What is the current P expected move?

As of Sep 30, 2026, Everpure, Inc. (P) has an expected move of 17.95% over the next 16 days, implying a one-standard-deviation price range of $107.42 to $154.40 from the current $130.91. 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.

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 $43.46B, listed on NYSE, employing roughly 6,400 people, carrying a beta of 1.43 to the broader market. Everpure, Inc. Led by Charles H. Giancarlo, public since 2015-10-06.

Snapshot as of Sep 30, 2026.

Spot Price: $130.91
Expected Move: 17.9%
Implied High: $154.40
Implied Low: $107.42
Front DTE: 16 days

As of Sep 30, 2026, Everpure, Inc. (P) has an expected move of 17.95%, a one-standard-deviation implied price range of roughly $107.42 to $154.40 from the current $130.91. 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 17.95% from $130.91, 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.

How to read the P implied-range chart

The shaded range above shows the one-standard-deviation implied price band at each listed expiration, derived from ATM implied volatility scaled to days-to-expiration. The front-tenor expected move is 17.95%, anchoring an implied range of approximately $107.42 to $154.40. Under lognormal assumptions, roughly 68% of outcomes fall inside that band; 95% fall inside ±2σ; 99.7% inside ±3σ. The empirical equity-return distribution has fatter tails than lognormal, so true tail-outcome frequency is moderately higher than these closed-form numbers suggest.

P expected move and event pricing

Expected move widens with √time: a 5% 30-day move corresponds to roughly a 2.5% 7.5-day move and a 10% 120-day move. P term-structure is in contango (slope 0.086), so longer-dated tenors price in proportionally more vol than √time scaling alone would suggest - typically because long-dated cycles include uncertain macro states.

Sizing P structures to the expected move

Iron condors with wings at ±1σ collect the modal-outcome premium; ±1.5σ widens probability of inside-range to ~87% but cuts collected premium roughly in half. Strangles do the inverse trade - they pay against the same lognormal distribution, profiting when realized exceeds implied. Calendar spreads bet on the slope of the term structure rather than the level. P put/call volume ratio currently at 1.16 indicates balanced flow without strong directional skew. The expected move is the inputs the chain is pricing, not a forecast - realized moves above or below are normal under any distribution.

Learn how expected move is reported and how to read the data →

Shaded band shows the ±1σ implied price range (~68% probability under lognormal assumptions) at each expiration; the center line marks current spot. Bands widen with longer DTE since volatility scales with √time.

Per-expiration expected move for P derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $130.91 × (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
Oct 16, 2026	16	62.6%	13.1%	$148.07	$113.75
Nov 20, 2026	51	71.2%	26.6%	$165.75	$96.07
Jan 15, 2027	107	66.8%	36.2%	$178.26	$83.56
Feb 19, 2027	142	71.2%	44.4%	$189.05	$72.77
May 21, 2027	233	69.1%	55.2%	$203.18	$58.64
Jun 17, 2027	260	70.1%	59.2%	$208.36	$53.46
Sep 17, 2027	352	70.5%	69.2%	$221.54	$40.28
Jan 21, 2028	478	70.2%	80.3%	$236.08	$25.74
Jan 19, 2029	842	68.3%	103.7%	$266.71	$-4.89

Frequently asked P expected move questions

What is the current P expected move?: As of Sep 30, 2026, Everpure, Inc. (P) has an expected move of 17.95% over the next 16 days, implying a one-standard-deviation price range of $107.42 to $154.40 from the current $130.91. 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.