EDU · Expected Move

New Oriental Education and Technology Group, Inc. American Depositary Shares (each representing ten (10) Common Shares)

The expected move for EDU 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).

EDU 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 EDU Expected Move
30-Day Straddle
$6.38
7-Day Straddle
$6.38
30-Day ATM IV
47.6%
IV Rank
81%
Implied one-standard-deviation move through the next 30 days. Compare to EDU'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.
EDU Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $6.38 $6.38 47.6% 81%
20261021 $6.62 $6.62 48.2% 84%
20261020 $6.38 $6.38 43.8% 64%
20261019 $6.35 $6.35 44.2% 66%
20261016 $6.15 $1.15 40.5% 50%
20261015 $6.80 $1.38 45.0% 70%
20261014 $6.40 $2.48 45.9% 74%
20261013 $6.12 $2.67 38.6% 42%
20261012 $6.38 $2.75 41.5% 54%
20261009 $6.60 $3.33 41.6% 55%
20261008 $6.88 $3.70 42.5% 59%
20261007 $6.82 $3.18 41.6% 55%
20261006 $7.00 $3.12 42.5% 59%
20261005 $7.47 $3.08 44.7% 68%
20261002 $2.77 $2.77 42.6% 59%
20261001 $3.25 $3.25 40.8% 51%
20260930 $2.92 $2.92 40.7% 51%
20260929 $3.70 $3.70 42.9% 61%
20260928 $3.82 $3.82 40.9% 52%
20260925 $4.00 $4.00 39.7% 47%
20260924 $4.62 $4.62 40.8% 51%
20260923 $4.15 $4.15 41.1% 52%
20260922 $4.00 $4.00 38.2% 40%
20260921 $3.62 $3.62 36.9% 34%
20260918 $3.65 $1.62 29.1% 0%
20260917 $4.53 $1.25 35.6% 18%
20260916 $4.12 $2.50 32.0% 0%
20260915 $4.65 $2.77 32.3% 2%
20260914 $4.80 $2.17 35.6% 18%
20260911 $4.47 $2.20 33.0% 5%
20260910 $4.95 $2.17 35.8% 19%
20260909 $4.95 $2.55 35.5% 18%
20260908 $5.85 $3.92 37.7% 29%
20260904 $5.55 $2.55 33.2% 6%
20260903 $5.10 $3.17 32.0% 0%
20260902 $4.05 $4.05 35.4% 11%
20260901 $3.58 $3.58 33.9% 3%
20260831 $3.98 $3.98 33.9% 3%
20260828 $3.95 $3.95 34.2% 4%
20260827 $3.80 $3.80 34.8% 8%
20260826 $4.12 $4.12 35.2% 10%
20260825 $3.80 $3.80 33.3% 0%
20260824 $4.42 $4.42 36.7% 16%
20260821 $4.50 $1.05 36.3% 14%
20260820 $4.43 $1.67 36.5% 15%
20260819 $6.05 $2.52 42.8% 47%
20260818 $4.30 $2.65 33.4% 0%
20260817 $5.03 $2.85 38.4% 22%
20260814 $5.15 $3.27 39.6% 28%
20260813 $5.50 $3.20 36.1% 11%
20260812 $5.17 $3.32 39.7% 29%
20260811 $5.20 $2.95 36.6% 13%
20260810 $6.05 $3.90 37.8% 19%
20260807 — — 34.0% 0%
20260806 $5.82 $3.92 38.3% 11%
20260805 $4.47 $4.47 37.5% 7%
20260804 $4.03 $4.03 36.3% 0%
20260803 $3.98 $3.98 37.3% 6%
20260731 $4.38 $4.38 39.8% 20%
20260730 $4.83 $4.83 39.5% 18%

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.