DEO (Diageo plc)
Expected Move & Straddle Price History
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).
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.
Current DEO Expected Move
30-Day Straddle
$6.88
7-Day Straddle
$6.88
Avg IV
0.5%
IV Rank
13%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260723 | $6.88 | $6.88 | 0.5% | 13% |
| 20260722 | $6.65 | $6.65 | 0.5% | 19% |
| 20260721 | $6.83 | $6.83 | 0.5% | 18% |
| 20260720 | $7.00 | $7.00 | 0.5% | 15% |
| 20260716 | $7.20 | $1.27 | 0.5% | 13% |
| 20260715 | $7.47 | $2.65 | 0.5% | 15% |
| 20260714 | $7.30 | $2.20 | 0.5% | 13% |
| 20260713 | $7.62 | $3.17 | 0.5% | 10% |
| 20260710 | $7.60 | $2.93 | 0.5% | 10% |
| 20260709 | $7.55 | $2.73 | 0.4% | 6% |
| 20260708 | $7.78 | $2.58 | 0.5% | 12% |
| 20260707 | $7.75 | $3.45 | 0.5% | 10% |
| 20260706 | $7.55 | $3.53 | 0.4% | 7% |
| 20260702 | $4.03 | $4.03 | 0.8% | 55% |
| 20260701 | $3.62 | $3.62 | 0.8% | 48% |
| 20260630 | $3.40 | $3.40 | 0.7% | 45% |
| 20260629 | $3.97 | $3.97 | 0.7% | 40% |
| 20260626 | $4.15 | $4.15 | 0.6% | 30% |
| 20260625 | $4.83 | $4.83 | 0.7% | 35% |
| 20260624 | $4.53 | $4.53 | 0.6% | 29% |
| 20260623 | $4.60 | $4.60 | 0.6% | 29% |
| 20260622 | $4.58 | $4.58 | 0.6% | 32% |
| 20260618 | $4.97 | $0.50 | 0.5% | 15% |
| 20260617 | $5.18 | $1.60 | 0.6% | 31% |
| 20260616 | $5.33 | $1.62 | 0.6% | 25% |
| 20260615 | $5.45 | $1.90 | 0.6% | 25% |
| 20260613 | $5.85 | $2.85 | 0.6% | 24% |
| 20260612 | $5.85 | $2.88 | 0.5% | 21% |
| 20260611 | $6.30 | $3.40 | 0.6% | 26% |
| 20260610 | $6.15 | $3.15 | 0.5% | 21% |
| 20260609 | $6.35 | $3.17 | 0.5% | 21% |
| 20260608 | $6.42 | $3.45 | 0.5% | 17% |
| 20260605 | $6.57 | $3.88 | 0.5% | 19% |
| 20260604 | $6.50 | $3.88 | 0.5% | 19% |
| 20260603 | $6.72 | $4.10 | 0.5% | 16% |
| 20260602 | $4.33 | $4.33 | 0.9% | 69% |
| 20260601 | $4.47 | $4.47 | 0.9% | 68% |
| 20260529 | $5.08 | $5.08 | 0.8% | 56% |
| 20260528 | $4.80 | $4.80 | 0.8% | 49% |
| 20260527 | $4.90 | $4.90 | 0.8% | 48% |
| 20260526 | $4.88 | $4.88 | 0.7% | 46% |
| 20260522 | $5.45 | $5.45 | 0.7% | 35% |
| 20260521 | $5.47 | $5.47 | 0.7% | 39% |
| 20260520 | $5.40 | $5.40 | 0.6% | 33% |
| 20260519 | $5.58 | $5.58 | 0.6% | 31% |
| 20260518 | $5.68 | $5.68 | 0.6% | 27% |
| 20260515 | $6.03 | $2.08 | 0.6% | 29% |
| 20260514 | $5.97 | $1.23 | 0.7% | 39% |
| 20260513 | $6.18 | $1.77 | 0.6% | 33% |
| 20260512 | $6.10 | $2.15 | 0.6% | 31% |
| 20260511 | $6.32 | $2.92 | 0.6% | 26% |
| 20260510 | $6.38 | $2.67 | 0.6% | 26% |
| 20260508 | $6.38 | $2.67 | 0.6% | 24% |
| 20260507 | $6.43 | $3.05 | 0.6% | 23% |
| 20260506 | $6.83 | $3.23 | 0.6% | 23% |
| 20260505 | $6.92 | $4.17 | 0.5% | 21% |
| 20260504 | $6.85 | $4.00 | 0.6% | 27% |
| 20260502 | $4.32 | $4.32 | 0.7% | 44% |
| 20260501 | $4.32 | $4.32 | 0.8% | 49% |
| 20260430 | $4.72 | $4.72 | 0.6% | 27% |