DRS · Expected Move
Leonardo DRS, Inc. Common Stock
The expected move for DRS 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).
DRS 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 DRS Expected Move
30-Day Straddle
$3.65
7-Day Straddle
$3.65
30-Day ATM IV
45.6%
IV Rank
55%
Implied one-standard-deviation move through the next 30 days. Compare to DRS'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.
DRS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.65 | $3.65 | 45.6% | 55% |
| 20261021 | $3.15 | $3.15 | 41.1% | 32% |
| 20261020 | $3.12 | $3.12 | 40.2% | 27% |
| 20261019 | $3.08 | $3.08 | 38.9% | 20% |
| 20261016 | $3.95 | $0.88 | 45.3% | 54% |
| 20261015 | $3.72 | $0.97 | 42.6% | 39% |
| 20261014 | $3.88 | $0.95 | 44.0% | 47% |
| 20261013 | $3.90 | $1.02 | 42.9% | 41% |
| 20261012 | $4.12 | $1.27 | 46.1% | 58% |
| 20261009 | $4.08 | $1.35 | 41.1% | 31% |
| 20261008 | $4.17 | $1.32 | 41.4% | 34% |
| 20261007 | $4.35 | $1.55 | 42.4% | 39% |
| 20261006 | $4.28 | $1.55 | 40.2% | 27% |
| 20261005 | $4.47 | $1.85 | 41.8% | 35% |
| 20261002 | $1.98 | $1.98 | 39.9% | 26% |
| 20261001 | $2.02 | $2.02 | 39.4% | 23% |
| 20260930 | $2.12 | $2.12 | 40.6% | 29% |
| 20260929 | $2.30 | $2.30 | 39.9% | 25% |
| 20260928 | $2.20 | $2.20 | 38.9% | 20% |
| 20260925 | $2.50 | $2.50 | 37.0% | 10% |
| 20260924 | $2.40 | $2.40 | 37.9% | 15% |
| 20260923 | $2.58 | $2.58 | 35.7% | 4% |
| 20260922 | $2.85 | $2.85 | 38.1% | 16% |
| 20260921 | $2.83 | $2.83 | 37.3% | 12% |
| 20260918 | $3.02 | $0.47 | 36.4% | 7% |
| 20260917 | $2.92 | $0.97 | 35.0% | 0% |
| 20260916 | $3.45 | $1.12 | 40.5% | 24% |
| 20260915 | $3.40 | $1.23 | 39.9% | 21% |
| 20260914 | $3.40 | $1.38 | 40.2% | 23% |
| 20260911 | $3.52 | $1.27 | 39.1% | 16% |
| 20260910 | $3.67 | $1.92 | 40.7% | 26% |
| 20260909 | $3.62 | $1.93 | 42.6% | 36% |
| 20260908 | $3.75 | $2.28 | 40.3% | 23% |
| 20260904 | $3.60 | $2.15 | 37.0% | 5% |
| 20260903 | $3.75 | $2.27 | 37.4% | 7% |
| 20260902 | $2.42 | $2.42 | 39.4% | 18% |
| 20260901 | $2.45 | $2.45 | 37.4% | 7% |
| 20260831 | $2.47 | $2.47 | 37.2% | 6% |
| 20260828 | $2.77 | $2.77 | 38.9% | 15% |
| 20260827 | $3.08 | $3.08 | 40.1% | 21% |
| 20260826 | $3.15 | $3.15 | 38.5% | 13% |
| 20260825 | $3.02 | $3.02 | 39.0% | 16% |
| 20260824 | $2.85 | $2.85 | 37.2% | 6% |
| 20260821 | $3.62 | $0.53 | 38.8% | 14% |
| 20260820 | $3.82 | $1.25 | 41.7% | 30% |
| 20260819 | $3.27 | $1.30 | 36.3% | 1% |
| 20260818 | $4.03 | $1.62 | 38.4% | 13% |
| 20260817 | $4.40 | $1.82 | 39.1% | 16% |
| 20260814 | $4.28 | $1.62 | 37.3% | 7% |
| 20260813 | $4.05 | $2.02 | 36.5% | 2% |
| 20260812 | $4.75 | $2.30 | 40.9% | 26% |
| 20260811 | $4.45 | $2.95 | 39.4% | 18% |
| 20260810 | $5.00 | $2.40 | 42.0% | 32% |
| 20260807 | — | — | 40.5% | 23% |
| 20260806 | $5.30 | $3.05 | 42.6% | 35% |
| 20260805 | $3.33 | $3.33 | 41.9% | 31% |
| 20260804 | $3.38 | $3.38 | 42.9% | 36% |
| 20260803 | $3.88 | $3.88 | 43.3% | 39% |
| 20260731 | $3.62 | $3.62 | 42.5% | 34% |
| 20260730 | $4.00 | $4.00 | 44.3% | 44% |
More on DRS
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.