EIG (Employers Holdings, Inc.)

Expected Move & Straddle Price History

The expected move for EIG 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).

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.

Current EIG Expected Move
30-Day Straddle
$5.50
7-Day Straddle
$5.50
Avg IV
0.8%
IV Rank
44%
Implied one-standard-deviation move through the next 30 days. Compare to EIG'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.
EIG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260925 $5.50 $5.50 0.8% 44%
20260924 $4.80 $4.80 0.5% 19%
20260923 $4.80 $4.80 0.7% 39%
20260922 $4.75 $4.75 0.8% 44%
20260921 $4.75 $4.75 0.7% 36%
20260918 $5.00 $5.00 0.6% 29%
20260917 $5.00 $5.00 0.7% 33%
20260916 $5.05 $5.00 0.5% 15%
20260915 $5.00 $5.00 0.7% 35%
20260914 $5.00 $5.00 0.7% 36%
20260911 $5.05 $5.00 0.6% 30%
20260910 $5.10 $5.00 0.6% 30%
20260909 $5.05 $5.00 0.5% 21%
20260908 $5.05 $5.00 0.7% 34%
20260904 $5.00 $5.00 0.6% 25%
20260903 $5.10 $5.05 0.6% 29%
20260902 $5.00 $5.00 0.6% 30%
20260901 $5.00 $5.00 0.6% 30%
20260831 $5.00 $5.00 0.6% 25%
20260828 $5.05 $5.05 0.5% 23%
20260827 $5.00 $5.00 0.5% 16%
20260826 $5.00 $5.00 0.5% 21%
20260825 $5.00 $5.00 0.6% 24%
20260824 $5.00 $5.00 0.6% 23%
20260821 $5.00 $5.00 0.6% 24%
20260820 $5.05 $5.00 0.5% 15%
20260819 $5.42 $5.00 0.5% 18%
20260818 $5.42 $5.05 0.5% 18%
20260817 $5.05 $5.05 0.5% 22%
20260814 $5.42 $5.00 0.4% 12%
20260813 $5.05 $5.00 0.4% 12%
20260812 $5.42 $5.00 0.5% 20%
20260811 $5.42 $5.00 0.5% 14%
20260810 $5.00 $5.00 0.5% 14%
20260806 $5.42 $5.22 0.5% 15%
20260805 $5.00 $5.00 0.6% 32%
20260804 $5.28 $5.28 0.6% 31%
20260803 $5.15 $5.15 0.5% 22%
20260731 $5.00 $5.00 0.5% 22%
20260730 $5.00 $5.00 0.7% 35%
20260729 $5.00 $5.00 0.6% 25%
20260728 $5.00 $5.00 0.6% 28%
20260727 $5.05 $5.05 0.7% 33%
20260724 $5.05 $5.05 0.6% 28%
20260723 $5.00 $5.00 0.5% 21%
20260722 $5.00 $5.00 0.6% 24%
20260721 $5.00 $5.00 0.5% 18%
20260720 $5.00 $5.00 0.6% 25%
20260716 $5.05 $5.00 0.5% 21%
20260715 $5.05 $5.00 0.5% 23%
20260714 $5.00 $5.00 0.5% 20%
20260713 $5.05 $5.00 0.5% 20%
20260710 $5.00 $5.00 0.5% 20%
20260709 $5.05 $5.00 0.5% 16%
20260708 $5.30 $5.05 0.6% 25%
20260707 $5.55 $5.05 0.5% 18%
20260706 $5.45 $3.85 0.5% 15%
20260702 $5.05 $5.05 1.1% 78%
20260701 $5.00 $5.00 1.2% 87%