PSX · Expected Move

PHILLIPS 66

The expected move for PSX 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).

PSX 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 PSX Expected Move
30-Day Straddle
$29.55
7-Day Straddle
$14.50
30-Day ATM IV
45.2%
IV Rank
91%
Implied one-standard-deviation move through the next 30 days. Compare to PSX'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.
PSX Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $29.55 $14.50 45.2% 91%
20261015 $30.00 $16.00 46.1% 97%
20261014 $31.60 $16.60 46.6% 100%
20261013 $30.80 $16.30 44.7% 99%
20261012 $27.95 $9.75 42.1% 78%
20261009 $25.80 $10.80 41.7% 76%
20261008 $26.95 $13.15 42.7% 83%
20261007 $26.55 $13.05 42.4% 81%
20261006 $27.20 $14.60 43.0% 85%
20261005 $27.65 $9.85 43.6% 90%
20261002 $25.00 $11.55 42.8% 84%
20261001 $26.10 $12.70 44.0% 93%
20260930 $26.05 $13.90 44.8% 99%
20260929 $25.80 $14.75 43.9% 92%
20260928 $27.25 $10.30 44.9% 100%
20260925 $23.20 $11.30 41.9% 85%
20260924 $24.90 $14.20 43.7% 100%
20260923 $25.40 $15.05 43.2% 99%
20260922 $26.05 $15.25 43.3% 100%
20260921 $26.15 $11.60 42.6% 94%
20260918 $24.75 $12.25 40.6% 76%
20260917 $25.00 $13.30 40.0% 71%
20260916 $26.30 $13.90 42.4% 92%
20260915 $26.60 $15.40 43.4% 100%
20260914 $24.65 $9.65 40.3% 99%
20260911 $21.80 $10.15 38.4% 77%
20260910 $23.20 $11.75 39.3% 87%
20260909 $24.05 $12.90 40.3% 99%
20260908 $24.40 $13.40 40.4% 100%
20260904 $21.00 $9.25 37.8% 79%
20260903 $22.15 $9.65 38.6% 89%
20260902 $22.55 $11.15 38.4% 88%
20260901 $22.35 $13.40 38.4% 87%
20260831 $21.40 $8.25 36.0% 55%
20260828 $19.35 $9.00 35.5% 49%
20260827 $19.35 $10.10 36.0% 56%
20260826 $20.05 $10.90 36.3% 59%
20260825 $19.85 $11.95 35.8% 52%
20260824 $21.10 $7.90 36.5% 63%
20260821 $19.45 $9.20 36.0% 55%
20260820 $19.45 $10.15 36.3% 59%
20260819 $19.95 $10.35 35.4% 48%
20260818 $20.65 $11.80 36.1% 57%
20260817 $20.45 $8.18 36.0% 56%
20260814 $17.70 $8.85 33.9% 27%
20260813 $18.25 $8.90 34.1% 29%
20260812 $17.30 $9.50 33.6% 22%
20260811 $17.85 $10.90 34.0% 28%
20260810 $16.90 $6.12 33.5% 20%
20260807 — — 31.8% 0%
20260806 $16.10 $9.18 34.9% 25%
20260805 $16.10 $8.95 34.3% 19%
20260804 $18.45 $11.40 38.5% 62%
20260803 $18.15 $8.95 37.2% 48%
20260731 $17.00 $10.15 36.2% 38%
20260730 $18.00 $11.15 37.9% 55%
20260729 $18.00 $12.00 37.7% 53%
20260728 $18.70 $12.40 39.4% 71%
20260727 $19.05 $7.15 38.7% 64%
20260724 $17.45 $8.00 37.9% 55%

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.