PRTA · Expected Move

Prothena Corporation plc Ordinary Shares

The expected move for PRTA 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).

PRTA 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 PRTA Expected Move
30-Day Straddle
$1.32
7-Day Straddle
$8.07
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to PRTA'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.
PRTA Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261111 $1.32 $8.07 — —
20261110 $3.20 $2.70 — —
20261109 $2.00 $2.75 — —
20261106 $1.00 $1.95 137.0% 84%
20261105 $2.27 $2.80 103.0% 53%
20261104 $2.98 $2.98 153.9% 100%
20261103 $1.70 $1.70 69.6% 26%
20261102 $2.05 $2.05 105.9% 65%
20261030 $1.25 $1.25 73.9% 30%
20261029 $1.18 $1.18 60.5% 16%
20261028 $1.80 $1.80 75.3% 32%
20261027 $1.48 $1.48 77.2% 34%
20261026 $1.10 $1.10 75.3% 32%
20261023 $3.35 $3.35 82.7% 40%
20261022 $2.85 $2.85 — —
20261021 $1.45 $1.45 107.0% 66%
20261020 $2.83 $2.83 88.4% 46%
20261019 $1.33 $1.33 — —
20261016 $1.12 $1.82 — —
20261015 $1.32 $1.00 60.5% 16%
20261014 $1.70 $0.57 59.7% 15%
20261013 $1.30 $0.68 66.3% 22%
20261012 $3.02 $1.00 72.1% 28%
20261009 $2.12 $2.73 62.6% 18%
20261008 $1.48 $1.45 56.5% 11%
20261007 $1.32 $0.68 70.0% 26%
20261006 $1.25 $0.70 61.5% 17%
20261005 $1.83 $0.82 75.3% 32%
20261002 $1.68 $1.68 70.8% 27%
20261001 $0.90 $0.90 65.4% 21%
20260930 $0.97 $0.97 77.5% 34%
20260929 $1.00 $1.00 59.9% 15%
20260928 $0.95 $0.95 87.8% 45%
20260925 $0.98 $0.98 79.0% 36%
20260924 $2.75 $2.75 74.2% 31%
20260923 $1.00 $1.00 54.2% 9%
20260922 $1.17 $1.17 63.1% 19%
20260921 $2.02 $2.02 87.1% 45%
20260918 $1.78 $0.97 80.5% 38%
20260917 $2.25 $0.93 67.4% 19%
20260916 $5.10 $0.67 — —
20260915 $4.40 $2.48 — —
20260914 $1.27 $0.62 66.5% 18%
20260911 $1.68 $0.78 81.9% 31%
20260910 $1.27 $0.85 60.3% 12%
20260909 $1.48 $0.72 58.6% 11%
20260908 $1.93 $1.15 66.9% 18%
20260904 $4.20 $2.62 78.6% 28%
20260903 $1.65 $0.77 55.6% 8%
20260902 $1.65 $1.65 60.6% 13%
20260901 $0.85 $0.85 46.0% 0%
20260831 $0.85 $0.85 50.7% 4%
20260828 $2.65 $2.65 — —
20260827 $0.95 $0.95 55.2% 8%
20260826 $0.90 $0.90 46.6% 0%
20260825 $0.95 $0.95 56.5% 7%
20260824 $1.10 $1.10 52.0% 3%
20260821 $2.85 $1.35 75.3% 23%
20260820 $1.17 $0.47 57.5% 8%
20260819 $1.00 $0.70 52.1% 2%

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.