EFXT · Expected Move

Enerflex Ltd.

The expected move for EFXT 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).

EFXT 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 EFXT Expected Move
30-Day Straddle
$3.70
7-Day Straddle
$3.70
30-Day ATM IV
76.2%
IV Rank
83%
Implied one-standard-deviation move through the next 30 days. Compare to EFXT'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.
EFXT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261027 $3.70 $3.70 76.2% 83%
20261026 $3.55 $3.55 71.7% 73%
20261023 $3.27 $3.27 65.2% 58%
20261022 $3.95 $3.95 68.9% 66%
20261021 $3.73 $3.73 65.4% 59%
20261020 $4.30 $4.30 70.1% 69%
20261019 $3.40 $3.40 61.8% 51%
20261016 $3.75 $0.85 60.9% 49%
20261015 $3.55 $1.25 57.9% 42%
20261014 $4.08 $2.10 65.7% 59%
20261013 $4.20 $3.20 56.3% 39%
20261012 $3.15 $1.77 47.6% 19%
20261009 $3.47 $1.70 56.8% 39%
20261008 $3.52 $2.35 55.4% 37%
20261007 $3.73 $2.15 55.6% 37%
20261006 $4.30 $1.67 51.8% 29%
20261005 $3.15 $1.75 45.8% 15%
20261002 $1.85 $1.85 56.7% 39%
20261001 $2.33 $2.33 53.9% 33%
20260930 $1.42 $1.42 44.8% 13%
20260929 $2.78 $2.78 59.7% 46%
20260928 $3.35 $3.35 50.4% 25%
20260925 $2.12 $2.12 45.0% 13%
20260924 $4.08 $4.08 48.0% 20%
20260923 $3.05 $3.05 61.1% 49%
20260922 $4.17 $4.17 68.2% 65%
20260921 $3.00 $3.00 52.9% 31%
20260918 $3.95 $0.82 41.8% 6%
20260917 $2.25 $1.10 44.3% 12%
20260916 $3.92 $2.50 84.0% 100%
20260915 $2.90 $2.23 40.8% 4%
20260914 $3.45 $3.55 43.5% 10%
20260911 $2.20 $1.27 39.0% 0%
20260910 $3.70 $2.95 53.3% 29%
20260909 $2.97 $1.83 52.5% 27%
20260908 $2.12 $1.77 42.6% 3%
20260904 $4.70 $1.65 73.8% 78%
20260903 $3.60 $2.67 53.2% 29%
20260902 $3.50 $3.50 60.0% 45%
20260901 $3.67 $3.67 46.9% 14%
20260831 $3.33 $3.33 47.1% 14%
20260828 $3.67 $3.67 74.2% 79%
20260827 $2.55 $2.55 75.1% 81%
20260826 $2.75 $2.75 65.1% 57%
20260825 $3.60 $3.60 59.7% 44%
20260824 $1.90 $1.90 47.2% 15%
20260821 $3.10 $0.77 45.3% 10%
20260820 $3.72 $0.98 58.1% 41%
20260819 $4.47 $1.15 63.0% 52%
20260818 $5.05 $1.08 64.5% 56%
20260817 $2.12 $0.78 45.5% 10%
20260814 $3.42 $1.65 55.2% 34%
20260813 $4.85 $1.88 54.9% 33%
20260812 $3.27 $1.73 63.5% 54%
20260811 $5.33 $1.73 61.6% 49%
20260810 $3.42 $2.70 52.0% 26%
20260807 — — 54.6% 32%
20260806 $3.70 $3.88 70.2% 70%
20260805 $4.90 $4.90 74.3% 79%
20260804 $4.45 $4.45 81.6% 97%

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.