DEO · Expected Move
Diageo plc
The expected move for DEO 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).
DEO 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 DEO Expected Move
30-Day Straddle
$6.53
7-Day Straddle
$6.53
30-Day ATM IV
30.0%
IV Rank
35%
Implied one-standard-deviation move through the next 30 days. Compare to DEO'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.
DEO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $6.53 | $6.53 | 30.0% | 35% |
| 20261021 | $6.67 | $6.67 | 30.6% | 39% |
| 20261020 | $5.90 | $5.90 | 27.0% | 15% |
| 20261019 | $6.62 | $6.62 | 29.5% | 32% |
| 20261016 | $8.08 | $6.17 | 31.6% | 46% |
| 20261015 | $7.05 | $2.42 | 29.2% | 30% |
| 20261014 | $6.92 | $2.67 | 29.4% | 31% |
| 20261013 | $6.85 | $2.58 | 29.6% | 33% |
| 20261012 | $7.28 | $3.25 | 30.7% | 40% |
| 20261009 | $6.72 | $3.08 | 28.9% | 28% |
| 20261008 | $7.00 | $3.58 | 29.7% | 33% |
| 20261007 | $6.88 | $3.30 | 29.6% | 32% |
| 20261006 | $6.97 | $3.55 | 29.7% | 33% |
| 20261005 | $7.10 | $3.80 | 29.4% | 31% |
| 20261002 | $3.75 | $3.75 | 28.9% | 28% |
| 20261001 | $4.12 | $4.12 | 29.5% | 32% |
| 20260930 | $4.12 | $4.12 | 29.3% | 30% |
| 20260929 | $4.18 | $4.18 | 27.8% | 20% |
| 20260928 | $4.55 | $4.55 | 29.4% | 31% |
| 20260925 | $5.20 | $5.20 | 28.1% | 23% |
| 20260924 | $4.93 | $4.93 | 28.4% | 25% |
| 20260923 | $4.80 | $4.80 | 27.9% | 21% |
| 20260922 | $5.25 | $5.25 | 28.1% | 22% |
| 20260921 | $5.28 | $5.28 | 28.3% | 24% |
| 20260918 | $5.32 | $0.95 | 28.2% | 23% |
| 20260917 | $5.62 | $1.78 | 28.3% | 24% |
| 20260916 | $5.88 | $2.35 | 29.2% | 30% |
| 20260915 | $5.88 | $2.55 | 28.7% | 27% |
| 20260914 | $6.15 | $2.60 | 28.3% | 24% |
| 20260911 | $6.17 | $2.75 | 28.3% | 24% |
| 20260910 | $6.22 | $2.95 | 28.5% | 25% |
| 20260909 | $6.35 | $3.05 | 28.6% | 26% |
| 20260908 | $6.70 | $3.85 | 29.1% | 29% |
| 20260904 | $6.90 | $3.55 | 27.7% | 20% |
| 20260903 | $7.05 | $3.38 | 27.2% | 17% |
| 20260902 | $4.15 | $4.15 | 27.9% | 21% |
| 20260901 | $4.18 | $4.18 | 28.4% | 24% |
| 20260831 | $4.67 | $4.67 | 28.1% | 23% |
| 20260828 | $4.80 | $4.80 | 27.1% | 16% |
| 20260827 | $5.10 | $5.10 | 27.5% | 18% |
| 20260826 | $5.05 | $5.05 | 27.5% | 18% |
| 20260825 | $5.00 | $5.00 | 25.6% | 6% |
| 20260824 | $5.30 | $5.30 | 26.3% | 10% |
| 20260821 | $5.15 | $1.32 | 25.0% | 2% |
| 20260820 | $5.22 | $1.27 | 24.9% | 1% |
| 20260819 | $5.50 | $2.40 | 24.9% | 1% |
| 20260818 | $5.58 | $2.08 | 25.6% | 6% |
| 20260817 | $5.88 | $2.73 | 25.6% | 6% |
| 20260814 | $5.88 | $2.47 | 24.7% | 0% |
| 20260813 | $6.12 | $2.88 | 25.9% | 5% |
| 20260812 | $6.38 | $3.25 | 26.5% | 9% |
| 20260811 | $6.62 | $3.62 | 27.5% | 15% |
| 20260810 | $7.07 | $4.10 | 27.5% | 16% |
| 20260807 | — | — | 25.2% | 0% |
| 20260806 | $8.32 | $5.97 | 34.1% | 55% |
| 20260805 | $7.23 | $7.23 | 39.1% | 94% |
| 20260804 | $7.20 | $7.20 | 39.8% | 100% |
| 20260803 | $6.78 | $6.78 | 37.5% | 100% |
| 20260731 | $6.93 | $6.93 | 36.6% | 91% |
| 20260730 | $7.03 | $7.03 | 37.3% | 98% |
More on DEO
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.