PYPD · Expected Move
PolyPid Ltd. Ordinary Shares
The expected move for PYPD 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).
PYPD 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 PYPD Expected Move
30-Day Straddle
$2.65
7-Day Straddle
$2.27
30-Day ATM IV
146.5%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to PYPD'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.
PYPD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $2.65 | $2.27 | 146.5% | 18% |
| 20261106 | $1.90 | $1.25 | 145.4% | 18% |
| 20261105 | $2.12 | $1.27 | 149.7% | 19% |
| 20261104 | $1.20 | $1.20 | 177.9% | 28% |
| 20261103 | $1.57 | $1.57 | 167.6% | 24% |
| 20261102 | $1.35 | $1.35 | 140.7% | 16% |
| 20261030 | $1.57 | $1.57 | 133.7% | 14% |
| 20261029 | $1.23 | $1.23 | 129.0% | 12% |
| 20261028 | $1.45 | $1.45 | 135.0% | 14% |
| 20261027 | $1.30 | $1.30 | 117.8% | 9% |
| 20261026 | $1.05 | $1.05 | 140.8% | 16% |
| 20261023 | $1.30 | $1.30 | 161.0% | 22% |
| 20261022 | $1.10 | $1.10 | 115.0% | 8% |
| 20261021 | $1.27 | $1.27 | 158.0% | 21% |
| 20261020 | $1.35 | $1.35 | 112.6% | 7% |
| 20261019 | $1.23 | $1.23 | 140.1% | 16% |
| 20261016 | $1.32 | $0.60 | 108.4% | 6% |
| 20261015 | $1.35 | $1.27 | 109.0% | 6% |
| 20261014 | $1.35 | $0.90 | 107.5% | 6% |
| 20261013 | $1.43 | $0.75 | 112.1% | 7% |
| 20261012 | $1.35 | $0.75 | 104.3% | 4% |
| 20261009 | $1.67 | $1.95 | 161.9% | 21% |
| 20261008 | $1.90 | $1.25 | 154.6% | 19% |
| 20261007 | $1.48 | $1.85 | 147.7% | 17% |
| 20261006 | $1.85 | $1.57 | 150.4% | 18% |
| 20261005 | $2.45 | $0.55 | 159.4% | 20% |
| 20261002 | $2.00 | $2.00 | 132.2% | 13% |
| 20261001 | $1.48 | $1.48 | 117.8% | 8% |
| 20260930 | $1.48 | $1.48 | 177.9% | 26% |
| 20260929 | $2.02 | $2.02 | 153.4% | 19% |
| 20260928 | $1.60 | $1.60 | 95.5% | 2% |
| 20260925 | $1.92 | $1.92 | 138.4% | 14% |
| 20260924 | $2.02 | $2.02 | 139.1% | 15% |
| 20260923 | $1.48 | $1.48 | 143.6% | 16% |
| 20260922 | $1.98 | $1.98 | 160.2% | 21% |
| 20260921 | $2.92 | $2.92 | 159.6% | 20% |
| 20260918 | $1.43 | $0.65 | 125.0% | 10% |
| 20260917 | $2.02 | $1.57 | 182.3% | 27% |
| 20260916 | $1.52 | $0.95 | 129.6% | 12% |
| 20260915 | $2.33 | $3.45 | — | — |
| 20260914 | $1.38 | $1.45 | 99.4% | 3% |
| 20260911 | $1.38 | $3.55 | 170.7% | 24% |
| 20260910 | $1.48 | $1.33 | 115.5% | 8% |
| 20260909 | $1.50 | $1.25 | 192.1% | 30% |
| 20260908 | $1.40 | $1.82 | 102.7% | 4% |
| 20260904 | $1.38 | $1.48 | 115.6% | 8% |
| 20260903 | $2.00 | $2.02 | 170.7% | 15% |
| 20260902 | $1.85 | $1.85 | 159.1% | 13% |
| 20260901 | $1.60 | $1.60 | 116.0% | 5% |
| 20260831 | $1.52 | $1.52 | 133.4% | 8% |
| 20260828 | $1.00 | $1.00 | 99.4% | 2% |
| 20260827 | $1.00 | $1.00 | 98.5% | 2% |
| 20260826 | $1.52 | $1.52 | — | — |
| 20260825 | $1.70 | $1.70 | 147.5% | 11% |
| 20260824 | $1.23 | $1.23 | 116.9% | 4% |
| 20260821 | $1.05 | $0.53 | 111.8% | 3% |
| 20260820 | $1.57 | $1.27 | 138.3% | 7% |
| 20260819 | $1.12 | $1.27 | — | — |
| 20260818 | $1.48 | $1.25 | 128.8% | 6% |
| 20260817 | $2.10 | $1.23 | — | — |
More on PYPD
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.