EGP · Expected Move
EastGroup Properties Inc.
The expected move for EGP 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).
EGP 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 EGP Expected Move
30-Day Straddle
$11.10
7-Day Straddle
$2.77
30-Day ATM IV
21.6%
IV Rank
90%
Implied one-standard-deviation move through the next 30 days. Compare to EGP'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.
EGP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $11.10 | $2.77 | 21.6% | 90% |
| 20261015 | $10.20 | $3.38 | 21.1% | 81% |
| 20261014 | $10.05 | $3.88 | 20.2% | 64% |
| 20261013 | $10.30 | $4.65 | 19.9% | 58% |
| 20261012 | $10.65 | $4.55 | 19.8% | 57% |
| 20261009 | $10.75 | $4.72 | 19.9% | 59% |
| 20261008 | $10.50 | $4.28 | 19.7% | 54% |
| 20261007 | $10.95 | $5.53 | 20.9% | 78% |
| 20261006 | $11.15 | $5.12 | 20.5% | 71% |
| 20261005 | $10.97 | $6.60 | 20.0% | 61% |
| 20261002 | $5.42 | $5.42 | 19.2% | 46% |
| 20261001 | $5.58 | $5.58 | 19.1% | 43% |
| 20260930 | $6.92 | $6.92 | 19.0% | 42% |
| 20260929 | $5.97 | $5.97 | 18.6% | 33% |
| 20260928 | $6.45 | $6.45 | 19.0% | 41% |
| 20260925 | $7.08 | $7.08 | 19.0% | 41% |
| 20260924 | $7.62 | $7.62 | 19.4% | 48% |
| 20260923 | $7.45 | $7.45 | 18.9% | 39% |
| 20260922 | $6.70 | $6.70 | 16.8% | 0% |
| 20260921 | $8.30 | $8.30 | 19.4% | 42% |
| 20260918 | $7.42 | $3.42 | 17.4% | 0% |
| 20260917 | $8.10 | $3.65 | 17.9% | 0% |
| 20260916 | $9.10 | $4.97 | 19.3% | 33% |
| 20260915 | $8.78 | $4.05 | 18.6% | 15% |
| 20260914 | $9.32 | $4.90 | 19.3% | 31% |
| 20260911 | $9.28 | $5.22 | 18.8% | 19% |
| 20260910 | $9.43 | $5.30 | 19.2% | 29% |
| 20260909 | $9.93 | $6.18 | 19.2% | 30% |
| 20260908 | $10.25 | $5.50 | 20.1% | 46% |
| 20260904 | $10.12 | $5.75 | 18.9% | 19% |
| 20260903 | $10.20 | $5.82 | 18.5% | 11% |
| 20260902 | $7.10 | $7.10 | 19.8% | 40% |
| 20260901 | $6.67 | $6.67 | 19.0% | 22% |
| 20260831 | $7.12 | $7.12 | 20.1% | 48% |
| 20260828 | $7.03 | $7.03 | 19.1% | 24% |
| 20260827 | $6.72 | $6.72 | 18.8% | 16% |
| 20260826 | $7.25 | $7.25 | 18.3% | 5% |
| 20260825 | $8.75 | $8.75 | 19.7% | 33% |
| 20260824 | $8.68 | $8.68 | 19.4% | 27% |
| 20260821 | $8.95 | $3.47 | 20.0% | 39% |
| 20260820 | $8.73 | $4.53 | 19.0% | 18% |
| 20260819 | $8.88 | $4.68 | 18.8% | 13% |
| 20260818 | $9.48 | $4.35 | 19.6% | 28% |
| 20260817 | $9.10 | $5.48 | 18.1% | 2% |
| 20260814 | $10.20 | $5.73 | 19.5% | 24% |
| 20260813 | $10.53 | $7.20 | 20.1% | 31% |
| 20260812 | $10.72 | $6.20 | 19.6% | 24% |
| 20260811 | $10.45 | $5.95 | 19.8% | 27% |
| 20260810 | $10.82 | $6.20 | 20.2% | 34% |
| 20260807 | — | — | 20.5% | 34% |
| 20260806 | $12.50 | $8.45 | 22.1% | 57% |
| 20260805 | $8.45 | $8.45 | 21.1% | 44% |
| 20260804 | $9.53 | $9.53 | 21.3% | 47% |
| 20260803 | $7.72 | $7.72 | 20.7% | 38% |
| 20260731 | $7.65 | $7.65 | 18.9% | 12% |
| 20260730 | $8.53 | $8.53 | 21.0% | 42% |
| 20260729 | $9.03 | $9.03 | 20.9% | 40% |
| 20260728 | $8.70 | $8.70 | 20.5% | 34% |
| 20260727 | $9.55 | $9.55 | 21.1% | 44% |
| 20260724 | $10.57 | $10.57 | 20.6% | 37% |
More on EGP
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.