PYPY · Expected Move
YieldMax PYPL Option Income Strategy ETF · ETF
The expected move for PYPY 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).
PYPY 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 PYPY Expected Move
30-Day Straddle
$2.25
7-Day Straddle
$2.25
30-Day ATM IV
41.4%
IV Rank
15%
Implied one-standard-deviation move through the next 30 days. Compare to PYPY'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.
PYPY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20260302 | $2.25 | $2.25 | 41.4% | 15% |
| 20260227 | $2.42 | $2.42 | 37.4% | 8% |
| 20260226 | $2.05 | $2.05 | 38.8% | 10% |
| 20260225 | $3.35 | $3.35 | 45.2% | 21% |
| 20260224 | $3.10 | $3.10 | 67.3% | 56% |
| 20260223 | $2.07 | $2.07 | 41.3% | 14% |
| 20260221 | $2.12 | $2.12 | — | — |
| 20260220 | $2.12 | $1.33 | 41.4% | 15% |
| 20260219 | $2.92 | $1.23 | 40.9% | 14% |
| 20260218 | $2.65 | $0.98 | 39.8% | 12% |
| 20260217 | $2.42 | $1.35 | 41.5% | 15% |
| 20260213 | $2.70 | $1.55 | 41.2% | 15% |
| 20260212 | $2.50 | $1.65 | 44.3% | 20% |
| 20260211 | $2.50 | $1.50 | 39.2% | 11% |
| 20260210 | $3.00 | $1.15 | 35.5% | 6% |
| 20260209 | $3.02 | $1.75 | 38.4% | 10% |
| 20260206 | $2.80 | $1.70 | 36.4% | 7% |
| 20260205 | $3.00 | $1.88 | 38.5% | 10% |
| 20260204 | $1.83 | $1.83 | 37.9% | 9% |
| 20260203 | $5.60 | $5.60 | 90.9% | 95% |
| 20260202 | $2.85 | $2.85 | 40.9% | 14% |
| 20260130 | $2.80 | $2.80 | 41.8% | 16% |
| 20260129 | $2.88 | $2.88 | 38.6% | 10% |
| 20260128 | $3.12 | $3.12 | 39.0% | 11% |
| 20260127 | $3.17 | $3.17 | 36.7% | 7% |
| 20260126 | $3.10 | $3.10 | 39.3% | 12% |
| 20260123 | $3.10 | $3.10 | 39.0% | 11% |
| 20260122 | $3.17 | $3.17 | 38.9% | 11% |
| 20260121 | $3.40 | $3.40 | 34.8% | 4% |
| 20260120 | $3.35 | $3.35 | 34.6% | 4% |
| 20260116 | $3.38 | $1.48 | 38.0% | 9% |
| 20260115 | $3.48 | $1.55 | 38.6% | 11% |
| 20260114 | $3.72 | $1.25 | 33.2% | 2% |
| 20260113 | $4.03 | $0.70 | 33.5% | 2% |
| 20260112 | $3.85 | $1.32 | 39.2% | 11% |
| 20260109 | $3.77 | $1.35 | 41.4% | 15% |
| 20260108 | $3.70 | $1.57 | 38.4% | 10% |
| 20260107 | $4.08 | $1.70 | 34.0% | 3% |
| 20260106 | $3.90 | $1.58 | 33.6% | 6% |
| 20260105 | $3.90 | $1.65 | 33.5% | 6% |
| 20260102 | $1.88 | $1.88 | 39.6% | 15% |
| 20251231 | $2.52 | $2.52 | 36.0% | 10% |
| 20251230 | $1.60 | $1.60 | 33.7% | 6% |
| 20251229 | $1.60 | $1.60 | 33.3% | 5% |
| 20251226 | $2.55 | $2.55 | 35.5% | 9% |
| 20251224 | $2.25 | $2.25 | 43.2% | 21% |
| 20251223 | $2.50 | $2.50 | 44.7% | 23% |
| 20251222 | $2.30 | $2.30 | 43.6% | 21% |
| 20251219 | $2.88 | $1.50 | 46.2% | 26% |
| 20251218 | $2.72 | $1.68 | 45.6% | 25% |
| 20251217 | $2.80 | $1.62 | 45.3% | 24% |
| 20251216 | $3.00 | $1.90 | 52.8% | 36% |
| 20251215 | $2.62 | $1.83 | 48.2% | 29% |
| 20251212 | $3.15 | $2.03 | 38.6% | 14% |
| 20251211 | $3.27 | $1.98 | 39.8% | 16% |
| 20251210 | $3.67 | $2.45 | 41.8% | 19% |
| 20251209 | $3.35 | $2.17 | 32.4% | 4% |
| 20251208 | $10.43 | $8.10 | — | — |
| 20251205 | $1.52 | $0.95 | 90.8% | 95% |
| 20251204 | $1.93 | $1.42 | 94.2% | 100% |
More on PYPY
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.