ETN · Expected Move
Eaton Corporation, plc Ordinary Shares
The expected move for ETN 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).
ETN 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 ETN Expected Move
30-Day Straddle
$37.50
7-Day Straddle
$23.75
30-Day ATM IV
45.8%
IV Rank
56%
Implied one-standard-deviation move through the next 30 days. Compare to ETN'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.
ETN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261110 | $37.50 | $23.75 | 45.8% | 56% |
| 20261109 | $39.15 | $17.65 | 46.1% | 57% |
| 20261106 | $38.30 | $22.25 | 50.4% | 77% |
| 20261105 | $40.95 | $26.15 | 55.4% | 100% |
| 20261104 | $39.30 | $25.25 | 48.6% | 77% |
| 20261103 | $39.30 | $25.60 | 43.3% | 49% |
| 20261102 | $41.90 | $24.70 | 49.3% | 80% |
| 20261030 | $39.55 | $27.60 | 47.8% | 72% |
| 20261029 | $38.45 | $27.50 | 43.1% | 49% |
| 20261028 | $39.45 | $29.45 | 43.9% | 52% |
| 20261027 | $39.70 | $29.50 | 44.8% | 57% |
| 20261026 | $40.25 | $18.10 | 46.5% | 66% |
| 20261023 | $40.50 | $21.45 | 49.1% | 79% |
| 20261022 | $43.50 | $22.85 | 51.9% | 93% |
| 20261021 | $38.70 | $22.35 | 43.1% | 48% |
| 20261020 | $39.45 | $23.75 | 44.8% | 57% |
| 20261019 | $40.40 | $14.00 | 44.1% | 54% |
| 20261016 | $39.20 | $18.30 | 45.5% | 61% |
| 20261015 | $41.10 | $19.85 | 45.1% | 59% |
| 20261014 | $45.75 | $24.90 | 48.9% | 78% |
| 20261013 | $42.40 | $21.60 | 42.6% | 46% |
| 20261012 | $40.90 | $14.70 | 41.2% | 39% |
| 20261009 | $38.95 | $17.65 | 40.8% | 37% |
| 20261008 | $40.90 | $20.10 | 42.9% | 47% |
| 20261007 | $40.75 | $19.75 | 41.3% | 39% |
| 20261006 | $41.65 | $21.65 | 40.3% | 34% |
| 20261005 | $40.70 | $14.20 | 39.4% | 29% |
| 20261002 | $35.80 | $16.25 | 38.1% | 23% |
| 20261001 | $37.65 | $18.10 | 38.9% | 27% |
| 20260930 | $38.25 | $19.35 | 39.0% | 28% |
| 20260929 | $39.90 | $21.30 | 39.2% | 29% |
| 20260928 | $39.45 | $14.65 | 38.2% | 24% |
| 20260925 | $34.75 | $16.20 | 36.6% | 15% |
| 20260924 | $36.45 | $18.70 | 37.4% | 20% |
| 20260923 | $38.10 | $21.25 | 37.8% | 21% |
| 20260922 | $38.40 | $20.85 | 37.3% | 19% |
| 20260921 | $38.45 | $15.30 | 37.7% | 21% |
| 20260918 | $35.45 | $18.35 | 37.6% | 20% |
| 20260917 | $35.30 | $19.15 | 38.6% | 25% |
| 20260916 | $37.35 | $21.15 | 41.0% | 38% |
| 20260915 | $34.75 | $21.70 | 38.1% | 23% |
| 20260914 | $37.25 | $14.55 | 39.6% | 30% |
| 20260911 | $35.35 | $16.40 | 37.7% | 21% |
| 20260910 | $34.85 | $18.25 | 37.9% | 22% |
| 20260909 | $36.15 | $19.70 | 38.2% | 24% |
| 20260908 | $38.10 | $22.10 | 38.8% | 27% |
| 20260904 | $33.20 | $15.45 | 36.6% | 15% |
| 20260903 | $32.55 | $15.85 | 36.2% | 13% |
| 20260902 | $31.35 | $17.40 | 35.1% | 7% |
| 20260901 | $33.50 | $19.35 | 37.1% | 18% |
| 20260831 | $34.20 | $12.65 | 35.8% | 11% |
| 20260828 | $32.10 | $15.45 | 35.8% | 11% |
| 20260827 | $34.65 | $17.40 | 37.0% | 17% |
| 20260826 | $35.70 | $20.30 | 37.3% | 19% |
| 20260825 | $35.55 | $21.35 | 37.4% | 19% |
| 20260824 | $35.60 | $14.45 | 36.9% | 17% |
| 20260821 | $32.90 | $16.30 | 35.7% | 11% |
| 20260820 | $33.75 | $18.65 | 35.9% | 11% |
| 20260819 | $34.90 | $19.10 | 35.5% | 10% |
| 20260818 | $36.85 | $21.15 | 36.8% | 16% |
More on ETN
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.