1.25 $0.62 42.3% 0%
20260814 $1.45 $0.75 88.5% 69%
20260813 $1.55 $0.70 46.8% 7%
20260812 $1.35 $0.68 — —
20260811 $1.25 $0.88 42.3% 0%
20260810 $1.50 $0.80 46.3% 0%
20260806 $1.83 $1.10 53.2% 6%
20260805 $1.45 $1.45 53.1% 6%
20260804 $1.32 $1.32 60.0% 18%
20260803 $1.62 $1.62 — —
20260731 $1.40 $1.40 66.7% 29%
20260730 $1.48 $1.48 72.1% 38%
20260729 $1.60 $1.60 79.3% 50%
20260728 $1.60 $1.60 74.1% 41%
20260727 $1.48 $1.48 86.6% 63%

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.