DE · Expected Move
Deere & Company
The expected move for DE is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
DE straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current DE Expected Move
30-Day Straddle
$47.55
7-Day Straddle
$25.60
30-Day ATM IV
34.2%
IV Rank
48%
Implied one-standard-deviation move through the next 30 days. Compare to DE's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
DE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $47.55 | $25.60 | 34.2% | 48% |
| 20261022 | $49.30 | $29.35 | 34.1% | 47% |
| 20261021 | $48.60 | $28.40 | 33.5% | 43% |
| 20261020 | $50.05 | $30.40 | 34.2% | 49% |
| 20261019 | $47.40 | $19.05 | 32.3% | 34% |
| 20261016 | $47.80 | $25.40 | 33.3% | 41% |
| 20261015 | $49.15 | $26.55 | 33.6% | 44% |
| 20261014 | $51.85 | $29.50 | 35.0% | 54% |
| 20261013 | $49.70 | $28.95 | 33.1% | 40% |
| 20261012 | $48.65 | $17.70 | 32.5% | 36% |
| 20261009 | $42.90 | $21.60 | 31.2% | 26% |
| 20261008 | $47.05 | $24.45 | 31.6% | 29% |
| 20261007 | $46.55 | $28.55 | 30.8% | 24% |
| 20261006 | $49.45 | $29.50 | 31.0% | 25% |
| 20261005 | $49.00 | $19.70 | 30.2% | 20% |
| 20261002 | $44.40 | $22.75 | 29.3% | 13% |
| 20261001 | $45.60 | $24.65 | 30.3% | 20% |
| 20260930 | $45.15 | $24.30 | 29.3% | 13% |
| 20260929 | $47.80 | $28.55 | 30.5% | 22% |
| 20260928 | $47.95 | $18.60 | 29.4% | 14% |
| 20260925 | $43.45 | $21.90 | 28.7% | 9% |
| 20260924 | $45.60 | $26.15 | 28.7% | 9% |
| 20260923 | $48.65 | $29.25 | 30.0% | 19% |
| 20260922 | $47.95 | $29.20 | 29.2% | 12% |
| 20260921 | $48.60 | $16.95 | 29.6% | 15% |
| 20260918 | $44.30 | $20.20 | 28.7% | 9% |
| 20260917 | $48.05 | $24.05 | 30.4% | 21% |
| 20260916 | $47.35 | $27.45 | 31.0% | 26% |
| 20260915 | $50.35 | $28.85 | 31.2% | 27% |
| 20260914 | $49.95 | $19.55 | 30.8% | 25% |
| 20260911 | $44.60 | $21.55 | 29.6% | 15% |
| 20260910 | $45.35 | $23.70 | 29.8% | 17% |
| 20260909 | $46.30 | $25.15 | 29.7% | 16% |
| 20260908 | $48.70 | $28.20 | 31.0% | 26% |
| 20260904 | $45.35 | $19.20 | 29.7% | 16% |
| 20260903 | $46.95 | $22.05 | 30.2% | 20% |
| 20260902 | $52.35 | $28.15 | 32.7% | 38% |
| 20260901 | $51.05 | $28.10 | 32.3% | 35% |
| 20260831 | $47.45 | $17.20 | 30.0% | 18% |
| 20260828 | $39.85 | $19.40 | 29.0% | 11% |
| 20260827 | $39.05 | $22.00 | 27.7% | 2% |
| 20260826 | $42.85 | $24.65 | 29.1% | 12% |
| 20260825 | $44.45 | $27.45 | 30.2% | 20% |
| 20260824 | $46.55 | $19.85 | 30.5% | 22% |
| 20260821 | $42.20 | $21.80 | 29.5% | 15% |
| 20260820 | $43.20 | $26.65 | 30.8% | 25% |
| 20260819 | $48.70 | $35.15 | 36.7% | 68% |
| 20260818 | $48.90 | $37.60 | 36.0% | 62% |
| 20260817 | $52.30 | $31.40 | 37.2% | 71% |
| 20260814 | $46.85 | $33.10 | 34.7% | 53% |
| 20260813 | $50.60 | $36.70 | 36.5% | 66% |
| 20260812 | $52.45 | $39.85 | 37.2% | 71% |
| 20260811 | $51.10 | $39.15 | 35.9% | 62% |
| 20260810 | $53.40 | $18.15 | 37.6% | 74% |
| 20260807 | — | — | 37.9% | 76% |
| 20260806 | $53.85 | $25.75 | 38.5% | 81% |
| 20260805 | $53.65 | $27.40 | 38.3% | 79% |
| 20260804 | $56.70 | $26.90 | 39.5% | 88% |
| 20260803 | $56.05 | $21.55 | 39.4% | 87% |
| 20260731 | $50.05 | $22.45 | 38.1% | 78% |
More on DE
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.