ESCA · Expected Move

Escalade Inc

The expected move for ESCA 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).

ESCA straddle price & implied vol

60 sessions

Bars: 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 ESCA Expected Move
30-Day Straddle
$3.22
7-Day Straddle
$2.55
30-Day ATM IV
49.6%
IV Rank
30%
Implied one-standard-deviation move through the next 30 days. Compare to ESCA'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.
ESCA Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261111 $3.22 $2.55 49.6% 30%
20261110 $4.50 $4.05 44.2% 17%
20261109 $3.62 $2.92 52.6% 37%
20261106 $4.55 $3.10 71.1% 82%
20261105 $4.55 $2.72 50.0% 31%
20261104 $3.43 $3.43 54.0% 40%
20261103 $3.88 $3.88 61.6% 59%
20261102 $2.67 $2.67 69.8% 79%
20261030 $4.15 $4.15 51.3% 34%
20261029 $2.80 $2.80 45.2% 19%
20261028 $3.58 $3.58 57.7% 46%
20261027 $3.65 $3.65 57.5% 45%
20261026 $4.45 $4.45 51.1% 31%
20261023 $3.60 $3.60 57.7% 46%
20261022 $4.50 $4.50 69.0% 71%
20261021 $4.58 $4.58 70.5% 74%
20261020 $3.58 $3.58 70.1% 73%
20261019 $3.40 $3.40 55.2% 40%
20261016 $3.47 $1.92 69.6% 72%
20261015 $3.52 $2.67 66.7% 66%
20261014 $3.42 $2.60 46.3% 20%
20261013 $3.72 $1.93 78.6% 92%
20261012 $3.73 $2.80 42.9% 13%
20261009 $4.30 $2.68 59.1% 49%
20261008 $3.03 $1.60 61.3% 54%
20261007 $3.00 $1.85 57.9% 46%
20261006 $2.75 $3.00 64.6% 61%
20261005 $2.92 $1.93 59.0% 49%
20261002 $2.15 $2.15 55.0% 40%
20261001 $1.55 $1.55 60.3% 52%
20260930 $2.00 $2.00 59.0% 49%
20260929 $1.23 $1.23 54.1% 38%
20260928 $2.12 $2.12 53.6% 36%
20260925 $2.50 $2.50 57.2% 45%
20260924 $2.70 $2.70 60.8% 53%
20260923 $2.58 $2.58 69.5% 72%
20260922 $2.60 $2.60 57.4% 45%
20260921 $2.77 $2.77 50.9% 30%
20260918 $2.33 $1.50 48.8% 26%
20260917 $3.20 $0.77 57.5% 45%
20260916 $3.40 $0.60 64.6% 61%
20260915 $2.92 $0.65 50.2% 29%
20260914 $2.98 $0.80 55.6% 41%
20260911 $2.33 $0.80 59.2% 49%
20260910 $2.35 $0.80 48.2% 25%
20260909 $4.62 $0.80 61.6% 54%
20260908 $3.10 $0.88 49.6% 28%
20260904 $4.20 $2.52 62.6% 56%
20260903 $4.70 $0.98 53.4% 36%
20260902 $1.02 $1.02 73.7% 81%
20260901 $1.07 $1.07 38.3% 2%
20260831 $1.15 $1.15 37.2% 0%
20260828 $1.25 $1.25 53.8% 34%
20260827 $1.25 $1.25 41.2% 5%
20260826 $1.32 $1.32 51.0% 28%
20260825 $2.75 $2.75 49.1% 24%
20260824 $2.73 $2.73 55.0% 38%
20260821 $2.75 $2.83 60.7% 51%
20260820 $1.93 $2.10 42.1% 8%
20260819 $1.85 $2.52 45.7% 16%

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.