Parker-Hannifin Corporation (PH) 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.

Parker-Hannifin Corporation (PH) operates in the Industrials sector, specifically the Industrial - Machinery industry, with a market capitalization near $111.25B, listed on NYSE, employing roughly 61,120 people, carrying a beta of 1.18 to the broader market. Parker-Hannifin Corporation manufactures and sells motion and control technologies and systems for various mobile, industrial, and aerospace markets worldwide. Led by Jennifer A. Parmentier, public since 1980-03-17.

Snapshot as of May 15, 2026.

Spot Price
$862.07
Expected Move
8.1%
Implied High
$932.26
Implied Low
$791.88
Front DTE
34 days

As of May 15, 2026, Parker-Hannifin Corporation (PH) has an expected move of 8.14%, a one-standard-deviation implied price range of roughly $791.88 to $932.26 from the current $862.07. 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.

PH Strategy Sizing to the Expected Move

With Parker-Hannifin Corporation pricing an expected move of 8.14% from $862.07, 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 PH derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $862.07 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.

ExpirationDTEATM IVExpected MoveImplied HighImplied Low
Jun 18, 20263428.4%8.7%$936.79$787.35
Jul 17, 20266327.7%11.5%$961.28$762.86
Aug 21, 20269830.9%16.0%$1000.10$724.04
Nov 20, 202618931.7%22.8%$1058.72$665.42

Frequently asked PH expected move questions

What is the current PH expected move?
As of May 15, 2026, Parker-Hannifin Corporation (PH) has an expected move of 8.14% over the next 34 days, implying a one-standard-deviation price range of $791.88 to $932.26 from the current $862.07. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
What does the PH 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 PH 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.