ESSA (ESSA Bancorp, Inc.)
Expected Move & Straddle Price History
The expected move for ESSA 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).
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.
Current ESSA Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
Avg IV
1.5%
IV Rank
46%
Implied one-standard-deviation move through the next 30 days. Compare to ESSA'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.
ESSA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20250725 | $0.00 | $0.00 | 1.5% | 46% |
| 20250724 | $0.00 | $0.00 | 1.5% | 44% |
| 20250723 | $4.85 | $4.85 | 1.4% | 42% |
| 20250722 | $4.90 | $4.90 | 0.9% | 18% |
| 20250721 | $4.90 | $4.90 | 1.0% | 21% |
| 20250718 | $4.90 | $4.80 | 1.7% | 54% |
| 20250717 | $4.90 | $4.90 | 1.5% | 45% |
| 20250716 | $4.90 | $4.90 | 1.6% | 50% |
| 20250715 | $4.90 | $4.95 | 1.7% | 55% |
| 20250714 | $4.90 | $4.85 | 0.6% | 2% |
| 20250711 | $4.90 | $4.90 | 1.2% | 30% |
| 20250710 | $4.90 | $4.90 | 1.2% | 33% |
| 20250709 | $4.90 | $4.85 | 1.0% | 23% |
| 20250708 | $4.90 | $4.85 | 1.3% | 37% |
| 20250707 | $4.90 | $4.90 | 1.1% | 26% |
| 20250703 | $4.90 | $4.90 | 0.6% | 3% |
| 20250702 | $4.90 | $4.90 | 1.5% | 48% |
| 20250701 | $4.60 | $4.60 | 1.6% | 49% |
| 20250630 | $4.60 | $4.60 | 2.6% | 100% |
| 20250627 | $4.95 | $4.95 | 0.7% | 9% |
| 20250626 | $4.90 | $4.90 | 1.1% | 32% |
| 20250625 | $4.85 | $4.85 | 1.3% | 41% |
| 20250624 | $5.00 | $5.00 | 1.2% | 35% |
| 20250623 | $4.80 | $4.80 | 1.2% | 33% |
| 20250620 | $4.75 | $3.58 | 1.0% | 25% |
| 20250618 | $4.80 | $3.95 | 0.8% | 16% |
| 20250617 | $4.75 | $4.40 | 1.3% | 40% |
| 20250616 | $4.80 | $3.95 | 1.1% | 30% |
| 20250613 | $4.80 | $4.00 | 1.0% | 22% |
| 20250612 | $4.90 | $3.85 | 0.7% | 9% |
| 20250611 | $4.90 | $3.45 | 0.7% | 10% |
| 20250610 | $4.90 | $3.62 | 0.7% | 6% |
| 20250609 | $4.80 | $3.80 | 0.7% | 6% |
| 20250606 | $4.85 | $4.15 | 0.7% | 8% |
| 20250605 | $4.85 | $4.15 | 0.7% | 7% |
| 20250604 | $4.00 | $4.00 | 2.4% | 100% |
| 20250603 | $3.65 | $3.65 | 1.3% | 46% |
| 20250530 | $4.10 | $4.10 | 1.8% | 71% |
| 20250529 | $3.85 | $3.85 | 2.2% | 97% |
| 20250528 | $3.85 | $3.85 | 1.9% | 78% |
| 20250527 | $4.05 | $4.05 | 1.7% | 69% |
| 20250523 | $4.75 | $4.75 | 2.0% | 84% |
| 20250522 | $4.75 | $4.75 | 1.6% | 60% |
| 20250521 | $4.40 | $4.40 | 1.7% | 70% |
| 20250520 | $4.90 | $4.90 | 1.3% | 47% |
| 20250519 | $4.90 | $4.90 | 0.7% | 10% |
| 20250516 | $4.90 | $2.12 | 1.0% | 26% |
| 20250515 | $4.10 | $2.60 | 1.4% | 52% |
| 20250514 | $4.85 | $2.95 | 1.7% | 66% |
| 20250513 | $4.25 | $3.85 | 1.2% | 37% |
| 20250512 | $4.90 | $3.90 | 1.5% | 55% |
| 20250509 | $4.90 | $4.25 | 1.3% | 45% |
| 20250508 | $4.90 | $2.80 | 1.0% | 29% |
| 20250507 | $3.65 | $2.92 | 1.3% | 44% |
| 20250506 | $4.65 | $1.35 | 1.0% | 25% |
| 20250505 | $4.95 | $3.40 | 0.6% | 0% |
| 20250502 | $2.88 | $2.88 | 1.3% | 44% |
| 20250501 | $4.05 | $4.05 | 0.9% | 21% |
| 20250430 | $4.45 | $4.45 | 0.9% | 18% |
| 20250429 | $4.55 | $4.55 | 0.7% | 8% |