PBF Energy Inc (PBF) Expected Move

Tracking the PBF expected move helps you see how far PBF Energy Inc's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. PBF Energy Inc's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the PBF expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For PBF, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The PBF expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks PBF Energy Inc is unlikely to go.

PBF Energy Inc., together with its subsidiaries, engages in refining and supplying petroleum products. The company operates in two segments, Refining and Logistics. It produces gasoline, ultra-low-sulfur diesel, heating oil, diesel fuel, jet fuel, lubricants, petrochemicals, and asphalt, as well as unbranded transportation fuels, petrochemical feedstocks, blending components, and other petroleum products. The company sells its products in Northeast, Midwest, Gulf Coast, and West Coast of the United States, as well as in other regions of the United States, Canada, and Mexico. It also offers various rail, truck, and marine terminaling services, as well as pipeline transportation and storage services.

As of December 31, 2021, the company owned and operated six oil refineries and related assets. PBF Energy Inc. was founded in 2008 and is based in Parsippany, New Jersey.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the PBF expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The PBF Energy Inc expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about PBF.