EME · Expected Move

EMCOR Group, Inc.

The expected move for EME 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).

EME 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 EME Expected Move
30-Day Straddle
$76.95
7-Day Straddle
$76.95
30-Day ATM IV
53.2%
IV Rank
78%
Implied one-standard-deviation move through the next 30 days. Compare to EME'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.
EME Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261027 $76.95 $76.95 53.2% 78%
20261026 $78.80 $78.80 53.8% 81%
20261023 $77.40 $77.40 53.1% 78%
20261022 $82.75 $82.75 55.4% 87%
20261021 $82.10 $82.10 51.5% 71%
20261020 $83.50 $83.50 51.1% 69%
20261019 $85.30 $85.30 50.1% 65%
20261016 $87.45 $4.78 49.2% 61%
20261015 $89.35 $14.95 48.6% 58%
20261014 $91.60 $21.95 48.3% 57%
20261013 $94.70 $22.70 47.4% 53%
20261012 $94.75 $24.80 46.8% 51%
20261009 $96.80 $28.55 44.6% 42%
20261008 $98.25 $30.75 45.0% 44%
20261007 $100.00 $31.95 44.6% 42%
20261006 $106.35 $35.85 44.3% 41%
20261005 $99.65 $36.45 43.6% 37%
20261002 $38.30 $38.30 41.6% 29%
20261001 $41.20 $41.20 41.1% 27%
20260930 $42.55 $42.55 40.9% 26%
20260929 $46.65 $46.65 41.8% 30%
20260928 $46.40 $46.40 40.5% 24%
20260925 $49.00 $49.00 38.4% 15%
20260924 $52.75 $52.75 39.5% 20%
20260923 $51.45 $51.45 38.1% 14%
20260922 $54.10 $54.10 37.9% 13%
20260921 $54.80 $54.80 37.3% 11%
20260918 $58.60 $6.62 35.5% 3%
20260917 $59.75 $14.00 36.4% 7%
20260916 $61.00 $18.20 36.1% 6%
20260915 $63.75 $20.45 37.0% 10%
20260914 $64.70 $25.30 36.6% 8%
20260911 $66.85 $29.00 34.7% 0%
20260910 $68.90 $32.90 36.7% 8%
20260909 $70.65 $35.25 36.7% 8%
20260908 $73.75 $39.45 37.2% 10%
20260904 $72.75 $39.30 34.9% 0%
20260903 $73.30 $40.10 35.6% 0%
20260902 $43.60 $43.60 35.9% 0%
20260901 $45.10 $45.10 36.3% 2%
20260831 $46.55 $46.55 36.2% 2%
20260828 $50.25 $50.25 36.4% 3%
20260827 $54.45 $54.45 36.2% 2%
20260826 $57.45 $57.45 37.7% 8%
20260825 $57.20 $57.20 38.2% 11%
20260824 $61.45 $61.45 38.1% 10%
20260821 $64.70 $7.93 37.5% 8%
20260820 $67.45 $14.40 38.0% 10%
20260819 $69.30 $22.55 37.5% 8%
20260818 $73.55 $26.05 38.3% 11%
20260817 $77.25 $30.20 37.8% 9%
20260814 $75.75 $34.60 36.6% 4%
20260813 $79.75 $39.40 38.4% 12%
20260812 $80.45 $41.85 38.0% 10%
20260811 $82.30 $43.45 39.1% 14%
20260810 $85.85 $48.60 40.5% 21%
20260807 — — 41.1% 24%
20260806 $98.75 $60.20 43.6% 35%
20260805 $61.60 $61.60 44.1% 37%
20260804 $65.75 $65.75 45.6% 43%

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.