Everpure, Inc. (P) 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.
Everpure, Inc. (P) operates in the Technology sector, specifically the Computer Hardware industry, with a market capitalization near $27.90B, listed on NYSE, employing roughly 6,000 people, carrying a beta of 1.44 to the broader market. Everpure, Inc. Led by Charles H. Giancarlo, public since 2011-06-15.
Snapshot as of May 15, 2026.
- Spot Price
- $81.52
- Expected Move
- 23.4%
- Implied High
- $100.59
- Implied Low
- $62.45
- Front DTE
- 34 days
As of May 15, 2026, Everpure, Inc. (P) has an expected move of 23.39%, a one-standard-deviation implied price range of roughly $62.45 to $100.59 from the current $81.52. Expected move is derived from at-the-money straddle pricing and represents the market's pricing of a ±1σ move. Roughly 68% of outcomes should fall within this range under lognormal assumptions, though empirical markets have fatter tails.
P Strategy Sizing to the Expected Move
With Everpure, Inc. pricing an expected move of 23.39% from $81.52, risk-defined strategies sized to the implied range structurally target the modal outcome distribution. Iron condors with wings at the ±1σ expected move boundaries collect premium against the ~68% probability that spot stays inside the range under lognormal assumptions; strangles set wider at ±1.5σ or ±2σ target the tails but pay smaller per-trade premium. Long-vol structures (long straddles, ratio backspreads) profit when realized move exceeds the implied move, the inverse trade: they bet against the lognormal assumption itself, capitalizing on the empirically fatter equity-return tails.
Learn how expected move is reported and how to read the data →
Per-expiration expected move for P derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $81.52 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.
| Expiration | DTE | ATM IV | Expected Move | Implied High | Implied Low |
|---|---|---|---|---|---|
| Jun 18, 2026 | 34 | 81.6% | 24.9% | $101.82 | $61.22 |
| Jul 17, 2026 | 63 | 70.6% | 29.3% | $105.43 | $57.61 |
| Aug 21, 2026 | 98 | 69.3% | 35.9% | $110.79 | $52.25 |
| Nov 20, 2026 | 189 | 71.3% | 51.3% | $123.35 | $39.69 |
| Jan 15, 2027 | 245 | 69.6% | 57.0% | $128.00 | $35.04 |
| Jan 21, 2028 | 616 | 66.2% | 86.0% | $151.63 | $11.41 |
Frequently asked P expected move questions
- What is the current P expected move?
- As of May 15, 2026, Everpure, Inc. (P) has an expected move of 23.39% over the next 34 days, implying a one-standard-deviation price range of $62.45 to $100.59 from the current $81.52. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
- What does the P expected move mean for traders?
- Roughly 68% of outcomes should fall within ±1 expected move and 95% within ±2 under lognormal assumptions, though equity returns have empirically fatter tails than log-normal predicts. Strategies sized to the expected move (iron condors at ±1σ, strangles at ±1.5σ) target the typical outcome distribution; strategies that profit from tail moves (long-vol structures, ratio backspreads) target the tails the lognormal model under-prices.
- How is P expected move calculated?
- The expected move displayed here is derived from at-the-money implied volatility scaled to the chosen tenor: expected move % is approximately ATM IV times sqrt(T / 365), where T is days to expiration. An equivalent straddle-based form: the ATM straddle (call + put at the same strike) is roughly sqrt(2/pi) times spot times IV times sqrt(T/365), so the implied one-standard-deviation move is approximately 1.25 times ATM straddle divided by spot. The two formulations agree once the sqrt(2/pi) constant is reconciled.