EAF · Expected Move

GrafTech International Ltd.

The expected move for EAF 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).

EAF straddle price & implied vol

60 sessions

Bars: 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 EAF Expected Move
30-Day Straddle
$2.03
7-Day Straddle
$2.03
30-Day ATM IV
112.2%
IV Rank
41%
Implied one-standard-deviation move through the next 30 days. Compare to EAF'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.
EAF Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261023 $2.03 $2.03 112.2% 41%
20261022 $1.88 $1.88 116.4% 49%
20261021 $1.92 $1.92 106.4% 29%
20261020 $1.52 $1.52 — —
20261019 $2.00 $2.00 124.3% 65%
20261016 $1.90 $0.65 111.5% 39%
20261015 $2.00 $1.12 113.4% 43%
20261014 $2.38 $0.85 115.8% 48%
20261013 $2.25 $0.95 109.1% 35%
20261012 $2.48 $1.15 118.1% 52%
20261009 $2.72 $1.23 111.9% 40%
20261008 $2.50 $1.27 — —
20261007 $2.92 $1.27 118.3% 53%
20261006 $2.85 $1.55 110.9% 38%
20261005 $3.10 $1.17 119.0% 54%
20261002 $1.55 $1.55 — —
20261001 $1.75 $1.75 106.3% 29%
20260930 $1.40 $1.40 113.7% 51%
20260929 $1.65 $1.65 125.0% 71%
20260928 $2.17 $2.17 114.0% 52%
20260925 $2.10 $2.10 104.7% 36%
20260924 $1.95 $1.95 104.5% 36%
20260923 $2.17 $2.17 103.2% 33%
20260922 $2.48 $2.48 113.7% 51%
20260921 $1.80 $1.80 103.6% 34%
20260918 $1.82 $0.55 101.7% 31%
20260917 $1.73 $0.75 96.7% 22%
20260916 $2.12 $1.15 115.9% 55%
20260915 $1.65 $0.68 98.7% 26%
20260914 $1.62 $1.10 97.4% 23%
20260911 $1.78 $0.90 97.3% 23%
20260910 $1.55 $1.02 101.4% 30%
20260909 $1.43 $0.95 94.8% 19%
20260908 $2.20 $1.00 126.0% 72%
20260904 $1.62 $1.08 111.5% 47%
20260903 $1.80 $1.42 109.3% 44%
20260902 $1.12 $1.12 95.9% 21%
20260901 $1.07 $1.07 97.6% 24%
20260831 $1.32 $1.32 104.0% 35%
20260828 $1.40 $1.40 97.4% 23%
20260827 $1.30 $1.30 92.4% 15%
20260826 $1.12 $1.12 91.7% 14%
20260825 $1.38 $1.38 104.5% 36%
20260824 $1.33 $1.33 94.3% 18%
20260821 $1.40 $0.28 92.8% 16%
20260820 $1.70 $0.82 109.6% 44%
20260819 $1.67 $0.68 105.2% 37%
20260818 $1.77 $0.82 109.3% 44%
20260817 $1.88 $1.15 116.4% 56%
20260814 $2.00 $1.12 108.0% 42%
20260813 $2.08 $1.12 107.0% 40%
20260812 $2.52 $1.27 126.1% 72%
20260811 $2.17 $1.15 106.9% 40%
20260810 $2.08 $1.23 103.4% 34%
20260807 — — 120.6% 63%
20260806 $2.83 $1.80 131.4% 82%
20260805 $1.38 $1.38 107.8% 41%
20260804 $1.50 $1.50 123.7% 68%
20260803 $1.30 $1.30 109.4% 44%
20260731 $1.38 $1.38 — —

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.