ESGR · Expected Move
Enstar Group
The expected move for ESGR 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).
ESGR 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 ESGR Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
4.7%
IV Rank
1%
Implied one-standard-deviation move through the next 30 days. Compare to ESGR'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.
ESGR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20250703 | $0.00 | $0.00 | 4.7% | 1% |
| 20250702 | $0.00 | $0.00 | 4.7% | 2% |
| 20250701 | $5.17 | $5.17 | 4.9% | 3% |
| 20250630 | $5.28 | $5.28 | 6.0% | 17% |
| 20250627 | $5.80 | $5.80 | 5.2% | 7% |
| 20250626 | $5.35 | $5.35 | 5.5% | 11% |
| 20250625 | $5.80 | $5.80 | 5.4% | 9% |
| 20250624 | $10.05 | $10.05 | 6.7% | 26% |
| 20250623 | $5.80 | $5.80 | 5.0% | 5% |
| 20250620 | $10.03 | $5.15 | 6.0% | 17% |
| 20250618 | $5.78 | $6.08 | 5.9% | 16% |
| 20250617 | $5.30 | $6.10 | 5.2% | 8% |
| 20250616 | $5.30 | $6.12 | 5.2% | 7% |
| 20250613 | $7.43 | $5.75 | 7.0% | 30% |
| 20250612 | $5.28 | $6.33 | 5.6% | 12% |
| 20250611 | $7.43 | $5.15 | 5.5% | 11% |
| 20250610 | $7.43 | $6.05 | 6.3% | 21% |
| 20250609 | $3.27 | $7.43 | 6.1% | 18% |
| 20250606 | $5.77 | $7.50 | 5.2% | 7% |
| 20250605 | $7.43 | $7.45 | 5.7% | 13% |
| 20250604 | $5.17 | $5.17 | 5.9% | 15% |
| 20250603 | $7.43 | $7.43 | 6.0% | 17% |
| 20250530 | $7.45 | $7.45 | 5.2% | 7% |
| 20250529 | $5.17 | $5.17 | 4.6% | 0% |
| 20250528 | $9.03 | $9.03 | 5.3% | 8% |
| 20250527 | $7.30 | $7.30 | 5.4% | 9% |
| 20250523 | $6.38 | $6.38 | 4.8% | 2% |
| 20250522 | $5.50 | $5.50 | 4.7% | 0% |
| 20250521 | $5.17 | $5.17 | 5.0% | 2% |
| 20250520 | $5.17 | $5.17 | 4.8% | 0% |
| 20250519 | $9.47 | $9.47 | 5.0% | 0% |
| 20250516 | $4.88 | $5.53 | 5.7% | 9% |
| 20250515 | $7.45 | $7.45 | 8.7% | 47% |
| 20250514 | $5.73 | $5.92 | 10.5% | 71% |
| 20250513 | $6.32 | $7.20 | 5.4% | 5% |
| 20250512 | $5.27 | $5.15 | 5.6% | 7% |
| 20250509 | $4.78 | $5.88 | 5.5% | 6% |
| 20250508 | $4.97 | $8.53 | 5.8% | 10% |
| 20250507 | $5.03 | $5.92 | 5.6% | 7% |
| 20250506 | $6.25 | $7.43 | 5.9% | 11% |
| 20250505 | $6.35 | $7.43 | 6.0% | 12% |
| 20250502 | $5.67 | $5.67 | 6.2% | 14% |
| 20250501 | $5.12 | $5.12 | 8.0% | 37% |
| 20250430 | $5.15 | $5.15 | 6.7% | 21% |
| 20250429 | $5.88 | $5.88 | 7.8% | 33% |
| 20250428 | $6.43 | $6.43 | 6.3% | 15% |
| 20250425 | $6.43 | $6.43 | 5.9% | 10% |
| 20250424 | $5.90 | $5.90 | 8.5% | 43% |
| 20250423 | $4.40 | $4.40 | 7.3% | 27% |
| 20250422 | $0.00 | $0.00 | 6.2% | 15% |
| 20250421 | $5.95 | $5.95 | 6.3% | 16% |
| 20250417 | $7.65 | $7.43 | 5.6% | 6% |
| 20250415 | $7.20 | $7.43 | 6.3% | 15% |
| 20250414 | $7.23 | $7.43 | 5.1% | 0% |
| 20250411 | $5.47 | $4.22 | 7.1% | 22% |
| 20250410 | $5.47 | $4.25 | 8.2% | 35% |
| 20250409 | $5.50 | $4.22 | 8.3% | 37% |
| 20250408 | $5.50 | $4.22 | 6.4% | 12% |
| 20250407 | $5.50 | $3.65 | 7.0% | 18% |
| 20250404 | $5.50 | $4.28 | 6.9% | 16% |
More on ESGR
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.