EEX · Expected Move

Emerald Holding, Inc.

The expected move for EEX 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).

EEX 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 EEX Expected Move
30-Day Straddle
$0.05
7-Day Straddle
$0.05
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to EEX'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.
EEX Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20260713 $0.05 $0.05 — —
20260710 $4.80 $2.42 — —
20260709 $4.80 $2.42 — —
20260708 $4.80 $4.80 41.8% 6%
20260707 $2.42 $4.80 39.6% 6%
20260706 $4.80 $4.80 39.4% 6%
20260702 $4.80 $4.80 32.2% 4%
20260701 $4.80 $4.80 32.6% 4%
20260630 $1.05 $1.05 — —
20260629 $4.80 $4.80 29.3% 3%
20260626 $4.80 $4.80 27.7% 3%
20260625 $4.80 $4.80 27.0% 3%
20260624 $3.42 $3.42 — —
20260623 $4.80 $4.80 25.2% 2%
20260622 $3.42 $3.42 — —
20260618 $4.45 $0.05 23.9% 2%
20260617 $2.45 $2.42 — —
20260616 $3.42 $0.05 — —
20260615 $4.80 $4.80 25.4% 2%
20260613 $4.80 $4.80 — —
20260612 $4.80 $4.80 21.1% 1%
20260611 $4.80 $4.80 108.3% 23%
20260610 $4.80 $4.80 115.9% 24%
20260609 $2.50 $4.80 426.5% 100%
20260608 $4.80 $2.45 411.5% 100%
20260605 $4.80 $4.80 390.8% 100%
20260604 $4.80 $4.80 382.9% 100%
20260603 $4.80 $4.80 377.4% 100%
20260602 $4.82 $4.82 368.7% 100%
20260601 $4.80 $4.80 315.0% 100%
20260529 $4.80 $4.80 275.5% 88%
20260528 $4.80 $4.80 261.5% 83%
20260527 $2.48 $2.48 — —
20260526 $4.80 $4.80 230.8% 73%
20260522 $4.80 $4.80 152.7% 40%
20260521 $4.80 $4.80 125.1% 32%
20260520 $4.80 $4.80 17.8% 1%
20260519 $4.80 $4.80 17.5% 1%
20260518 $4.80 $4.80 17.3% 1%
20260515 $2.85 $4.80 — —
20260514 $2.45 $2.45 — —
20260513 $2.45 $4.80 — —
20260512 $4.80 $4.80 15.7% 0%
20260511 $0.20 $0.15 15.5% 0%
20260510 $1.40 $1.35 — —
20260508 $1.40 $1.35 190.0% 44%
20260507 $1.15 $1.20 179.9% 40%
20260506 $1.43 $1.40 163.3% 35%
20260505 $1.25 $1.40 155.8% 32%
20260504 $1.23 $1.38 153.8% 31%
20260502 $1.43 $1.43 — —
20260501 $1.43 $1.43 148.2% 29%
20260430 $1.07 $1.07 165.6% 35%
20260429 $1.43 $1.43 163.7% 35%
20260428 $1.48 $1.48 160.0% 33%
20260427 $1.45 $1.45 159.7% 33%
20260424 $1.52 $1.52 154.8% 32%
20260423 $1.35 $1.35 154.5% 32%
20260422 $1.57 $1.57 152.7% 31%
20260421 $1.60 $1.60 151.8% 31%

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.