EPR · Expected Move
EPR Properties
The expected move for EPR 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).
EPR 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 EPR Expected Move
30-Day Straddle
$3.52
7-Day Straddle
$0.60
30-Day ATM IV
24.8%
IV Rank
45%
Implied one-standard-deviation move through the next 30 days. Compare to EPR'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.
EPR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $3.52 | $0.60 | 24.8% | 45% |
| 20261015 | $3.25 | $0.62 | 23.5% | 36% |
| 20261014 | $2.77 | $0.90 | 20.3% | 12% |
| 20261013 | $3.15 | $0.82 | 22.6% | 29% |
| 20261012 | $3.55 | $1.05 | 24.4% | 43% |
| 20261009 | $3.05 | $1.30 | 20.9% | 16% |
| 20261008 | $3.73 | $1.57 | 24.9% | 46% |
| 20261007 | $3.60 | $1.62 | 24.8% | 46% |
| 20261006 | $4.20 | $1.67 | 26.4% | 58% |
| 20261005 | $3.65 | $1.57 | 22.3% | 27% |
| 20261002 | $2.33 | $2.33 | 22.8% | 30% |
| 20261001 | $1.77 | $1.77 | 24.1% | 41% |
| 20260930 | $2.10 | $2.10 | 21.9% | 24% |
| 20260929 | $2.90 | $2.90 | 24.5% | 43% |
| 20260928 | $2.77 | $2.77 | 24.4% | 43% |
| 20260925 | $2.97 | $2.97 | 23.8% | 38% |
| 20260924 | $2.45 | $2.45 | 22.6% | 29% |
| 20260923 | $3.17 | $3.17 | 24.1% | 40% |
| 20260922 | $3.23 | $3.23 | 22.9% | 31% |
| 20260921 | $3.95 | $3.95 | 25.6% | 52% |
| 20260918 | $3.28 | $2.00 | 23.2% | 33% |
| 20260917 | $3.62 | $2.35 | 23.9% | 39% |
| 20260916 | $3.55 | $2.20 | 23.4% | 35% |
| 20260915 | $3.12 | $1.57 | 22.5% | 28% |
| 20260914 | $3.20 | $1.68 | 22.4% | 27% |
| 20260911 | $3.10 | $1.45 | 31.9% | 100% |
| 20260910 | $3.62 | $1.25 | 23.7% | 64% |
| 20260909 | $3.15 | $1.73 | 21.3% | 30% |
| 20260908 | $3.35 | $1.80 | 22.0% | 31% |
| 20260904 | $2.97 | $2.08 | 19.2% | 4% |
| 20260903 | $3.40 | $1.85 | 20.7% | 18% |
| 20260902 | $2.38 | $2.38 | 22.2% | 34% |
| 20260901 | $2.20 | $2.20 | 21.5% | 27% |
| 20260831 | $2.17 | $2.17 | 18.8% | 0% |
| 20260828 | $2.20 | $2.20 | 20.6% | 12% |
| 20260827 | $2.35 | $2.35 | 20.5% | 11% |
| 20260826 | $2.38 | $2.38 | 20.9% | 16% |
| 20260825 | $2.60 | $2.60 | 21.6% | 22% |
| 20260824 | $2.53 | $2.53 | 20.3% | 9% |
| 20260821 | $3.20 | $0.48 | 23.5% | 43% |
| 20260820 | $2.98 | $1.73 | 21.0% | 16% |
| 20260819 | $3.00 | $1.57 | 21.6% | 23% |
| 20260818 | $2.95 | $1.18 | 20.9% | 16% |
| 20260817 | $3.08 | $1.40 | 21.2% | 12% |
| 20260814 | $3.03 | $2.15 | 20.6% | 8% |
| 20260813 | $3.83 | $2.68 | 22.0% | 17% |
| 20260812 | $3.62 | $1.97 | 23.0% | 24% |
| 20260811 | $3.38 | $2.12 | 22.7% | 22% |
| 20260810 | $4.08 | $2.58 | 25.7% | 42% |
| 20260807 | — | — | 22.3% | 19% |
| 20260806 | $3.27 | $2.42 | 19.9% | 3% |
| 20260805 | $3.10 | $3.10 | 23.2% | 26% |
| 20260804 | $2.80 | $2.80 | 23.3% | 26% |
| 20260803 | $2.83 | $2.83 | 22.7% | 22% |
| 20260731 | $3.40 | $3.40 | 21.6% | 14% |
| 20260730 | $3.48 | $3.48 | 24.9% | 36% |
| 20260729 | $3.73 | $3.73 | 24.6% | 34% |
| 20260728 | $3.20 | $3.20 | 23.0% | 24% |
| 20260727 | $3.20 | $3.20 | 22.1% | 18% |
| 20260724 | $3.62 | $3.62 | 23.6% | 28% |
More on EPR
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.