ENGN · Expected Move
enGene Therapeutics Inc. Common Stock
The expected move for ENGN 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).
ENGN straddle price & implied vol
52 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 ENGN Expected Move
30-Day Straddle
$4.20
7-Day Straddle
$4.20
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to ENGN'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.
ENGN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $4.20 | $4.20 | — | — |
| 20261021 | $4.65 | $4.65 | — | — |
| 20261020 | $0.68 | $0.68 | 549.9% | 100% |
| 20261019 | $4.65 | $4.65 | 118.9% | 11% |
| 20261016 | $1.00 | $0.88 | 530.7% | 100% |
| 20261015 | $2.15 | $3.02 | — | — |
| 20261014 | $4.65 | $4.65 | — | — |
| 20261013 | $4.65 | $3.33 | 514.0% | 100% |
| 20261012 | $4.65 | $4.60 | 479.7% | 100% |
| 20261009 | $0.75 | $1.18 | — | — |
| 20261008 | $0.60 | $2.05 | — | — |
| 20261007 | $1.80 | $2.60 | — | — |
| 20261006 | $3.00 | $2.92 | — | — |
| 20261005 | $2.92 | $3.50 | — | — |
| 20261002 | $1.48 | $1.48 | 149.2% | 87% |
| 20261001 | $3.45 | $3.45 | — | — |
| 20260930 | $1.50 | $1.50 | 145.4% | 83% |
| 20260929 | $2.05 | $2.05 | — | — |
| 20260928 | $3.85 | $3.85 | 151.8% | — |
| 20260925 | $3.50 | $3.50 | 156.4% | — |
| 20260924 | $2.62 | $2.62 | 155.8% | — |
| 20260923 | $2.55 | $2.55 | — | — |
| 20260922 | $0.40 | $0.40 | 120.0% | — |
| 20260921 | $0.42 | $0.42 | 158.8% | — |
| 20260918 | $2.67 | $4.08 | — | — |
| 20260917 | $1.18 | $4.08 | — | — |
| 20260916 | $0.28 | $0.17 | 98.9% | — |
| 20260915 | $4.75 | $0.28 | 97.2% | — |
| 20260914 | $2.60 | $2.73 | — | — |
| 20260911 | $0.60 | $0.33 | 159.1% | — |
| 20260910 | $3.50 | $0.30 | — | — |
| 20260909 | $0.38 | $0.35 | 103.6% | — |
| 20260908 | $0.38 | $0.35 | 102.9% | — |
| 20260904 | $3.50 | $2.70 | — | — |
| 20260903 | $1.18 | $2.70 | — | — |
| 20260902 | $0.38 | $0.38 | — | — |
| 20260901 | $0.45 | $0.45 | 90.1% | — |
| 20260831 | $0.45 | $0.45 | 89.1% | — |
| 20260828 | $2.75 | $2.75 | — | — |
| 20260827 | $0.38 | $0.38 | 85.5% | — |
| 20260826 | $0.40 | $0.40 | 84.7% | — |
| 20260825 | $2.70 | $2.70 | 97.1% | — |
| 20260824 | $0.35 | $0.35 | — | — |
| 20260821 | $0.28 | $2.67 | — | — |
| 20260820 | $2.58 | $2.67 | — | — |
| 20260819 | $0.28 | $2.67 | — | — |
| 20260818 | $0.40 | $2.67 | 123.3% | — |
| 20260817 | $0.35 | $2.67 | — | — |
| 20260814 | $0.35 | $2.67 | 119.6% | — |
| 20260813 | $0.38 | $2.67 | — | — |
| 20260812 | $2.73 | $0.33 | 160.7% | — |
| 20260811 | $0.38 | $2.67 | 70.1% | — |
More on ENGN
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.