ESS · Expected Move
Essex Property Trust, Inc
The expected move for ESS 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).
ESS 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 ESS Expected Move
30-Day Straddle
$14.10
7-Day Straddle
$2.65
30-Day ATM IV
21.3%
IV Rank
56%
Implied one-standard-deviation move through the next 30 days. Compare to ESS'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.
ESS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $14.10 | $2.65 | 21.3% | 56% |
| 20261015 | $15.00 | $2.72 | 22.4% | 72% |
| 20261014 | $15.40 | $4.75 | 22.7% | 76% |
| 20261013 | $15.15 | $5.17 | 21.4% | 57% |
| 20261012 | $15.65 | $5.33 | 22.2% | 70% |
| 20261009 | $16.25 | $7.25 | 21.9% | 65% |
| 20261008 | $15.60 | $6.72 | 21.6% | 61% |
| 20261007 | $16.45 | $6.83 | 22.4% | 71% |
| 20261006 | $17.10 | $8.07 | 21.5% | 59% |
| 20261005 | $16.80 | $9.15 | 21.7% | 61% |
| 20261002 | $8.05 | $8.05 | 21.3% | 56% |
| 20261001 | $8.35 | $8.35 | 21.2% | 55% |
| 20260930 | $9.95 | $9.95 | 21.8% | 63% |
| 20260929 | $8.90 | $8.90 | 20.0% | 37% |
| 20260928 | $9.82 | $9.82 | 20.8% | 49% |
| 20260925 | $10.70 | $10.70 | 20.3% | 41% |
| 20260924 | $10.55 | $10.55 | 20.1% | 39% |
| 20260923 | $11.10 | $11.10 | 19.5% | 30% |
| 20260922 | $11.55 | $11.55 | 19.0% | 22% |
| 20260921 | $10.60 | $10.60 | 19.0% | 23% |
| 20260918 | $10.60 | $2.30 | 17.9% | 6% |
| 20260917 | $13.50 | $3.42 | 22.0% | 66% |
| 20260916 | $13.55 | $4.53 | 22.0% | 65% |
| 20260915 | $14.10 | $6.65 | 21.4% | 57% |
| 20260914 | $14.32 | $6.12 | 21.1% | 53% |
| 20260911 | $14.80 | $7.65 | 21.9% | 64% |
| 20260910 | $14.40 | $7.22 | 21.3% | 56% |
| 20260909 | $15.50 | $8.67 | 21.7% | 62% |
| 20260908 | $15.40 | $8.05 | 21.5% | 58% |
| 20260904 | $15.40 | $8.75 | 20.5% | 44% |
| 20260903 | $15.20 | $8.95 | 20.0% | 36% |
| 20260902 | $9.65 | $9.65 | 21.3% | 56% |
| 20260901 | $9.25 | $9.25 | 20.4% | 42% |
| 20260831 | $9.85 | $9.85 | 19.9% | 35% |
| 20260828 | $11.43 | $11.43 | 19.5% | 30% |
| 20260827 | $11.25 | $11.25 | 20.2% | 40% |
| 20260826 | $10.70 | $10.70 | 18.9% | 20% |
| 20260825 | $11.88 | $11.88 | 18.9% | 18% |
| 20260824 | $11.55 | $11.55 | 17.4% | 0% |
| 20260821 | $11.15 | $2.25 | 17.8% | 0% |
| 20260820 | $11.70 | $3.27 | 18.6% | 4% |
| 20260819 | $12.75 | $4.22 | 19.4% | 13% |
| 20260818 | $13.78 | $6.85 | 19.4% | 14% |
| 20260817 | $14.35 | $7.20 | 20.3% | 23% |
| 20260814 | $13.25 | $6.20 | 19.1% | 9% |
| 20260813 | $13.60 | $6.52 | 19.3% | 12% |
| 20260812 | $14.65 | $8.00 | 20.3% | 23% |
| 20260811 | $15.25 | $9.12 | 20.8% | 28% |
| 20260810 | $15.45 | $9.03 | 20.6% | 27% |
| 20260807 | — | — | 18.6% | 4% |
| 20260806 | $16.10 | $10.35 | 20.9% | 28% |
| 20260805 | $10.75 | $10.75 | 21.2% | 31% |
| 20260804 | $10.18 | $10.18 | 20.6% | 26% |
| 20260803 | $11.40 | $11.40 | 21.2% | 32% |
| 20260731 | $12.72 | $12.72 | 21.2% | 31% |
| 20260730 | $12.20 | $12.20 | 21.3% | 33% |
| 20260729 | $13.40 | $13.40 | 22.4% | 44% |
| 20260728 | $15.20 | $15.20 | 23.1% | 52% |
| 20260727 | $15.25 | $15.25 | 24.3% | 65% |
| 20260724 | $14.95 | $14.95 | 22.0% | 40% |
More on ESS
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.