Peapack-Gladstone Financial Corporation (PGC) 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.

Peapack-Gladstone Financial Corporation (PGC) operates in the Financial Services sector, specifically the Banks - Regional industry, with a market capitalization near $736.9M, listed on NASDAQ, employing roughly 620 people, carrying a beta of 0.72 to the broader market. Peapack-Gladstone Financial Corporation operates as the bank holding company for Peapack-Gladstone Bank that provides private banking and wealth management services in the United States. Led by Robert A. Plante, public since 1999-04-27.

Snapshot as of May 15, 2026.

Spot Price
$41.52
Expected Move
14.1%
Implied High
$47.39
Implied Low
$35.65
Front DTE
34 days

As of May 15, 2026, Peapack-Gladstone Financial Corporation (PGC) has an expected move of 14.13%, a one-standard-deviation implied price range of roughly $35.65 to $47.39 from the current $41.52. 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.

PGC Strategy Sizing to the Expected Move

With Peapack-Gladstone Financial Corporation pricing an expected move of 14.13% from $41.52, 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 PGC derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $41.52 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.

ExpirationDTEATM IVExpected MoveImplied HighImplied Low
Jun 18, 20263449.3%15.0%$47.77$35.27
Jul 17, 20266334.1%14.2%$47.40$35.64
Oct 16, 202615432.1%20.9%$50.18$32.86
Jan 15, 202724529.1%23.8%$51.42$31.62

Frequently asked PGC expected move questions

What is the current PGC expected move?
As of May 15, 2026, Peapack-Gladstone Financial Corporation (PGC) has an expected move of 14.13% over the next 34 days, implying a one-standard-deviation price range of $35.65 to $47.39 from the current $41.52. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
What does the PGC 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 PGC 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.