PSN · Expected Move
Parsons Corporation
The expected move for PSN 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).
PSN 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 PSN Expected Move
30-Day Straddle
$6.33
7-Day Straddle
$6.33
30-Day ATM IV
58.5%
IV Rank
76%
Implied one-standard-deviation move through the next 30 days. Compare to PSN'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.
PSN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261027 | $6.33 | $6.33 | 58.5% | 76% |
| 20261026 | $6.78 | $6.78 | 60.5% | 84% |
| 20261023 | $7.03 | $7.03 | 61.2% | 86% |
| 20261022 | $6.95 | $6.95 | 62.7% | 91% |
| 20261021 | $6.25 | $6.25 | 60.4% | 83% |
| 20261020 | $6.55 | $6.55 | 62.8% | 92% |
| 20261019 | $7.00 | $7.00 | 65.0% | 100% |
| 20261016 | $6.60 | $0.65 | 59.0% | 88% |
| 20261015 | $6.65 | $1.98 | 58.9% | 87% |
| 20261014 | $6.17 | $1.70 | 58.3% | 85% |
| 20261013 | $7.10 | $2.15 | 62.0% | 100% |
| 20261012 | $6.30 | $1.52 | 54.7% | 76% |
| 20261009 | $7.20 | $1.85 | 58.1% | 91% |
| 20261008 | $7.50 | $3.25 | 59.5% | 98% |
| 20261007 | $7.28 | $2.98 | 56.6% | 85% |
| 20261006 | $6.92 | $3.67 | 56.2% | 83% |
| 20261005 | $7.15 | $3.55 | 55.8% | 81% |
| 20261002 | $2.38 | $2.38 | 53.2% | 70% |
| 20261001 | $3.00 | $3.00 | 56.4% | 84% |
| 20260930 | $3.15 | $3.15 | 50.9% | 60% |
| 20260929 | $3.55 | $3.55 | 52.3% | 66% |
| 20260928 | $3.73 | $3.73 | 51.4% | 62% |
| 20260925 | $3.85 | $3.85 | 48.9% | 50% |
| 20260924 | $4.90 | $4.90 | 49.5% | 53% |
| 20260923 | $3.72 | $3.72 | 47.5% | 44% |
| 20260922 | $3.48 | $3.48 | 44.7% | 32% |
| 20260921 | $4.00 | $4.00 | 46.7% | 41% |
| 20260918 | $4.05 | $0.88 | 41.3% | 17% |
| 20260917 | $5.03 | $1.95 | 46.2% | 39% |
| 20260916 | $5.38 | $3.12 | 46.8% | 41% |
| 20260915 | $5.75 | $2.73 | 48.4% | 48% |
| 20260914 | $5.40 | $2.95 | 44.4% | 31% |
| 20260911 | $5.22 | $2.45 | 45.4% | 35% |
| 20260910 | $5.12 | $2.98 | 43.9% | 28% |
| 20260909 | $5.53 | $3.20 | 46.3% | 39% |
| 20260908 | $5.45 | $3.25 | 41.7% | 18% |
| 20260904 | $6.17 | $3.75 | 45.5% | 29% |
| 20260903 | $5.47 | $3.00 | 41.6% | 15% |
| 20260902 | $3.27 | $3.27 | 45.3% | 29% |
| 20260901 | $4.35 | $4.35 | 43.2% | 21% |
| 20260831 | $3.28 | $3.28 | 43.4% | 22% |
| 20260828 | $2.92 | $2.92 | 37.5% | 0% |
| 20260827 | $3.95 | $3.95 | 41.7% | 6% |
| 20260826 | $4.03 | $4.03 | 41.7% | 6% |
| 20260825 | $3.93 | $3.93 | 44.4% | 17% |
| 20260824 | $4.65 | $4.65 | 44.3% | 17% |
| 20260821 | $5.53 | $1.12 | 47.6% | 30% |
| 20260820 | $4.68 | $1.52 | 43.8% | 15% |
| 20260819 | $4.53 | $2.52 | 40.8% | 3% |
| 20260818 | $5.12 | $1.67 | 43.0% | 11% |
| 20260817 | $5.30 | $2.67 | 46.9% | 28% |
| 20260814 | $5.30 | $2.95 | 42.4% | 9% |
| 20260813 | $5.90 | $3.10 | 44.9% | 19% |
| 20260812 | $5.97 | $3.17 | 43.9% | 15% |
| 20260811 | $6.60 | $3.27 | 48.9% | 36% |
| 20260810 | $6.38 | $3.33 | 50.2% | 41% |
| 20260807 | — | — | 45.0% | 20% |
| 20260806 | $6.70 | $4.45 | 49.0% | 36% |
| 20260805 | $4.67 | $4.67 | 52.2% | 49% |
| 20260804 | $4.35 | $4.35 | 49.0% | 36% |
More on PSN
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.