ERO · Expected Move
Ero Copper Corp.
The expected move for ERO 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).
ERO 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 ERO Expected Move
30-Day Straddle
$4.90
7-Day Straddle
$2.85
30-Day ATM IV
60.8%
IV Rank
41%
Implied one-standard-deviation move through the next 30 days. Compare to ERO'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.
ERO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $4.90 | $2.85 | 60.8% | 41% |
| 20261106 | $4.95 | $3.10 | 64.4% | 60% |
| 20261105 | $4.97 | $3.15 | 65.9% | 68% |
| 20261104 | $3.25 | $3.25 | 59.7% | 35% |
| 20261103 | $3.33 | $3.33 | 61.2% | 43% |
| 20261102 | $3.55 | $3.55 | 64.2% | 58% |
| 20261030 | $3.65 | $3.65 | 67.5% | 76% |
| 20261029 | $3.98 | $3.98 | 61.9% | 46% |
| 20261028 | $4.22 | $4.22 | 62.7% | 51% |
| 20261027 | $5.33 | $5.33 | 66.8% | 72% |
| 20261026 | $4.30 | $4.30 | 64.0% | 57% |
| 20261023 | $3.92 | $3.92 | 59.3% | 33% |
| 20261022 | $4.60 | $4.60 | 67.5% | 76% |
| 20261021 | $4.55 | $4.55 | 62.5% | 50% |
| 20261020 | $4.38 | $4.38 | 57.3% | 23% |
| 20261019 | $4.80 | $4.80 | 58.1% | 27% |
| 20261016 | $5.30 | $0.83 | 62.9% | 52% |
| 20261015 | $5.67 | $1.12 | 65.1% | 63% |
| 20261014 | $5.33 | $1.52 | 59.9% | 36% |
| 20261013 | $5.58 | $2.27 | 58.4% | 28% |
| 20261012 | $6.50 | $2.95 | 61.5% | 44% |
| 20261009 | $6.58 | $3.03 | 60.6% | 39% |
| 20261008 | $6.10 | $2.67 | 61.7% | 45% |
| 20261007 | $6.43 | $3.08 | 62.0% | 47% |
| 20261006 | $7.05 | $3.55 | 63.3% | 54% |
| 20261005 | $6.75 | $3.50 | 59.9% | 36% |
| 20261002 | $4.17 | $4.17 | 62.0% | 47% |
| 20261001 | $3.47 | $3.47 | 60.4% | 38% |
| 20260930 | $4.22 | $4.22 | 63.8% | 56% |
| 20260929 | $4.38 | $4.38 | 63.4% | 54% |
| 20260928 | $4.60 | $4.60 | 62.7% | 51% |
| 20260925 | $4.85 | $4.85 | 60.4% | 38% |
| 20260924 | $4.60 | $4.60 | 60.7% | 40% |
| 20260923 | $4.58 | $4.58 | 61.1% | 42% |
| 20260922 | $5.03 | $5.03 | 62.9% | 51% |
| 20260921 | $4.33 | $4.33 | 60.6% | 39% |
| 20260918 | $4.70 | $0.88 | 60.2% | 37% |
| 20260917 | $4.78 | $1.75 | 59.8% | 36% |
| 20260916 | $5.03 | $2.38 | 62.8% | 51% |
| 20260915 | $5.40 | $3.20 | 64.1% | 58% |
| 20260914 | $5.22 | $2.50 | 63.0% | 52% |
| 20260911 | $5.43 | $2.30 | 61.5% | 44% |
| 20260910 | $5.47 | $2.58 | 62.8% | 51% |
| 20260909 | $6.35 | $3.50 | 63.1% | 52% |
| 20260908 | $6.85 | $3.70 | 66.2% | 69% |
| 20260904 | $5.60 | $3.00 | 58.7% | 29% |
| 20260903 | $5.75 | $3.42 | 59.8% | 35% |
| 20260902 | $3.48 | $3.48 | 60.0% | 36% |
| 20260901 | $3.70 | $3.70 | 60.9% | 41% |
| 20260831 | $4.38 | $4.38 | 61.1% | 42% |
| 20260828 | $4.38 | $4.38 | 58.2% | 27% |
| 20260827 | $4.55 | $4.55 | 58.9% | 31% |
| 20260826 | $4.75 | $4.75 | 60.0% | 36% |
| 20260825 | $5.10 | $5.10 | 61.6% | 45% |
| 20260824 | $5.12 | $5.12 | 60.2% | 37% |
| 20260821 | $5.10 | $1.30 | 57.7% | 25% |
| 20260820 | $4.55 | $1.45 | 55.6% | 13% |
| 20260819 | $4.35 | $1.45 | 53.6% | 3% |
| 20260818 | $4.53 | $2.25 | 54.1% | 5% |
| 20260817 | $4.47 | $1.95 | 54.4% | 7% |
More on ERO
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.