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
$6.42
7-Day Straddle
$3.45
Avg IV
0.5%
IV Rank
17%
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 |
|---|---|---|---|---|
| 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% |
| 20260429 | $5.33 | $5.33 | 0.7% | 38% |
| 20260428 | $4.62 | $4.62 | 0.7% | 43% |
| 20260427 | $5.18 | $5.18 | 0.7% | 37% |
| 20260424 | $5.32 | $5.32 | 0.5% | 19% |
| 20260423 | $5.22 | $5.22 | 0.5% | 19% |
| 20260422 | $5.50 | $5.50 | 0.5% | 16% |
| 20260421 | $6.05 | $6.05 | 0.6% | 34% |
| 20260420 | $6.00 | $6.00 | 0.5% | 18% |
| 20260417 | $6.12 | $2.62 | 0.6% | 27% |
| 20260416 | $5.83 | $1.25 | 0.6% | 22% |
| 20260415 | $6.22 | $2.10 | 0.5% | 14% |
| 20260414 | $6.15 | $2.33 | 0.6% | 22% |
| 20260413 | $6.30 | $2.90 | 0.4% | 1% |
| 20260410 | $6.50 | $3.55 | 0.5% | 16% |
| 20260409 | $6.62 | $3.53 | 0.4% | 5% |
| 20260408 | $6.65 | $4.08 | 0.4% | 0% |
| 20260407 | $6.45 | $3.65 | 0.5% | 14% |
| 20260406 | $6.88 | $4.33 | 0.5% | 14% |
| 20260402 | $7.03 | $4.70 | 0.4% | 7% |
| 20260401 | $4.62 | $4.62 | 1.2% | 100% |
| 20260331 | $4.83 | $4.83 | 1.1% | 94% |
| 20260330 | $5.28 | $5.28 | 1.0% | 80% |
| 20260327 | $5.38 | $5.38 | 0.9% | 72% |
| 20260326 | $5.47 | $5.47 | 1.2% | 100% |
| 20260325 | $5.43 | $5.43 | 0.9% | 97% |
| 20260324 | $5.90 | $5.90 | 0.8% | 73% |
| 20260323 | $5.62 | $5.62 | 0.8% | 70% |
| 20260320 | $5.85 | $1.20 | 0.8% | 76% |
| 20260319 | $6.08 | $2.50 | 0.8% | 71% |
| 20260318 | $6.18 | $1.93 | 0.7% | 51% |
| 20260317 | $6.42 | $2.75 | 0.7% | 57% |