EFSC · Expected Move
Enterprise Financial Services Corporation
The expected move for EFSC 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).
EFSC 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 EFSC Expected Move
30-Day Straddle
$5.20
7-Day Straddle
$4.90
30-Day ATM IV
34.5%
IV Rank
81%
Implied one-standard-deviation move through the next 30 days. Compare to EFSC'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.
EFSC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261014 | $5.20 | $4.90 | 34.5% | 81% |
| 20261013 | $5.30 | $4.90 | 34.1% | 79% |
| 20261012 | $5.25 | $4.90 | 31.4% | 63% |
| 20261009 | $5.30 | $4.97 | 33.7% | 77% |
| 20261008 | $5.25 | $4.90 | 33.4% | 75% |
| 20261007 | $5.70 | $5.05 | 35.8% | 89% |
| 20261006 | $5.60 | $3.75 | 35.7% | 89% |
| 20261005 | $5.60 | $4.97 | 35.3% | 86% |
| 20261002 | $4.90 | $4.90 | 33.2% | 74% |
| 20261001 | $5.03 | $5.03 | 33.5% | 76% |
| 20260930 | $5.07 | $5.07 | 37.0% | 96% |
| 20260929 | $5.05 | $5.05 | 33.3% | 75% |
| 20260928 | $5.00 | $5.00 | 32.9% | 72% |
| 20260925 | $4.95 | $4.95 | 31.9% | 66% |
| 20260924 | $4.85 | $4.85 | 20.8% | 0% |
| 20260923 | $4.80 | $4.80 | 22.7% | 10% |
| 20260922 | $4.95 | $4.95 | 28.9% | 48% |
| 20260921 | $5.30 | $5.30 | 28.7% | 46% |
| 20260918 | $5.30 | $4.95 | 24.7% | 22% |
| 20260917 | $5.90 | $5.20 | 27.7% | 40% |
| 20260916 | $4.75 | $4.03 | 28.7% | 46% |
| 20260915 | $5.20 | $4.80 | 33.1% | 73% |
| 20260914 | $5.45 | $4.95 | 34.1% | 79% |
| 20260911 | $5.35 | $4.95 | 32.8% | 71% |
| 20260910 | $5.35 | $5.00 | 32.0% | 66% |
| 20260909 | $5.38 | $5.05 | 30.7% | 58% |
| 20260908 | $5.25 | $4.75 | 29.9% | 54% |
| 20260904 | $4.95 | $4.82 | 28.7% | 46% |
| 20260903 | $5.10 | $4.85 | 25.9% | 29% |
| 20260902 | $5.15 | $5.15 | 31.5% | 63% |
| 20260901 | $5.45 | $5.45 | 31.2% | 61% |
| 20260831 | $5.30 | $5.30 | 31.6% | 64% |
| 20260828 | $5.12 | $5.12 | 30.4% | 57% |
| 20260827 | $5.57 | $5.57 | 34.3% | 80% |
| 20260826 | $5.42 | $5.42 | 34.2% | 79% |
| 20260825 | $5.10 | $5.10 | 30.4% | 55% |
| 20260824 | $5.32 | $5.32 | 33.8% | 74% |
| 20260821 | $5.28 | $4.80 | 33.4% | 59% |
| 20260820 | $5.20 | $4.38 | 28.5% | 36% |
| 20260819 | $4.92 | $4.80 | 31.9% | 51% |
| 20260818 | $5.28 | $3.52 | 33.9% | 61% |
| 20260817 | $5.47 | $4.92 | 33.4% | 59% |
| 20260814 | $5.92 | $5.00 | 33.6% | 59% |
| 20260813 | $5.80 | $5.15 | 32.8% | 56% |
| 20260812 | $5.35 | $4.97 | 29.0% | 38% |
| 20260811 | $4.90 | $4.95 | 28.8% | 37% |
| 20260810 | $5.55 | $4.92 | 32.7% | 55% |
| 20260807 | — | — | 29.5% | 39% |
| 20260806 | $6.30 | $5.30 | 30.7% | 44% |
| 20260805 | $5.35 | $5.35 | 31.0% | 45% |
| 20260804 | $5.85 | $5.85 | 27.5% | 29% |
| 20260803 | $5.45 | $5.45 | 30.6% | 44% |
| 20260731 | $5.10 | $5.10 | 30.0% | 41% |
| 20260730 | $5.00 | $5.00 | 27.9% | 31% |
| 20260729 | $5.15 | $5.15 | 28.0% | 32% |
| 20260728 | $5.15 | $5.15 | 26.5% | 25% |
| 20260727 | $4.95 | $4.95 | 25.1% | 19% |
| 20260724 | $4.95 | $4.95 | 33.2% | 55% |
| 20260723 | $4.95 | $4.95 | 30.9% | 45% |
| 20260722 | $4.60 | $4.60 | 30.7% | 44% |
More on EFSC
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.