DEI · Expected Move
Douglas Emmett, Inc.
The expected move for DEI 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).
DEI straddle price & implied vol
59 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 DEI Expected Move
30-Day Straddle
$1.32
7-Day Straddle
$0.73
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to DEI'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.
DEI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $1.32 | $0.73 | — | — |
| 20261015 | $1.35 | $1.05 | — | — |
| 20261014 | $8.65 | $0.82 | — | — |
| 20261013 | $1.18 | $0.88 | 47.5% | 31% |
| 20261012 | $1.27 | $0.93 | — | — |
| 20261009 | $1.57 | $0.97 | — | — |
| 20261008 | $1.18 | $1.00 | 46.1% | 30% |
| 20261007 | $1.07 | $0.72 | 42.7% | 25% |
| 20261006 | $1.27 | $0.73 | 60.2% | 50% |
| 20261005 | $1.88 | $1.07 | 67.5% | 60% |
| 20261002 | $0.85 | $0.85 | 58.0% | 46% |
| 20261001 | $0.78 | $0.78 | 44.2% | 27% |
| 20260930 | $0.83 | $0.83 | — | — |
| 20260929 | $0.72 | $0.72 | 41.3% | 23% |
| 20260928 | $0.68 | $0.68 | — | — |
| 20260925 | $0.75 | $0.75 | 39.7% | 20% |
| 20260924 | $1.05 | $1.05 | — | — |
| 20260923 | $0.62 | $0.62 | 34.6% | 13% |
| 20260922 | $0.95 | $0.95 | 41.3% | 23% |
| 20260921 | $0.82 | $0.82 | — | — |
| 20260918 | $1.32 | $1.65 | — | — |
| 20260917 | $1.32 | $1.30 | — | — |
| 20260916 | $2.77 | $1.30 | — | — |
| 20260915 | $1.40 | $1.60 | — | — |
| 20260914 | $1.55 | $0.70 | 57.5% | 46% |
| 20260911 | $5.67 | $0.65 | 79.9% | 78% |
| 20260910 | $1.52 | $0.80 | 54.1% | 41% |
| 20260909 | $1.95 | $1.05 | 58.8% | 48% |
| 20260908 | $1.42 | $1.20 | 83.0% | 82% |
| 20260904 | $1.18 | $1.58 | — | — |
| 20260903 | $1.50 | $1.45 | — | — |
| 20260902 | $1.58 | $1.58 | — | — |
| 20260901 | $8.72 | $8.72 | 44.3% | 27% |
| 20260831 | $1.27 | $1.27 | 35.6% | 14% |
| 20260828 | $1.32 | $1.32 | — | — |
| 20260827 | $0.65 | $0.65 | 37.8% | 18% |
| 20260826 | $0.57 | $0.57 | 25.5% | 0% |
| 20260825 | $0.65 | $0.65 | 70.3% | 60% |
| 20260824 | $1.00 | $1.00 | 39.5% | 11% |
| 20260821 | $0.92 | $0.53 | 46.2% | 22% |
| 20260820 | $1.23 | $0.82 | 36.8% | 7% |
| 20260819 | $1.52 | $0.30 | — | — |
| 20260818 | $1.88 | $0.47 | 55.7% | 37% |
| 20260817 | $1.88 | $1.25 | 40.5% | 13% |
| 20260814 | $2.20 | $1.18 | 57.8% | 40% |
| 20260813 | $2.22 | $1.12 | 56.0% | 37% |
| 20260812 | $2.40 | $1.20 | — | — |
| 20260811 | $1.82 | $1.25 | 63.8% | 50% |
| 20260810 | $2.08 | $1.38 | — | — |
| 20260806 | $2.38 | $2.20 | 89.4% | 90% |
| 20260805 | $0.62 | $0.62 | 35.8% | 5% |
| 20260804 | $0.90 | $0.90 | 45.2% | 20% |
| 20260803 | $1.02 | $1.02 | 48.4% | 25% |
| 20260731 | $1.95 | $1.95 | 45.7% | 21% |
| 20260730 | $1.80 | $1.80 | 38.2% | 9% |
| 20260729 | $2.75 | $2.75 | 95.4% | 100% |
| 20260728 | $1.02 | $1.02 | 55.5% | 40% |
| 20260727 | $1.35 | $1.35 | 53.2% | 36% |
| 20260724 | $1.88 | $1.88 | 69.4% | 65% |
More on DEI
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.