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PURR options: IV rank, expected move and trade screens

Hyperliquid Strategies Inc · Financials

In the app, stock prices are live and options data is refreshed intraday.

PURR last closed at $8.70 with 30-day implied volatility of 96.2%. That is near the bottom of its one-year range (IV rank 12), so options on PURR are cheap compared with its own recent history. Measured by IV percentile, IV is higher than 18% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $2.35, or 27.0%.

The price is above its 200-day moving average (+9.8%) but below its 50-day (-20.3%), a pullback inside a longer uptrend. It is 38.3% below its 52-week high and 180.6% above its 52-week low. The 14-day RSI of 41.9 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $0.88, about 10.1% of the price, a measure of a typical day's range.

Option volume at the close (35.3K contracts) was 1.4x its average, busier than usual. A beta of 3.19 means PURR has tended to move about 3.2 times as much as the broad market. 2 of our preset screens found trades on PURR at the close, led by Bull Call Spreads on High-Beta Names with 71 trades.

PURR stats at the close

Price
$8.70
Market cap $2.41B
Implied volatility
96.2%
30-day, at the money
IV rank
12
IV sits 12% of the way from its one-year low to its one-year high.
IV percentile
18
IV is higher than 18% of the past year's readings.
ATR (14-day)
$0.88
10.1% of the price on a typical day
RSI (14-day)
41.9
Between 30 and 70, neutral
52-week range
-38.3% from high
+180.6% from the 52-week low
Moving averages
-20.3% vs 50-day
+9.8% vs the 200-day
Beta
3.19
Sensitivity to the broad market
Option volume
1.4x avg
35.3K contracts vs 25.9K average

PURR 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
Nov 20, 20267 days95.9%±$1.16 (13.3%)$7.54 to $9.86$0.93
Dec 11, 202628 days97.3%±$2.35 (27.0%)$6.35 to $11.05$1.85
Jan 15, 202763 days92.8%±$3.35 (38.5%)$5.35 to $12.05$2.70

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 PURR 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.

PURR options FAQ

What is PURR's IV rank?
At the last close, PURR's IV rank was 12 with 30-day implied volatility of 96.2%. IV sits 12% of the way from its one-year low to its one-year high. Its IV percentile was 18: IV is higher than 18% of the past year's readings.
What is the expected move for PURR?
Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $2.35 (27.0%), a range of $6.35 to $11.05. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on PURR?
At the last close, these OptionClaws preset screens had passing trades on PURR: Bull Call Spreads on High-Beta Names (71), Long Call Butterflies for Pinning (31). Open a screen in the app to see the individual trades, refreshed intraday.
Is PURR option volume above average?
At the last close, PURR option volume was 1.4x its average, busier 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.