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PBR options: IV rank, expected move and trade screens

Petrobras - Petroleo Brasileiro SA · Energy

As of the close on . In the app, data is refreshed intraday.

PBR closed at $20.65 on Sep 28, 2026 with 30-day implied volatility of 53.0%. That is in the lower half of its one-year range (IV rank 42), so premiums are on the modest side for PBR. Measured by IV percentile, IV is higher than 90% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $3.35, or 16.2%.

The price is above both its 50-day (+6.6%) and 200-day (+16.7%) moving averages. It is 6.3% below its 52-week high and 78.9% above its 52-week low. The 14-day RSI of 54.6 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $0.60, about 2.9% of the price, a measure of a typical day's range.

Option volume at the close (24.6K contracts) was 0.4x its average, much quieter than usual. A negative beta of -0.21 means PBR has tended to move against the broad market. 3 of our preset screens found trades on PBR at the close, led by Long Call Butterflies for Pinning with 30 trades.

PBR stats at the close

Price
$20.65
Market cap $76.8B
Implied volatility
53.0%
30-day, at the money
IV rank
42
IV sits 42% of the way from its one-year low to its one-year high.
IV percentile
90
IV is higher than 90% of the past year's readings.
ATR (14-day)
$0.60
2.9% of the price on a typical day
RSI (14-day)
54.6
Between 30 and 70, neutral
52-week range
-6.3% from high
+78.9% from the 52-week low
Moving averages
+6.6% vs 50-day
+16.7% vs the 200-day
Beta
-0.21
Sensitivity to the broad market
Option volume
0.4x avg
24.6K contracts vs 65K average

PBR expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

ExpirationIVExpected move1 SD rangeStraddle
Oct 2, 20264 days43.3%±$0.94 (4.5%)$19.71 to $21.59$0.76
Oct 30, 202632 days54.8%±$3.35 (16.2%)$17.30 to $24.00$2.66
Nov 20, 202653 days50.9%±$4.00 (19.4%)$16.65 to $24.65$3.21
Dec 18, 202681 days46.4%±$4.51 (21.8%)$16.14 to $25.16$3.61

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for PBR from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

PBR options FAQ

What is PBR's IV rank?
At the close on Sep 28, 2026, PBR's IV rank was 42 with 30-day implied volatility of 53.0%. IV sits 42% of the way from its one-year low to its one-year high. Its IV percentile was 90: IV is higher than 90% of the past year's readings.
What is the expected move for PBR?
Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $3.35 (16.2%), a range of $17.30 to $24.00. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on PBR?
At the close on Sep 28, 2026, these OptionClaws preset screens had passing trades on PBR: Long Call Butterflies for Pinning (30), Iron Condor, 2-ATR Profit Zone (7), Married Put Protection (7). Open a screen in the app to see the individual trades, refreshed intraday.
Is PBR option volume above average?
On Sep 28, 2026, PBR option volume was 0.4x its average, much quieter than usual.

Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.