PSO · Expected Move

Pearson plc

The expected move for PSO 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).

PSO 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 PSO Expected Move
30-Day Straddle
$2.45
7-Day Straddle
$2.45
30-Day ATM IV
51.2%
IV Rank
58%
Implied one-standard-deviation move through the next 30 days. Compare to PSO'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.
PSO Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $2.45 $2.45 51.2% 58%
20261021 $1.85 $1.85 42.4% 40%
20261020 $2.58 $2.58 41.7% 38%
20261019 $1.85 $1.85 40.5% 36%
20261016 $2.58 $2.27 43.5% 42%
20261015 $2.50 $1.43 23.8% 0%
20261014 $1.12 $2.05 25.4% 0%
20261013 $2.52 $2.10 52.7% 58%
20261012 $2.55 $2.22 38.2% 24%
20261009 $2.55 $2.25 44.1% 38%
20261008 $2.60 $2.38 41.6% 32%
20261007 $1.52 $1.70 55.6% 65%
20261006 $3.88 $2.75 55.6% 31%
20261005 $2.85 $2.55 33.9% 7%
20261002 $2.60 $2.60 41.1% 15%
20261001 $2.38 $2.38 44.4% 19%
20260930 $1.90 $1.90 27.8% 0%
20260929 $1.90 $1.90 59.6% 35%
20260928 $2.05 $2.05 58.6% 34%
20260925 $1.85 $1.85 36.2% 8%
20260924 $2.42 $2.42 61.3% 37%
20260923 $2.53 $2.53 54.6% 29%
20260922 $1.90 $1.90 53.7% 28%
20260921 $2.17 $2.17 58.9% 34%
20260918 $2.47 $1.58 39.6% 12%
20260917 $2.60 $2.40 44.2% 17%
20260916 $2.27 $2.55 70.6% 47%
20260915 $2.62 $2.40 38.9% 8%
20260914 $1.93 $2.42 30.2% 1%
20260911 $2.58 $2.30 53.1% 18%
20260910 $1.80 $2.25 54.3% 19%
20260909 $2.62 $2.33 47.3% 13%
20260908 $2.38 $1.90 45.6% 12%
20260904 $2.65 $2.27 33.6% 3%
20260903 $2.72 $2.55 39.2% 7%
20260902 $2.42 $2.42 39.4% 8%
20260901 $1.60 $1.60 51.5% 14%
20260831 $1.55 $1.55 44.3% 9%
20260828 $1.50 $1.50 39.7% 6%
20260827 $1.60 $1.60 46.7% 4%
20260826 $1.65 $1.65 52.2% 6%
20260825 $1.68 $1.68 45.6% 4%
20260824 $1.68 $1.68 47.8% 5%
20260821 $2.60 $2.58 60.4% 8%
20260820 $2.08 $1.85 62.0% 8%
20260819 $2.50 $2.62 34.0% 1%
20260818 $2.30 $2.15 66.2% 9%
20260817 $2.60 $2.45 40.7% 3%
20260814 $3.20 $2.48 64.0% 9%
20260813 $2.00 $2.33 50.5% 5%
20260812 $2.50 $2.33 60.3% 8%
20260811 $2.50 $2.42 60.8% 8%
20260810 $4.35 $3.62 55.3% 6%
20260806 $3.03 $2.58 51.0% 5%
20260805 $2.40 $2.40 51.5% 6%
20260804 $2.58 $2.58 64.6% 9%
20260803 $1.62 $1.62 55.6% 7%
20260731 $3.55 $3.55 51.4% 5%
20260730 $3.60 $3.60 32.0% 1%
20260729 $3.55 $3.55 29.2% 0%

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.