Parametric Equity Plus ETF (PEPS) Expected Move

Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.

Parametric Equity Plus ETF (PEPS) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $25.9M, listed on NASDAQ, carrying a beta of 1.02 to the broader market. PEPS is an actively managed fund that seeks long-term capital appreciation through a US large-cap equity portfolio while employing a beta-neutral call overwriting strategy. public since 2024-11-11.

Expected move analysis estimates the probable price range implied by options pricing. No recent options activity for PEPS as of 2026-06-02; this typically reflects low options liquidity, a recently listed name, or a temporary data feed delay. Snapshot will refresh on the next active session.

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