PRI · Expected Move

PRIMERICA, INC.

The expected move for PRI 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).

PRI 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 PRI Expected Move
30-Day Straddle
$15.90
7-Day Straddle
$15.90
30-Day ATM IV
23.7%
IV Rank
75%
Implied one-standard-deviation move through the next 30 days. Compare to PRI'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.
PRI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261019 $15.90 $15.90 23.7% 75%
20261016 $15.95 $5.72 22.7% 59%
20261015 $17.15 $5.33 24.3% 78%
20261014 $17.10 $7.00 24.3% 69%
20261013 $17.20 $9.55 24.3% 69%
20261012 $16.65 $9.00 23.2% 58%
20261009 $17.45 $7.53 23.8% 64%
20261008 $18.48 $9.50 24.3% 69%
20261007 $19.30 $8.50 25.0% 77%
20261006 $18.70 $7.97 23.6% 62%
20261005 $19.50 $8.62 24.6% 72%
20261002 $10.57 $10.57 22.7% 53%
20261001 $12.52 $12.52 23.3% 59%
20260930 $11.68 $11.68 23.5% 62%
20260929 $10.45 $10.45 22.9% 55%
20260928 $12.25 $12.25 23.9% 65%
20260925 $12.12 $12.12 23.2% 58%
20260924 $15.20 $15.20 24.1% 67%
20260923 $14.80 $14.80 23.2% 59%
20260922 $12.95 $12.95 23.4% 60%
20260921 $12.40 $12.40 22.7% 53%
20260918 $13.05 $6.90 20.4% 31%
20260917 $12.93 $7.35 19.8% 24%
20260916 $13.72 $7.25 20.6% 32%
20260915 $13.40 $8.45 19.7% 24%
20260914 $14.70 $8.95 21.6% 42%
20260911 $17.40 $9.15 23.4% 58%
20260910 $14.38 $10.03 20.8% 33%
20260909 $14.90 $8.82 21.3% 37%
20260908 $15.90 $9.78 21.7% 41%
20260904 $15.95 $9.62 20.9% 34%
20260903 $15.60 $9.57 19.7% 22%
20260902 $10.85 $10.85 20.0% 25%
20260901 $10.35 $10.35 19.5% 20%
20260831 $11.95 $11.95 21.6% 40%
20260828 $11.38 $11.38 20.0% 25%
20260827 $10.97 $10.97 19.3% 18%
20260826 $12.68 $12.68 20.0% 25%
20260825 $12.32 $12.32 19.9% 23%
20260824 $11.35 $11.35 18.7% 12%
20260821 $14.15 $9.50 20.6% 30%
20260820 $13.57 $7.75 20.4% 28%
20260819 $13.50 $7.95 19.7% 20%
20260818 $13.10 $9.78 18.5% 9%
20260817 $13.05 $8.55 17.9% 4%
20260814 $13.93 $9.55 17.4% 0%
20260813 $14.30 $8.93 17.8% 0%
20260812 $13.60 $8.55 17.8% 0%
20260811 $16.10 $10.05 19.4% 0%
20260810 $18.60 $13.35 22.1% 23%
20260807 — — 19.4% 0%
20260806 $17.10 $12.75 20.8% 1%
20260805 $15.15 $15.15 23.2% 19%
20260804 $15.15 $15.15 24.6% 29%
20260803 $17.65 $17.65 25.0% 32%
20260731 $16.45 $16.45 24.6% 30%
20260730 $15.60 $15.60 22.9% 16%
20260729 $18.50 $18.50 24.5% 29%
20260728 $17.25 $17.25 24.6% 29%
20260727 $18.55 $18.55 25.3% 34%

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.