PG options: IV rank, expected move and trade screens

PROCTER & GAMBLE Co · Materials

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

PG closed at $149.03 on Sep 28, 2026 with 30-day implied volatility of 23.5%. That is in the upper half of its one-year range (IV rank 50), so premiums are somewhat richer than usual for PG. Measured by IV percentile, IV is higher than 75% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $10.06, or 6.8%.

The price is above both its 50-day (+2.1%) and 200-day (+1.0%) moving averages. It is 10.9% below its 52-week high and 8.0% above its 52-week low. The 14-day RSI of 58.8 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $2.39, about 1.6% of the price, a measure of a typical day's range.

Option volume at the close (19.6K contracts) was 1.1x its average, close to normal. A negative beta of -0.04 means PG has tended to move against the broad market. 2 of our preset screens found trades on PG at the close, led by Cash-Secured Put Entries on Mega Caps with 23 trades.

PG stats at the close

Price
$149.03
Market cap $346B
Implied volatility
23.5%
30-day, at the money
IV rank
50
IV sits 50% of the way from its one-year low to its one-year high.
IV percentile
75
IV is higher than 75% of the past year's readings.
ATR (14-day)
$2.39
1.6% of the price on a typical day
RSI (14-day)
58.8
Between 30 and 70, neutral
52-week range
-10.9% from high
+8.0% from the 52-week low
Moving averages
+2.1% vs 50-day
+1.0% vs the 200-day
Beta
-0.04
Sensitivity to the broad market
Option volume
1.1x avg
19.6K contracts vs 17.5K average

PG 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 days21.0%±$3.28 (2.2%)$145.75 to $152.31$2.62
Oct 30, 202632 days22.8%±$10.06 (6.8%)$138.97 to $159.09$8.03
Nov 20, 202653 days21.9%±$12.41 (8.3%)$136.62 to $161.44$9.90
Dec 18, 202681 days20.9%±$14.69 (9.9%)$134.34 to $163.72$11.70

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 PG 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.

PG options FAQ

What is PG's IV rank?
At the close on Sep 28, 2026, PG's IV rank was 50 with 30-day implied volatility of 23.5%. IV sits 50% of the way from its one-year low to its one-year high. Its IV percentile was 75: IV is higher than 75% of the past year's readings.
What is the expected move for PG?
Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $10.06 (6.8%), a range of $138.97 to $159.09. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on PG?
At the close on Sep 28, 2026, these OptionClaws preset screens had passing trades on PG: Cash-Secured Put Entries on Mega Caps (23), Long Call Butterflies for Pinning (15). Open a screen in the app to see the individual trades, refreshed intraday.
Is PG option volume above average?
On Sep 28, 2026, PG option volume was 1.1x its average, close to normal.

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.