What is the current PECO expected move?

As of Oct 13, 2026, Phillips Edison & Co. (PECO) has an expected move of 30.22% over the next 38 days, implying a one-standard-deviation price range of $26.31 to $49.09 from the current $37.70. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.

What does the PECO 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 PECO 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.

Phillips Edison & Co. (PECO) 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.

Phillips Edison & Co. (PECO) operates in the Real Estate sector, specifically the REIT - Retail industry, with a market capitalization near $4.84B, listed on NASDAQ, employing roughly 320 people, carrying a beta of 0.52 to the broader market. Phillips Edison & Company, Inc. Led by Jeffrey S. Edison, public since 2021-02-25.

Snapshot as of Oct 13, 2026.

Spot Price: $37.70
Expected Move: 30.2%
Implied High: $49.09
Implied Low: $26.31
Front DTE: 38 days

As of Oct 13, 2026, Phillips Edison & Co. (PECO) has an expected move of 30.22%, a one-standard-deviation implied price range of roughly $26.31 to $49.09 from the current $37.70. 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.

PECO Strategy Sizing to the Expected Move

With Phillips Edison & Co. pricing an expected move of 30.22% from $37.70, 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 PECO implied-range chart

The shaded range below 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 30.22%, anchoring an implied range of approximately $26.31 to $49.09. 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.

PECO 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. PECO term-structure is in contango (slope 0.092), so longer-dated tenors price in proportionally more vol than √time scaling alone would suggest - typically because long-dated cycles include uncertain macro states. Combined with the 78.4% IV rank, the implied move is meaningfully wider than the typical PECO trailing range, so even premium-selling structures need wide wings to absorb the elevated regime.

Sizing PECO 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. PECO put/call volume ratio currently at 0.00 indicates speculative call flow dominates - look for upside-skewed sentiment. 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 PECO derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $37.70 × (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	3	34.1%	3.1%	$38.87	$36.53
Nov 20, 2026	38	9.9%	3.2%	$38.90	$36.50
Jan 15, 2027	94	19.1%	9.7%	$41.35	$34.05
Apr 16, 2027	185	32.2%	22.9%	$46.34	$29.06

Frequently asked PECO expected move questions

What is the current PECO expected move?: As of Oct 13, 2026, Phillips Edison & Co. (PECO) has an expected move of 30.22% over the next 38 days, implying a one-standard-deviation price range of $26.31 to $49.09 from the current $37.70. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
What does the PECO 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 PECO 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.