EROC · Expected Move
ERock, Inc.
The expected move for EROC 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).
EROC 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 EROC Expected Move
30-Day Straddle
$2.25
7-Day Straddle
$2.25
30-Day ATM IV
108.7%
IV Rank
24%
Implied one-standard-deviation move through the next 30 days. Compare to EROC'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.
EROC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261027 | $2.25 | $2.25 | 108.7% | 24% |
| 20261026 | $2.12 | $2.12 | 115.0% | 27% |
| 20261023 | $1.88 | $1.88 | 103.9% | 21% |
| 20261022 | $1.92 | $1.92 | 99.8% | 18% |
| 20261021 | $2.20 | $2.20 | 96.6% | 17% |
| 20261020 | $2.02 | $2.02 | 92.7% | 14% |
| 20261019 | $2.23 | $2.23 | 90.4% | 13% |
| 20261016 | $2.30 | $0.83 | 94.1% | 15% |
| 20261015 | $2.25 | $0.65 | 90.6% | 13% |
| 20261014 | $2.45 | $0.68 | 97.4% | 17% |
| 20261013 | $2.95 | $1.15 | 91.8% | 14% |
| 20261012 | $2.88 | $1.18 | 93.2% | 15% |
| 20261009 | $2.97 | $1.30 | 90.7% | 13% |
| 20261008 | $3.20 | $1.30 | 93.4% | 15% |
| 20261007 | $3.35 | $1.52 | 93.3% | 15% |
| 20261006 | $3.50 | $1.85 | 90.6% | 13% |
| 20261005 | $3.23 | $1.52 | 87.8% | 12% |
| 20261002 | $1.68 | $1.68 | 91.8% | 14% |
| 20261001 | $1.73 | $1.73 | 93.6% | 15% |
| 20260930 | $1.73 | $1.73 | 92.0% | 14% |
| 20260929 | $1.85 | $1.85 | 93.0% | 15% |
| 20260928 | $1.98 | $1.98 | 94.6% | 16% |
| 20260925 | $2.23 | $2.23 | 96.1% | 16% |
| 20260924 | $2.27 | $2.27 | 90.9% | 13% |
| 20260923 | $2.23 | $2.23 | 89.6% | 13% |
| 20260922 | $2.30 | $2.30 | 89.7% | 13% |
| 20260921 | $2.35 | $2.35 | 84.8% | 10% |
| 20260918 | $2.45 | $0.60 | 85.5% | 10% |
| 20260917 | $2.30 | $0.80 | 79.9% | 7% |
| 20260916 | $2.78 | $1.20 | 98.2% | 18% |
| 20260915 | $2.42 | $1.25 | 89.4% | 12% |
| 20260914 | $2.72 | $1.45 | 84.5% | 10% |
| 20260911 | $2.67 | $1.15 | 85.8% | 10% |
| 20260910 | $2.83 | $1.33 | 95.2% | 16% |
| 20260909 | $2.73 | $1.38 | 84.6% | 10% |
| 20260908 | $2.92 | $2.08 | 91.4% | 14% |
| 20260904 | $2.25 | $1.50 | 69.4% | 1% |
| 20260903 | $2.42 | $1.80 | 81.5% | 8% |
| 20260902 | $1.43 | $1.43 | 77.1% | 5% |
| 20260901 | $1.88 | $1.88 | 79.3% | 7% |
| 20260831 | $1.82 | $1.82 | 67.7% | 0% |
| 20260828 | $1.90 | $1.90 | 82.1% | 3% |
| 20260827 | $2.08 | $2.08 | 76.4% | 0% |
| 20260826 | $2.12 | $2.12 | 88.0% | 6% |
| 20260825 | $2.25 | $2.25 | 91.8% | 8% |
| 20260824 | $2.33 | $2.33 | 83.2% | 3% |
| 20260821 | $2.72 | $1.00 | 83.0% | 3% |
| 20260820 | $2.40 | $1.20 | 83.1% | 3% |
| 20260819 | $2.65 | $1.27 | 78.8% | 0% |
| 20260818 | $2.85 | $1.05 | 81.3% | 0% |
| 20260817 | $3.58 | $1.50 | 87.1% | 1% |
| 20260814 | $3.60 | $1.70 | 84.8% | 0% |
| 20260813 | $3.35 | $1.80 | 87.2% | — |
| 20260812 | $3.75 | $2.27 | 94.3% | — |
| 20260811 | $2.75 | $2.58 | 109.7% | — |
| 20260810 | $3.35 | $2.15 | 123.7% | — |
| 20260807 | — | — | 148.3% | — |
| 20260806 | $3.70 | $3.83 | 141.3% | — |
| 20260805 | $2.70 | $2.70 | 122.6% | — |
| 20260804 | $2.90 | $2.90 | 126.0% | — |
More on EROC
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.