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
$6.90
7-Day Straddle
$3.55
Avg IV
0.6%
IV Rank
29%
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 |
|---|---|---|---|---|
| 20260904 | $6.90 | $3.55 | 0.6% | 29% |
| 20260903 | $7.05 | $3.38 | 0.5% | 24% |
| 20260902 | $4.15 | $4.15 | 0.6% | 35% |
| 20260901 | $4.18 | $4.18 | 0.7% | 52% |
| 20260831 | $4.67 | $4.67 | 0.7% | 51% |
| 20260828 | $4.80 | $4.80 | 0.5% | 17% |
| 20260827 | $5.10 | $5.10 | 0.6% | 38% |
| 20260826 | $5.05 | $5.05 | 0.6% | 37% |
| 20260825 | $5.00 | $5.00 | 0.5% | 24% |
| 20260824 | $5.30 | $5.30 | 0.6% | 31% |
| 20260821 | $5.15 | $1.32 | 0.4% | 1% |
| 20260820 | $5.22 | $1.27 | 0.6% | 28% |
| 20260819 | $5.50 | $2.40 | 0.5% | 15% |
| 20260818 | $5.58 | $2.08 | 0.6% | 33% |
| 20260817 | $5.88 | $2.73 | 0.5% | 29% |
| 20260814 | $5.88 | $2.47 | 0.5% | 24% |
| 20260813 | $6.12 | $2.88 | 0.5% | 15% |
| 20260812 | $6.38 | $3.25 | 0.5% | 13% |
| 20260811 | $6.62 | $3.62 | 0.5% | 22% |
| 20260810 | $7.07 | $4.10 | 0.5% | 13% |
| 20260806 | $8.32 | $5.97 | 0.4% | 3% |
| 20260805 | $7.23 | $7.23 | 0.7% | 39% |
| 20260804 | $7.20 | $7.20 | 0.7% | 38% |
| 20260803 | $6.78 | $6.78 | 0.7% | 35% |
| 20260731 | $6.93 | $6.93 | 0.6% | 28% |
| 20260730 | $7.03 | $7.03 | 0.5% | 19% |
| 20260729 | $7.05 | $7.05 | 0.5% | 21% |
| 20260728 | $7.03 | $7.03 | 0.5% | 21% |
| 20260727 | $6.67 | $6.67 | 0.7% | 35% |
| 20260724 | $6.53 | $6.53 | 0.5% | 20% |
| 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% |