PVLA · Expected Move

Palvella Therapeutics, Inc. Common Stock

The expected move for PVLA 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).

PVLA 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 PVLA Expected Move
30-Day Straddle
$22.90
7-Day Straddle
$14.15
30-Day ATM IV
51.2%
IV Rank
10%
Implied one-standard-deviation move through the next 30 days. Compare to PVLA'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.
PVLA Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $22.90 $14.15 51.2% 10%
20261106 $24.80 $15.35 52.7% 16%
20261105 $23.15 $15.70 55.3% 27%
20261104 $15.75 $15.75 54.4% 23%
20261103 $15.95 $15.95 55.9% 29%
20261102 $16.40 $16.40 57.5% 36%
20261030 $16.25 $16.25 55.0% 26%
20261029 $15.95 $15.95 52.0% 13%
20261028 $14.55 $14.55 51.2% 10%
20261027 $15.40 $15.40 54.1% 22%
20261026 $15.95 $15.95 57.7% 37%
20261023 $15.85 $15.85 56.6% 32%
20261022 $15.85 $15.85 55.1% 26%
20261021 $15.80 $15.80 53.1% 18%
20261020 $16.50 $16.50 55.8% 29%
20261019 $16.35 $16.35 55.0% 26%
20261016 $16.00 $3.78 54.2% 22%
20261015 $16.95 $5.80 53.6% 20%
20261014 $16.95 $6.35 54.3% 23%
20261013 $17.40 $5.70 52.1% 13%
20261012 $18.40 $5.85 52.4% 15%
20261009 $19.55 $7.15 51.4% 10%
20261008 $18.70 $8.03 51.9% 13%
20261007 $18.85 $8.70 52.1% 13%
20261006 $18.70 $8.30 51.3% 10%
20261005 $20.20 $9.85 52.0% 13%
20261002 $9.70 $9.70 50.7% 8%
20261001 $10.55 $10.55 50.3% 6%
20260930 $10.80 $10.80 50.6% 7%
20260929 $12.60 $12.60 52.8% 16%
20260928 $12.55 $12.55 52.1% 13%
20260925 $12.50 $12.50 49.8% 4%
20260924 $15.00 $15.00 52.2% 14%
20260923 $14.70 $14.70 50.4% 6%
20260922 $15.25 $15.25 48.9% 0%
20260921 $15.90 $15.90 50.4% 2%
20260918 $16.60 $5.00 49.9% 0%
20260917 $17.40 $5.35 50.0% 0%
20260916 $19.35 $5.72 55.2% 20%
20260915 $19.75 $6.90 55.8% 20%
20260914 $20.00 $8.28 55.5% 19%
20260911 $20.90 $8.38 56.4% 23%
20260910 $21.25 $9.62 56.4% 23%
20260909 $21.85 $10.00 56.3% 23%
20260908 $22.25 $10.45 56.3% 23%
20260904 $22.70 $12.00 52.0% 4%
20260903 $22.50 $13.15 52.9% 8%
20260902 $13.10 $13.10 52.9% 8%
20260901 $13.30 $13.30 53.4% 10%
20260831 $14.30 $14.30 52.7% 7%
20260828 $14.70 $14.70 53.0% 8%
20260827 $15.30 $15.30 53.4% 10%
20260826 $16.00 $16.00 53.2% 9%
20260825 $16.35 $16.35 54.2% 14%
20260824 $16.50 $16.50 54.8% 16%
20260821 $17.00 $5.18 53.6% 11%
20260820 $17.50 $5.95 53.3% 10%
20260819 $17.40 $6.47 51.0% 0%
20260818 $19.05 $7.40 54.5% 13%
20260817 $19.30 $8.15 52.5% 5%

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.