ENB · Expected Move
Enbridge, Inc
The expected move for ENB 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).
ENB 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 ENB Expected Move
30-Day Straddle
$3.00
7-Day Straddle
$1.60
30-Day ATM IV
21.1%
IV Rank
46%
Implied one-standard-deviation move through the next 30 days. Compare to ENB'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.
ENB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261005 | $3.00 | $1.60 | 21.1% | 46% |
| 20261002 | $1.55 | $1.55 | 20.1% | 36% |
| 20261001 | $1.65 | $1.65 | 20.2% | 37% |
| 20260930 | $1.60 | $1.60 | 20.0% | 35% |
| 20260929 | $1.60 | $1.60 | 20.6% | 41% |
| 20260928 | $1.52 | $1.52 | 19.6% | 31% |
| 20260925 | $1.68 | $1.68 | 19.1% | 26% |
| 20260924 | $1.73 | $1.73 | 20.4% | 39% |
| 20260923 | $1.75 | $1.75 | 18.1% | 17% |
| 20260922 | $1.80 | $1.80 | 18.6% | 22% |
| 20260921 | $1.95 | $1.95 | 18.9% | 24% |
| 20260918 | $2.23 | $1.20 | 17.8% | 14% |
| 20260917 | $2.38 | $1.20 | 18.0% | 16% |
| 20260916 | $2.12 | $1.00 | 18.0% | 16% |
| 20260915 | $2.38 | $1.10 | 19.5% | 30% |
| 20260914 | $2.30 | $0.80 | 19.0% | 25% |
| 20260911 | $2.12 | $1.00 | 17.5% | 11% |
| 20260910 | $2.40 | $1.35 | 18.3% | 18% |
| 20260909 | $2.12 | $1.18 | 16.7% | 3% |
| 20260908 | $2.35 | $1.38 | 17.9% | 14% |
| 20260904 | $2.52 | $1.43 | 18.4% | 20% |
| 20260903 | $2.58 | $1.55 | 17.7% | 12% |
| 20260902 | $1.45 | $1.45 | 18.0% | 16% |
| 20260901 | $1.68 | $1.68 | 18.5% | 21% |
| 20260831 | $1.62 | $1.62 | 17.6% | 12% |
| 20260828 | $1.60 | $1.60 | 17.4% | 10% |
| 20260827 | $1.60 | $1.60 | 17.6% | 11% |
| 20260826 | $1.93 | $1.93 | 18.6% | 22% |
| 20260825 | $1.77 | $1.77 | 17.7% | 13% |
| 20260824 | $1.98 | $1.98 | 19.0% | 25% |
| 20260821 | $2.10 | $0.43 | 18.3% | 19% |
| 20260820 | $2.55 | $1.53 | 19.6% | 32% |
| 20260819 | $1.90 | $0.65 | 16.4% | 0% |
| 20260818 | $2.17 | $1.38 | 17.1% | 2% |
| 20260817 | $2.20 | $0.95 | 17.0% | 1% |
| 20260814 | $2.48 | $1.32 | 17.3% | 4% |
| 20260813 | $2.60 | $1.88 | 17.5% | 6% |
| 20260812 | $2.60 | $1.83 | 18.5% | 16% |
| 20260811 | $2.67 | $1.82 | 18.8% | 19% |
| 20260810 | $2.75 | $2.02 | 19.2% | 24% |
| 20260807 | — | — | 18.8% | 20% |
| 20260806 | $2.58 | $1.92 | 19.1% | 22% |
| 20260805 | $1.88 | $1.88 | 19.3% | 25% |
| 20260804 | $2.15 | $2.15 | 20.9% | 41% |
| 20260803 | $2.48 | $2.48 | 20.2% | 34% |
| 20260731 | $2.47 | $2.47 | 26.7% | 100% |
| 20260730 | $2.42 | $2.42 | 21.8% | 71% |
| 20260729 | $2.62 | $2.62 | 22.5% | 82% |
| 20260728 | $2.78 | $2.78 | 23.3% | 93% |
| 20260727 | $2.70 | $2.70 | 22.5% | 82% |
| 20260724 | $2.90 | $2.90 | 22.1% | 76% |
| 20260723 | $3.20 | $3.20 | 23.4% | 95% |
| 20260722 | $3.17 | $3.17 | 23.5% | 96% |
| 20260721 | $2.97 | $2.97 | 23.0% | 89% |
| 20260720 | $3.17 | $3.17 | 23.8% | 100% |
| 20260716 | $3.22 | $1.20 | 22.6% | 88% |
| 20260715 | $3.18 | $1.23 | 22.0% | 79% |
| 20260714 | $3.25 | $1.20 | 22.2% | 82% |
| 20260713 | $3.08 | $0.95 | 21.5% | 70% |
| 20260710 | $3.05 | $1.05 | 20.2% | 51% |
More on ENB
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.