PUMP · Expected Move

ProPetro Holding Corp.

The expected move for PUMP 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).

PUMP 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 PUMP Expected Move
30-Day Straddle
$1.48
7-Day Straddle
$0.53
30-Day ATM IV
77.1%
IV Rank
24%
Implied one-standard-deviation move through the next 30 days. Compare to PUMP'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.
PUMP Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $1.48 $0.53 77.1% 24%
20261015 $1.50 $0.60 74.6% 20%
20261014 $1.68 $0.95 78.3% 26%
20261013 $2.12 $1.40 77.5% 25%
20261012 $1.95 $8.95 — —
20261009 $2.08 $1.07 78.7% 28%
20261008 $2.05 $1.12 78.4% 27%
20261007 $2.17 $1.02 85.6% 40%
20261006 $2.05 $0.93 76.7% 26%
20261005 $2.15 $1.00 77.6% 27%
20261002 $1.28 $1.28 75.5% 24%
20261001 $1.40 $1.40 75.4% 24%
20260930 $1.40 $1.40 76.4% 25%
20260929 $1.40 $1.40 77.2% 27%
20260928 $1.20 $1.20 75.8% 24%
20260925 $1.15 $1.15 71.3% 18%
20260924 $1.23 $1.23 — —
20260923 $1.27 $1.27 69.9% 15%
20260922 $1.40 $1.40 70.5% 16%
20260921 $1.35 $1.35 64.0% 6%
20260918 $1.60 $0.55 66.3% 10%
20260917 $1.60 $0.62 67.9% 12%
20260916 $1.50 $0.50 65.4% 8%
20260915 $1.65 $0.65 — —
20260914 $1.83 $0.72 72.9% 20%
20260911 $2.17 $1.20 70.6% 16%
20260910 $2.08 $1.27 68.6% 13%
20260909 $2.15 $1.18 68.1% 12%
20260908 $2.25 $1.23 69.8% 15%
20260904 $2.30 $1.57 66.2% 10%
20260903 $2.12 $1.65 66.2% 10%
20260902 $1.42 $1.42 62.1% 3%
20260901 $1.80 $1.80 68.4% 13%
20260831 $1.88 $1.88 67.9% 12%
20260828 $1.68 $1.68 67.9% 12%
20260827 $1.65 $1.65 64.4% 7%
20260826 $1.40 $1.40 65.9% 9%
20260825 $1.53 $1.53 66.9% 11%
20260824 $1.62 $1.62 67.5% 12%
20260821 $2.00 $1.32 66.9% 11%
20260820 $2.10 $1.07 66.8% 11%
20260819 $1.85 $1.02 — —
20260818 $1.85 $0.75 — —
20260817 $2.02 $0.93 67.0% 11%
20260814 $1.95 $1.00 63.7% 6%
20260813 $2.25 $1.28 80.2% 31%
20260812 $2.08 $1.30 — —
20260811 $2.15 $1.45 — —
20260810 $2.30 $1.40 68.0% 12%
20260807 — — 70.8% 17%
20260806 $2.25 $1.48 68.2% 13%
20260805 $1.55 $1.55 74.2% 22%
20260804 $2.00 $2.00 — —
20260803 $1.62 $1.62 74.4% 22%
20260731 $1.65 $1.65 81.3% 33%
20260730 $1.18 $1.18 67.3% 11%
20260729 $1.40 $1.40 95.8% 55%
20260728 $2.58 $2.58 109.2% 76%
20260727 $2.42 $2.42 94.5% 53%
20260724 $2.60 $2.60 96.2% 56%

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.