PS · Expected Move
Pershing Square Inc.
The expected move for PS 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).
PS straddle price & implied vol
60 sessionsBars: 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 PS Expected Move
30-Day Straddle
$7.72
7-Day Straddle
$3.83
30-Day ATM IV
66.4%
IV Rank
69%
Implied one-standard-deviation move through the next 30 days. Compare to PS'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.
PS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261110 | $7.72 | $3.83 | 66.4% | 69% |
| 20261109 | $8.95 | $6.05 | 67.1% | 71% |
| 20261106 | $9.00 | $6.15 | 66.5% | 69% |
| 20261105 | $8.60 | $5.28 | 61.4% | 52% |
| 20261104 | $6.72 | $6.72 | 60.1% | 47% |
| 20261103 | $6.30 | $6.30 | 68.2% | 75% |
| 20261102 | $6.67 | $6.67 | 73.5% | 94% |
| 20261030 | $6.50 | $6.50 | 67.7% | 74% |
| 20261029 | $7.10 | $7.10 | 68.7% | 77% |
| 20261028 | $6.53 | $6.53 | 65.2% | 65% |
| 20261027 | $7.22 | $7.22 | 71.2% | 86% |
| 20261026 | $6.75 | $6.75 | 69.6% | 80% |
| 20261023 | $7.05 | $7.05 | 71.1% | 86% |
| 20261022 | $7.17 | $7.17 | 70.7% | 84% |
| 20261021 | $7.05 | $7.05 | 65.5% | 66% |
| 20261020 | $7.50 | $7.50 | 71.2% | 86% |
| 20261019 | $7.05 | $7.05 | 66.7% | 70% |
| 20261016 | $8.20 | $1.80 | 73.4% | 94% |
| 20261015 | $9.82 | $4.08 | 65.5% | 66% |
| 20261014 | $7.83 | $3.00 | 68.4% | 76% |
| 20261013 | $8.85 | $3.50 | 68.5% | 76% |
| 20261012 | $10.15 | $3.85 | 69.5% | 80% |
| 20261009 | $11.05 | $5.17 | 74.8% | 98% |
| 20261008 | $10.75 | $4.47 | 70.9% | 85% |
| 20261007 | $12.25 | $6.00 | 71.9% | 88% |
| 20261006 | $12.10 | $6.17 | 71.1% | 85% |
| 20261005 | $11.15 | $5.70 | 67.9% | 74% |
| 20261002 | $7.58 | $7.58 | 74.4% | 97% |
| 20261001 | $7.35 | $7.35 | 75.2% | 100% |
| 20260930 | $7.55 | $7.55 | 74.2% | 100% |
| 20260929 | $7.10 | $7.10 | 72.6% | 97% |
| 20260928 | $8.10 | $8.10 | 73.3% | 100% |
| 20260925 | $7.62 | $7.62 | 71.2% | 100% |
| 20260924 | $7.20 | $7.20 | 68.5% | 97% |
| 20260923 | $7.05 | $7.05 | 69.2% | 100% |
| 20260922 | $7.22 | $7.22 | 68.2% | 100% |
| 20260921 | $7.55 | $7.55 | 66.9% | 100% |
| 20260918 | $6.70 | $1.22 | 61.1% | 89% |
| 20260917 | $5.95 | $1.90 | 55.3% | 52% |
| 20260916 | $5.93 | $2.50 | 62.1% | 95% |
| 20260915 | $5.47 | $1.95 | 57.8% | 68% |
| 20260914 | $6.15 | $3.05 | 62.0% | 95% |
| 20260911 | $6.47 | $3.15 | 55.5% | 54% |
| 20260910 | $4.88 | $2.75 | 53.4% | 41% |
| 20260909 | $4.83 | $2.83 | 56.0% | 57% |
| 20260908 | $6.75 | $3.65 | 62.4% | 97% |
| 20260904 | $6.55 | $3.53 | 52.3% | 34% |
| 20260903 | $4.85 | $2.98 | 46.8% | 0% |
| 20260902 | $2.90 | $2.90 | 54.4% | 44% |
| 20260901 | $3.73 | $3.73 | 49.5% | 12% |
| 20260831 | $4.45 | $4.45 | 50.5% | 18% |
| 20260828 | $4.03 | $4.03 | 51.2% | 23% |
| 20260827 | $4.07 | $4.07 | 50.0% | 15% |
| 20260826 | $5.03 | $5.03 | 58.2% | 69% |
| 20260825 | $5.58 | $5.58 | 51.9% | 28% |
| 20260824 | $4.70 | $4.70 | 54.8% | 47% |
| 20260821 | $4.20 | $1.05 | 48.4% | — |
| 20260820 | $4.47 | $1.38 | 47.7% | — |
| 20260819 | $4.72 | $1.85 | 51.4% | — |
| 20260818 | $4.67 | $2.00 | 50.5% | — |
More on PS
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.