PTON · Expected Move
Peloton Interactive, Inc. Class A Common Stock
The expected move for PTON 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).
PTON 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 PTON Expected Move
30-Day Straddle
$0.93
7-Day Straddle
$0.36
30-Day ATM IV
71.9%
IV Rank
57%
Implied one-standard-deviation move through the next 30 days. Compare to PTON'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.
PTON Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $0.93 | $0.36 | 71.9% | 57% |
| 20261023 | $0.98 | $0.29 | 77.1% | 67% |
| 20261022 | $0.94 | $0.26 | 75.9% | 64% |
| 20261021 | $0.89 | $0.46 | 71.8% | 57% |
| 20261020 | $0.97 | $0.38 | 76.6% | 66% |
| 20261019 | $0.93 | $0.30 | 72.2% | 57% |
| 20261016 | $0.84 | $0.30 | 73.6% | 60% |
| 20261015 | $0.97 | $0.32 | 74.4% | 62% |
| 20261014 | $0.83 | $0.23 | 71.9% | 57% |
| 20261013 | $0.86 | $0.32 | 71.6% | 56% |
| 20261012 | $0.93 | $0.21 | 74.9% | 63% |
| 20261009 | $0.78 | $0.26 | 67.7% | 49% |
| 20261008 | $0.82 | $0.27 | 72.1% | 57% |
| 20261007 | $0.82 | $0.29 | 74.5% | 62% |
| 20261006 | $0.79 | $0.34 | 66.2% | 46% |
| 20261005 | $0.83 | $0.19 | 66.1% | 46% |
| 20261002 | $0.48 | $0.26 | 55.8% | 26% |
| 20261001 | $0.56 | $0.24 | 55.0% | 25% |
| 20260930 | $0.58 | $0.31 | 51.3% | 18% |
| 20260929 | $0.56 | $0.34 | 47.9% | 11% |
| 20260928 | $0.52 | $0.27 | 43.7% | 3% |
| 20260925 | $0.55 | $0.22 | 49.5% | 14% |
| 20260924 | $0.48 | $0.30 | 44.6% | 5% |
| 20260923 | $0.58 | $0.33 | 49.8% | 15% |
| 20260922 | $0.60 | $0.31 | 51.3% | 18% |
| 20260921 | $0.53 | $0.21 | 44.9% | 6% |
| 20260918 | $0.51 | $0.23 | 45.2% | 6% |
| 20260917 | $0.54 | $0.26 | 48.9% | 13% |
| 20260916 | $0.56 | $0.28 | 48.1% | 12% |
| 20260915 | $0.56 | $0.33 | 49.2% | 14% |
| 20260914 | $0.58 | $0.23 | 49.1% | 14% |
| 20260911 | $0.54 | $0.21 | 48.6% | 13% |
| 20260910 | $0.54 | $0.30 | 48.8% | 13% |
| 20260909 | $0.58 | $0.29 | 49.8% | 15% |
| 20260908 | $0.56 | $0.34 | 48.1% | 9% |
| 20260904 | $0.55 | $0.27 | 46.5% | 7% |
| 20260903 | $0.53 | $0.35 | 42.2% | 0% |
| 20260902 | $0.65 | $0.33 | 50.0% | 12% |
| 20260901 | $0.56 | $0.36 | 47.3% | 8% |
| 20260831 | $0.65 | $0.26 | 47.1% | 8% |
| 20260828 | $0.53 | $0.27 | 45.4% | 5% |
| 20260827 | $0.53 | $0.28 | 44.8% | 4% |
| 20260826 | $0.60 | $0.31 | 45.4% | 5% |
| 20260825 | $0.58 | $0.29 | 45.7% | 6% |
| 20260824 | $0.57 | $0.23 | 42.4% | 1% |
| 20260821 | $0.62 | $0.27 | 43.8% | 3% |
| 20260820 | $0.67 | $0.28 | 41.9% | 0% |
| 20260819 | $0.67 | $0.24 | 42.3% | 0% |
| 20260818 | $0.58 | $0.32 | 42.2% | 0% |
| 20260817 | $0.62 | $0.28 | 44.9% | 0% |
| 20260814 | $0.54 | $0.29 | 45.4% | 0% |
| 20260813 | $0.64 | $0.30 | 50.2% | 0% |
| 20260812 | $0.66 | $0.34 | 52.6% | 2% |
| 20260811 | $0.71 | $0.39 | 54.8% | 5% |
| 20260810 | $0.73 | $0.24 | 57.0% | 8% |
| 20260807 | — | — | 51.4% | 0% |
| 20260806 | $0.88 | $0.52 | 66.1% | 19% |
| 20260805 | $1.23 | $0.94 | 82.9% | 40% |
| 20260804 | $1.27 | $1.00 | 83.0% | 40% |
| 20260803 | $1.25 | $0.90 | 84.3% | 42% |
More on PTON
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.