What is the P 30-day expected price range?

As of May 28, 2026, with P at $73.95 and ATM IV at 64.3%, the implied 30-day one-standard-deviation range is approximately ±$13.63, or about $60.32 to $87.58.

What does P risk-neutral density tell us?

Risk-neutral density is the probability distribution of future P price implied by listed option prices. Extracted via Breeden-Litzenberger (twice-differentiating the call price function with respect to strike), it represents the pricing kernel rather than the real-world probability of outcomes. Persistent skew or fat-tail features in the density reflect how the market is pricing tail risk.

How does P ATM IV translate to a probability range?

ATM IV is annualized; multiplying by sqrt(t/365) scales it to the chosen tenor. Under lognormal assumptions, the resulting standard deviation defines the ±1σ band that contains roughly 68% of outcomes, ±2σ for 95%. Empirical equity returns have fatter tails than log-normal, so the implied tail probabilities under-state realized tail frequency in stressed regimes.

Everpure, Inc. (P) Probability Analysis

Probability analysis extracts the risk-neutral probability distribution implied by option prices. It shows the market-implied likelihood of the underlying reaching various price levels by expiration.

Everpure, Inc. (P) operates in the Industrials sector, specifically the Industrial - Machinery industry, with a market capitalization near $28.52B, 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 28, 2026.

Spot Price: $73.95
ATM IV: 64.3%
IV Rank: 41.2%
IV Percentile: 79.8%
HV 20-Day: 92.1%
IV Skew 25Δ: -0.035

As of May 28, 2026, Everpure, Inc. (P) at $73.95 has an ATM IV of 64.3%, implying a 30-day one-standard-deviation range of approximately ±$13.63. IV rank is 41.2% (near its 1-year median). IV percentile is 79.8%. The 25-delta skew is -0.035: downside tail priced richer than upside, biasing probability mass below spot. Under lognormal assumptions roughly 68% of outcomes fall within ±1σ and 95% within ±2σ; risk-neutral probability analysis refines this by extracting the market-implied distribution directly from options prices, capturing the fat tails that real markets exhibit.

How P probability analysis Data Feeds Strategy Selection

Strategy selection on Everpure, Inc. options does not derive from any single metric in isolation. The probability analysis view above sits inside a broader read: ATM IV currently sits at 64.3% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the probability analysis data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.

How to read the P probability distribution

The probability cone above is the option-market-implied distribution of where Everpure, Inc. spot could end up at expiration. It's derived from the implied-volatility surface via a risk-neutral pricing transformation, not from historical realized returns. With ATM IV at 64.3% and spot at $73.95, the 1σ band is approximately ±22.2% over a 30-day horizon. Recent realized HV-20 of 92.1% runs 27.8 vol points above current implied, an inverted regime where premium buyers are underpaying.

P risk-neutral vs real-world probabilities

The probabilities derived from option prices reflect the market's risk-adjusted view, not the realized statistical distribution. Risk-neutral probabilities include the equity risk premium and skew preferences priced into options, so they tend to overstate tail probability and understate upside drift relative to actually-realized outcomes. P's put-skewed 25-delta surface (-0.035) means downside risk-neutral probabilities are higher than upside - the empirical bias is well-documented. For probability-of-touch calculations and assignment-risk modeling, risk-neutral is the right benchmark. For position-sizing your own conviction, blend with realized-volatility-based statistics from the HV columns.

Trading the P distribution

Probability-driven strategies aim to capture mispricings between the implied distribution and your own probability assessment. Premium-selling structures (credit spreads, iron condors, cash-secured puts) profit when the implied distribution overprices tail probability relative to realized; premium-buying (debit spreads, long calls/puts, long straddles) profits in the reverse. Always pair probability-driven strategy selection with a stop loss or wing-defined risk - the implied distribution is a snapshot, and regime shifts can invalidate it intraday.

Learn how risk-neutral density is reported and how to read the data →

Chart aggregates top-ranked contracts by strike from the institutional-grade nightly options scan. Sparse coverage on long-tail tickers reflects the scan's S&P 500/400/600 + ETF focus.

P highest implied-volatility contracts

Type	Strike	Expiration	Volume	OI	IV	Bid	Ask
CALL	$100.00	Jan 15, 2027	2.3K	1.1K	67.9%	$10.60	$11.00
CALL	$140.00	Jan 15, 2027	2.0K	1.1K	68.9%	$4.20	$4.80
CALL	$100.00	Jan 15, 2027	2.3K	1.1K	67.9%	$10.60	$11.00

Top 3 contracts from the institutional-grade nightly options scan; ranked by iv within the broader S&P 500/400/600 + ETF universe.

Frequently asked P probability analysis questions

What is the P 30-day expected price range?: As of May 28, 2026, with P at $73.95 and ATM IV at 64.3%, the implied 30-day one-standard-deviation range is approximately ±$13.63, or about $60.32 to $87.58.
What does P risk-neutral density tell us?: Risk-neutral density is the probability distribution of future P price implied by listed option prices. Extracted via Breeden-Litzenberger (twice-differentiating the call price function with respect to strike), it represents the pricing kernel rather than the real-world probability of outcomes. Persistent skew or fat-tail features in the density reflect how the market is pricing tail risk.
How does P ATM IV translate to a probability range?: ATM IV is annualized; multiplying by sqrt(t/365) scales it to the chosen tenor. Under lognormal assumptions, the resulting standard deviation defines the ±1σ band that contains roughly 68% of outcomes, ±2σ for 95%. Empirical equity returns have fatter tails than log-normal, so the implied tail probabilities under-state realized tail frequency in stressed regimes.