DMRC · Expected Move
Digimarc Corporation Common Stock
The expected move for DMRC 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).
DMRC 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 DMRC Expected Move
30-Day Straddle
$2.45
7-Day Straddle
$2.45
30-Day ATM IV
148.3%
IV Rank
60%
Implied one-standard-deviation move through the next 30 days. Compare to DMRC'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.
DMRC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.45 | $2.45 | 148.3% | 60% |
| 20261021 | $2.00 | $2.00 | 117.8% | 28% |
| 20261020 | $2.17 | $2.17 | 122.3% | 32% |
| 20261019 | $1.92 | $1.92 | 102.2% | 11% |
| 20261016 | $2.38 | $1.55 | — | — |
| 20261015 | $2.03 | $1.25 | 109.0% | 18% |
| 20261014 | $1.90 | $1.55 | 136.4% | 48% |
| 20261013 | $2.30 | $3.45 | 122.1% | 32% |
| 20261012 | $2.35 | $1.83 | 123.3% | 33% |
| 20261009 | $2.15 | $1.98 | 114.2% | 24% |
| 20261008 | $2.15 | $1.73 | 117.0% | 27% |
| 20261007 | $2.33 | $1.45 | 122.0% | 32% |
| 20261006 | $2.12 | $1.70 | 129.9% | 41% |
| 20261005 | $2.17 | $1.52 | 135.2% | 46% |
| 20261002 | $1.48 | $1.48 | 127.7% | 38% |
| 20261001 | $1.25 | $1.25 | 107.4% | 16% |
| 20260930 | $1.25 | $1.25 | 127.0% | 38% |
| 20260929 | $0.90 | $0.90 | 116.0% | 26% |
| 20260928 | $0.88 | $0.88 | 111.4% | 21% |
| 20260925 | $1.00 | $1.00 | 104.5% | 13% |
| 20260924 | $1.18 | $1.18 | 114.6% | 24% |
| 20260923 | $0.93 | $0.93 | 97.9% | 6% |
| 20260922 | $1.02 | $1.02 | 108.3% | 17% |
| 20260921 | $0.97 | $0.97 | 99.5% | 8% |
| 20260918 | $1.52 | $0.10 | — | — |
| 20260917 | $1.25 | $1.02 | 104.4% | 13% |
| 20260916 | $1.45 | $0.72 | 128.4% | 39% |
| 20260915 | $1.30 | $0.75 | 112.1% | 21% |
| 20260914 | $1.27 | $0.70 | 108.7% | 18% |
| 20260911 | $1.27 | $0.45 | 104.5% | 13% |
| 20260910 | $1.38 | $0.65 | 111.0% | 20% |
| 20260909 | $1.50 | $1.02 | 118.3% | 28% |
| 20260908 | $1.93 | $0.95 | 144.1% | 56% |
| 20260904 | $1.52 | $1.10 | 107.8% | 17% |
| 20260903 | $1.60 | $1.73 | 108.9% | 18% |
| 20260902 | $1.35 | $1.35 | 110.1% | 19% |
| 20260901 | $1.48 | $1.48 | 115.5% | 25% |
| 20260831 | $1.65 | $1.65 | 126.2% | 37% |
| 20260828 | $2.10 | $2.10 | 123.6% | 34% |
| 20260827 | $1.95 | $1.95 | 120.9% | 31% |
| 20260826 | $1.75 | $1.75 | 127.1% | 38% |
| 20260825 | $1.88 | $1.88 | 115.8% | 25% |
| 20260824 | $1.93 | $1.93 | 126.2% | 37% |
| 20260821 | $1.82 | $1.22 | 112.1% | 21% |
| 20260820 | $1.60 | $0.85 | 92.3% | 0% |
| 20260819 | $1.77 | $0.75 | 104.0% | 10% |
| 20260818 | $2.10 | $1.35 | 122.0% | 30% |
| 20260817 | $2.17 | $1.15 | 124.7% | 33% |
| 20260814 | $2.00 | $0.75 | 109.2% | 16% |
| 20260813 | $2.35 | $1.62 | 131.2% | 40% |
| 20260812 | $2.80 | $2.05 | 155.9% | 68% |
| 20260811 | $2.50 | $2.23 | 135.0% | 52% |
| 20260810 | $2.55 | $2.98 | 157.6% | 74% |
| 20260807 | — | — | 135.8% | 53% |
| 20260806 | $2.92 | $1.88 | 143.8% | 60% |
| 20260805 | $2.08 | $2.08 | 170.1% | 86% |
| 20260804 | $2.22 | $2.22 | 163.2% | 79% |
| 20260803 | $1.75 | $1.75 | 132.2% | 49% |
| 20260731 | $1.92 | $1.92 | 138.9% | 56% |
| 20260730 | $2.47 | $2.47 | 173.6% | 89% |
More on DMRC
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.