ESE · Expected Move
ESCO Technologies, Inc.
The expected move for ESE 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).
ESE 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 ESE Expected Move
30-Day Straddle
$24.35
7-Day Straddle
$18.20
30-Day ATM IV
40.1%
IV Rank
55%
Implied one-standard-deviation move through the next 30 days. Compare to ESE'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.
ESE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $24.35 | $18.20 | 40.1% | 55% |
| 20261106 | $24.45 | $18.25 | 41.8% | 65% |
| 20261105 | $24.65 | $19.50 | 42.3% | 68% |
| 20261104 | $19.10 | $19.10 | 42.0% | 67% |
| 20261103 | $20.70 | $20.70 | 42.3% | 68% |
| 20261102 | $20.80 | $20.80 | 43.5% | 75% |
| 20261030 | $21.35 | $21.35 | 42.6% | 70% |
| 20261029 | $21.10 | $21.10 | 40.1% | 55% |
| 20261028 | $21.00 | $21.00 | 41.6% | 64% |
| 20261027 | $21.70 | $21.70 | 42.1% | 69% |
| 20261026 | $21.25 | $21.25 | 41.1% | 64% |
| 20261023 | $21.65 | $21.65 | 41.2% | 65% |
| 20261022 | $22.75 | $22.75 | 41.9% | 69% |
| 20261021 | $22.80 | $22.80 | 39.8% | 57% |
| 20261020 | $23.70 | $23.70 | 40.8% | 62% |
| 20261019 | $23.90 | $23.90 | 40.1% | 58% |
| 20261016 | $24.20 | $4.90 | 39.3% | 54% |
| 20261015 | $25.30 | $5.75 | 39.5% | 55% |
| 20261014 | $26.00 | $6.58 | 39.2% | 53% |
| 20261013 | $26.95 | $6.67 | 40.2% | 59% |
| 20261012 | $26.65 | $8.32 | 39.0% | 52% |
| 20261009 | $26.90 | $8.53 | 37.7% | 45% |
| 20261008 | $27.05 | $10.25 | 37.6% | 44% |
| 20261007 | $27.20 | $10.05 | 37.2% | 42% |
| 20261006 | $28.40 | $10.60 | 36.4% | 38% |
| 20261005 | $29.10 | $11.80 | 36.4% | 37% |
| 20261002 | $13.68 | $13.68 | 35.4% | 32% |
| 20261001 | $13.45 | $13.45 | 36.7% | 39% |
| 20260930 | $14.70 | $14.70 | 36.4% | 38% |
| 20260929 | $15.60 | $15.60 | 36.2% | 36% |
| 20260928 | $16.20 | $16.20 | 36.2% | 37% |
| 20260925 | $16.15 | $16.15 | 34.5% | 27% |
| 20260924 | $16.55 | $16.55 | 34.3% | 26% |
| 20260923 | $17.95 | $17.95 | 34.7% | 28% |
| 20260922 | $16.95 | $16.95 | 33.8% | 23% |
| 20260921 | $18.05 | $18.05 | 34.1% | 25% |
| 20260918 | $19.30 | $7.60 | 31.8% | 12% |
| 20260917 | $19.60 | $5.10 | 33.6% | 22% |
| 20260916 | $19.80 | $7.33 | 33.4% | 21% |
| 20260915 | $20.50 | $7.92 | 34.0% | 24% |
| 20260914 | $20.95 | $8.90 | 33.0% | 18% |
| 20260911 | $22.30 | $9.97 | 33.5% | 21% |
| 20260910 | $22.80 | $11.30 | 33.6% | 22% |
| 20260909 | $24.25 | $11.70 | 35.1% | 30% |
| 20260908 | $24.25 | $12.12 | 34.2% | 25% |
| 20260904 | $24.60 | $13.25 | 32.1% | 14% |
| 20260903 | $25.10 | $14.15 | 32.0% | 13% |
| 20260902 | $14.40 | $14.40 | 32.7% | 17% |
| 20260901 | $15.30 | $15.30 | 33.3% | 20% |
| 20260831 | $15.10 | $15.10 | 32.6% | 16% |
| 20260828 | $16.05 | $16.05 | 31.1% | 7% |
| 20260827 | $17.05 | $17.05 | 31.9% | 12% |
| 20260826 | $18.05 | $18.05 | 32.4% | 15% |
| 20260825 | $18.20 | $18.20 | 32.4% | 15% |
| 20260824 | $19.45 | $19.45 | 33.4% | 20% |
| 20260821 | $20.30 | $5.85 | 32.0% | 13% |
| 20260820 | $21.05 | $7.70 | 32.4% | 15% |
| 20260819 | $21.10 | $5.95 | 31.7% | 11% |
| 20260818 | $23.15 | $8.20 | 32.2% | 14% |
| 20260817 | $23.65 | $9.45 | 32.2% | 14% |
More on ESE
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.