ESRT · Expected Move
EMPIRE STATE REALTY TRUST, INC.
The expected move for ESRT 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).
ESRT 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 ESRT Expected Move
30-Day Straddle
$0.62
7-Day Straddle
$0.62
30-Day ATM IV
78.7%
IV Rank
44%
Implied one-standard-deviation move through the next 30 days. Compare to ESRT'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.
ESRT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $0.62 | $0.62 | 78.7% | 44% |
| 20261023 | $0.50 | $0.50 | 82.2% | 47% |
| 20261022 | $0.70 | $0.70 | — | — |
| 20261021 | $0.85 | $0.85 | 42.4% | 18% |
| 20261020 | $0.62 | $0.62 | 56.6% | 28% |
| 20261019 | $0.62 | $0.62 | 52.3% | 25% |
| 20261016 | $0.85 | $5.38 | 44.9% | 19% |
| 20261015 | $0.68 | $0.42 | 52.8% | 25% |
| 20261014 | $0.62 | $0.42 | 48.3% | 22% |
| 20261013 | $0.60 | $0.70 | 46.2% | 20% |
| 20261012 | $0.90 | $0.50 | 70.7% | 38% |
| 20261009 | $0.67 | $0.68 | 74.3% | 41% |
| 20261008 | $0.95 | $0.58 | 72.0% | 39% |
| 20261007 | $0.93 | $0.73 | 110.9% | 68% |
| 20261006 | $1.20 | $0.85 | 91.8% | 54% |
| 20261005 | $1.30 | $2.15 | — | — |
| 20261002 | $0.85 | $0.85 | — | — |
| 20261001 | $1.20 | $1.20 | — | — |
| 20260930 | $3.08 | $3.08 | 43.4% | 18% |
| 20260929 | $1.02 | $1.02 | — | — |
| 20260928 | $3.33 | $3.33 | — | — |
| 20260925 | $3.40 | $3.40 | — | — |
| 20260924 | $2.83 | $2.83 | — | — |
| 20260923 | $1.07 | $1.07 | — | — |
| 20260922 | $0.90 | $0.90 | — | — |
| 20260921 | $1.15 | $1.15 | 101.1% | 61% |
| 20260918 | $1.20 | $3.00 | — | — |
| 20260917 | $8.35 | $8.28 | — | — |
| 20260916 | $2.15 | $10.62 | — | — |
| 20260915 | $1.12 | $0.85 | 31.4% | 10% |
| 20260914 | $1.15 | $0.72 | 53.3% | 26% |
| 20260911 | $1.12 | $0.97 | — | — |
| 20260910 | $0.97 | $1.93 | — | — |
| 20260909 | $1.12 | $2.12 | — | — |
| 20260908 | $0.80 | $0.53 | 56.7% | 28% |
| 20260904 | $8.20 | $0.57 | 62.7% | 33% |
| 20260903 | $2.58 | $0.70 | — | — |
| 20260902 | $0.50 | $0.50 | — | — |
| 20260901 | $0.60 | $0.60 | 72.4% | 40% |
| 20260831 | $0.50 | $0.50 | 57.0% | 28% |
| 20260828 | $1.55 | $1.55 | 18.3% | 0% |
| 20260827 | $0.30 | $0.30 | — | — |
| 20260826 | $0.38 | $0.38 | 45.4% | 4% |
| 20260825 | $0.45 | $0.45 | 45.9% | 4% |
| 20260824 | $0.47 | $0.47 | 44.0% | 3% |
| 20260821 | $0.62 | $0.75 | 56.2% | 13% |
| 20260820 | $1.62 | $0.60 | 46.6% | 5% |
| 20260819 | $0.53 | $0.57 | 51.8% | 10% |
| 20260818 | $0.65 | $1.82 | 58.2% | 15% |
| 20260817 | $0.88 | $0.78 | 69.3% | 25% |
| 20260814 | $0.80 | $2.33 | 76.8% | 31% |
| 20260813 | $0.68 | $2.50 | 82.3% | 36% |
| 20260812 | $0.75 | $2.02 | 93.2% | 46% |
| 20260811 | $0.77 | $0.88 | 75.1% | 30% |
| 20260810 | $1.02 | $0.72 | 78.2% | 33% |
| 20260806 | $1.10 | $0.98 | 81.4% | 36% |
| 20260805 | $2.80 | $2.80 | — | — |
| 20260804 | $0.42 | $0.42 | 41.3% | 0% |
| 20260803 | $0.68 | $0.68 | 58.5% | 15% |
| 20260731 | $0.70 | $0.70 | 59.8% | 17% |
More on ESRT
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.