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No strategies meet current entry criteria.
Procter & Gamble (PG) operates in the Consumer Staples sector and has actively traded listed options. IV Rank 45% is 3pp above the Consumer Staples sector median of 42%. See Walls for support and resistance levels.
PG Edge Score: 68/100 — data coverage is strong, but current trading conditions are unfavorable.
Multiple signals are unfavorable. The best trade today might be no trade.
See full analysis →PG conditions are unfavorable — but other tickers may have edge today
When conditions are weak for one stock, others in the S&P 500 often show strong setups. Check today's top-ranked candidates instead of forcing a trade here.
Why two RV values? Yang-Zhang RV (20.2%, OHLC-based) captures intraday volatility, while ORATS RV (22.6%, close-to-close) uses only closing prices. For PG, YZ is lower — suggesting closing prices reflect more volatility than intraday action. VRP is computed using ORATS RV to match the IV source. Gap: 2.4pp. Full IV Analysis →
Earnings impact: Raw VRP (+4.4pp) includes an IV premium from upcoming earnings (21d). Excluding this premium, VRP is 0.0pp. The 4pp gap is earnings-driven — not a structural edge.
Weak — Unfavorable for premium selling
EM = Price × RV₂₀d × √(t/252). Uses Yang-Zhang 20d realized volatility (not implied). ±1σ (68% confidence).
Conditions are weak — explore alternatives or wait for a better setup.
Volatility
IV Rank, IV vs RV comparison
Volatility Risk Premium edge
Volatility smile & skew shifts
IV curve across expirations
Strategy
P&L calculator for any strategy
Ranked strategies & selling conditions
Best CC strikes, premiums & scores
CSP → assignment → CC calculator
Early assignment probability & alerts
Flow & Events
Support & resistance from OI
IV crush & historical earnings
Price range & strike placement
Historical expected move hit rates
Quantitative screening, not investment advice. Verify with your broker. Disclaimer
Edge Score = weighted composite of VRP, IV Rank, RV Regime, Earnings Proximity, Term Structure, and Liquidity. Ranges: Defensive (0–39), Selective (40–64), Favorable (65–100).IV Rank, VRP, RV Ratio, days to earnings, backwardation/contango, bid-ask spread quality
ORATS institutional options data, updated daily after market close (~6:00 PM ET)
The score reflects current market conditions and changes daily. A high score indicates favorable conditions for premium selling, not guaranteed profit. Always verify execution quality with your broker.
Procter & Gamble shows moderately favorable conditions for premium selling. Yang-Zhang realized volatility reads 20.2% over 20 days versus a 17.9% 60-day baseline. The RV Ratio (HV 20d / IV 30d) is 0.84, indicating calming conditions relative to implied expectations. Consumer staples defensive play. For premium sellers tracking PG, this ratio suggests options are likely priced for more movement than the stock is currently delivering.
Looking at the past 20 trading days, PG's RV ratio has been trending lower. The ratio ranged from 1.24 to 1.10, with the current reading of 0.84 near the lower end. 0 of 20 days showed seller-favorable conditions. A gradual decline is often more sustainable than a sharp drop, suggesting PG may remain in this lower-vol regime for a while.
With PG trading at $143.15, our Yang-Zhang model projects daily moves of ±$1.82 (1.3%) and weekly moves of ±$4.08 (2.9%). As a defensive consumer staples name, PG's expected moves tend to be narrower than the broader market — which means smaller premiums but higher probability of success for sellers. This trade-off suits traders who prioritize consistency over large individual payoffs.
Current conditions on PG point toward range-bound strategies like iron condor. Moderately calm conditions (ratio 0.84). Range-bound behavior favors iron condors. Iron Condor benefits from time decay while defining maximum risk on both sides — a structure that suits PG's current volatility profile where directional edge is limited but overall conditions are acceptable for premium collection.
Consumer staples typically offer lower volatility — useful for premium sellers seeking consistency over large premiums. PG specifically consumer staples defensive play. Understanding sector-level volatility dynamics helps premium sellers diversify their positions across different correlation regimes.
VolRadar tracks PG daily as part of the S&P 500 universe, providing Yang-Zhang (OHLC-based) realized volatility across 10, 20, and 60-day windows, RV ratio analysis, expected move calculations, and premium selling condition assessments. Note: RV values on this page use the Yang-Zhang estimator (captures overnight gaps); VRP and RV Ratio use ORATS close-to-close RV to match the IV data source. Data is updated daily after market close (~6:00 PM ET). All analysis is for educational purposes only and does not constitute financial advice. Options trading involves significant risk of loss.
More about PG
Procter & Gamble currently shows a weak premium selling signal. Consider waiting for conditions to improve. The VRP Analysis page tracks historical premium edge trends that may signal when conditions are turning.
VolRadar tracks Procter & Gamble across 10 analysis dimensions updated daily after market close. The premium selling signal combines VRP edge, volatility regime, IV Rank, earnings proximity, and market-wide conditions into a single actionable verdict. Each sub-page goes deeper: VRP Analysis for the implied-vs-realized spread, IV Analysis for peer comparisons, Expected Move for strike placement, Earnings Crush for event history, and the Strategy Builder for modeling specific trades.
Procter & Gamble currently shows a weak premium selling signal because multiple factors are unfavorable. Consider waiting for conditions to improve.
Procter & Gamble's volatility is measured using two key metrics. The RV Ratio compares realized volatility (ORATS HV 20d) to implied volatility (IV 30d). When the RV Ratio drops below 0.85, realized movement is well below what options are pricing — the sweet spot for premium sellers. VRP (Volatility Risk Premium) measures the gap between IV and HV in percentage points — positive VRP means options are overpriced relative to actual movement. Current RV Ratio: 0.84.
Procter & Gamble's snapshot: IV Rank 45% (average premiums), VRP +4.4pp (options overpriced), RV Ratio 0.84 (calming volatility). These three metrics work together — IV Rank shows historical context, VRP shows current overpricing, and RV Ratio shows the volatility trend. See the IV Analysis page for peer comparisons and deeper breakdown.
VolRadar provides 10 analysis pages for Procter & Gamble: Overview (this page), Premium Selling (signal and strategy verdict), VRP Analysis (volatility risk premium history), Expected Move (range and probabilities), IV Analysis (implied volatility breakdown and peer comparison), Earnings Crush (historical post-earnings IV patterns), Options Strategy Builder (18 presets + custom calculator), Covered Call Analysis (ranked by CC Score), Wheel Strategy (CSP calculator and viability), and Support & Resistance Walls (options-derived price levels).
Key risks for Procter & Gamble right now: earnings in 21 days — the largest source of overnight gap risk that can blow through short strikes. These risks are worse when combined — for example, selling into earnings with negative VRP removes both your statistical edge and your safety margin. Use VolRadar's sub-pages to contextualize: VRP Analysis for edge confirmation, IV Analysis for premium adequacy, and Expected Move for strike distance guidance.
Based on Yang-Zhang realized volatility, Procter & Gamble has a 1-day expected move of ±$1.82 (±1.3%) and a 5-day expected move of ±$4.08 (±2.9%). This means the stock is expected to trade between $139 and $147 over the next week with approximately 68% probability.
Higher RV Ratio (closer to 1.0) means IV barely exceeds RV, resulting in slimmer VRP edge. Lower RV Ratio = wider gap between IV and actual movement = stronger seller edge.
View all Consumer Staples tickers →More analysis sections planned — Dark Pool Flow, Unusual Activity, Sector Comparison, and more.