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Parker-Hannifin Corporation (PH)

Overview · Option chain · Volatility · Expected-move history · Earnings

Price (delayed) 949.38 -0.28%
Expected moveThe size of the up-or-down move the options market is pricing for a stock by a given date, read from option prices (the at-the-money straddle). It is a market-implied estimate, not a forecast. · Sep 18 ±4.2%
Expected range 908.19988.59
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.25.9%
IV percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history). 29/universe
P/C volumePut volume (or open interest) divided by call volume (or open interest). A descriptive activity measure — it does not by itself say what traders expect.0.88
P/C open interest0.86
Next earnings Nov 05

Cboe delayed options data · as of 00:36 UTC · Figures derived from the full chain (472 contracts, 4 expirations) · IV own-history percentile appears after 60 recorded days (3 so far)

Expected move — Sep 18, 2026 (16 days)

Methodology →

Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.

908.2988.6948.4 current

Options are pricing a move of about ±4.2% (range 908.19–988.59) by Sep 18, 2026. ATM straddle: 40.20 @ strike 950 · ATM IV: 25.2%.

Probability distribution

Model & assumptions →

The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.

948.4908.2988.6
expected-move bandmodel density
Levelvs priceP(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction.P(below)
853.55 -10% 97.6% 2.4%
900.97 -5% 82.8% 17.2%
948.39 +0% 48.9% 51.1%
995.81 +5% 17.1% 82.9%
1,043.23 +10% 3.3% 96.7%

Model-estimated probabilities of finishing above/below each level at expiration — estimates under stated assumptions, not predictions.

Probability explorer

Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.

P(finish above)
P(finish below)
P(touch, approx.)

Horizon: Sep 18, 2026 · lognormal model, zero drift — an estimate, not a prediction. Assumptions

ExpiresDTEDays to expiration, in calendar days.Implied moveATM IVOpen int.
Sep 18, 2026 16 ±4.2% 25.2% 2,309
Oct 16, 2026 44 ±7.3% 26.1% 292
Nov 20, 2026 79 ±11.2% 30.1% 3,645
Feb 19, 2027 170 ±15.7% 28.9% 1,220

Open interest by strike — Sep 18

Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.

730.0810.0850.0890.0930.0970.01,0101,0501,0901,160948.4
callsputs

Largest open-interest concentrations (all expirations ≤ 60 days): 1,100 C · 356990 P · 3481,030 C · 290930 P · 2091,050 C · 124

IV term structure

Volatility page →

At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.

24%26%29%32%16d170d

When does open interest expire?

31%This month69%Later

Implied vs realized volatility

25.2%28.5%31.8%35.2%Aug 31Sep 02
IV30HV20

HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method

Price, last 60 sessions

Track record

Full history →

Every trading day we record what the options market is pricing for each expiration — before the outcome is known. Once expirations start resolving, this section compares expected versus actual, and the record is never rewritten. Recording since Aug 31, 2026.

Past earnings reactions

Oct 24+1.7%Jan 25+6.2%May 25+2.3%Aug 25+4.4%Nov 25+9.0%Jan 26+2.1%Apr 26-6.9%Aug 26+7.7%
implied (when recorded)actual reaction

Avg |reaction| 5.4% · median 5.8% (20 reports) — two-session close-to-close window; definition

About Parker-Hannifin Corporation

Parker-Hannifin Corporation is a global enterprise specializing in the production and distribution of advanced motion and control technologies and systems. These solutions serve a broad spectrum of international markets, including mobile applications, industrial operations, and the aerospace sector. Its organizational structure is primarily divided into two key business units: Diversified Industrial and Aerospace Systems. Within the Diversified Industrial division, the product portfolio is extensive, covering sealing, protective shielding, thermal management systems, bonding agents, surface coatings, and technologies designed to reduce noise, vibration, and harshness. This segment also provides filtration units, diagnostic tools, and related solutions for purifying fuel, air, oil, water, and various other liquids and gases by eliminating contaminants. Additionally, it produces connectors vital for fluid handling (controlling, transmitting, and containing), along with advanced control mechanisms engineered for demanding environments involving extreme corrosion, temperatures, pressures, and requiring precise flow regulation. Crucially, it supplies hydraulic, pneumatic, and electromec

Industrials · Industrial - Machinery · NYSE · Profile: Financial Modeling Prep

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