ETR · Expected Move
Entergy Corporation
The expected move for ETR 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).
ETR 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 ETR Expected Move
30-Day Straddle
$6.72
7-Day Straddle
$6.72
30-Day ATM IV
26.3%
IV Rank
89%
Implied one-standard-deviation move through the next 30 days. Compare to ETR'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.
ETR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $6.72 | $6.72 | 26.3% | 89% |
| 20261022 | $5.92 | $5.92 | 23.1% | 50% |
| 20261021 | $5.93 | $5.93 | 23.8% | 58% |
| 20261020 | $5.50 | $5.50 | 22.6% | 44% |
| 20261019 | $6.15 | $6.15 | 24.6% | 68% |
| 20261016 | $5.90 | $1.75 | 22.8% | 46% |
| 20261015 | $6.42 | $2.17 | 24.2% | 64% |
| 20261014 | $6.47 | $2.08 | 24.4% | 65% |
| 20261013 | $6.33 | $2.80 | 23.5% | 55% |
| 20261012 | $5.88 | $2.12 | 21.6% | 31% |
| 20261009 | $6.23 | $2.62 | 21.8% | 34% |
| 20261008 | $6.78 | $3.77 | 22.1% | 38% |
| 20261007 | $6.93 | $3.20 | 24.2% | 63% |
| 20261006 | $6.92 | $3.27 | 22.7% | 45% |
| 20261005 | $6.50 | $2.30 | 21.5% | 29% |
| 20261002 | $2.83 | $2.83 | 22.7% | 45% |
| 20261001 | $3.20 | $3.20 | 22.5% | 42% |
| 20260930 | $3.48 | $3.48 | 24.2% | 63% |
| 20260929 | $3.80 | $3.80 | 23.1% | 49% |
| 20260928 | $4.38 | $4.38 | 23.1% | 49% |
| 20260925 | $3.30 | $3.30 | 20.7% | 20% |
| 20260924 | $4.92 | $4.92 | 23.7% | 58% |
| 20260923 | $3.52 | $3.52 | 21.1% | 26% |
| 20260922 | $4.67 | $4.67 | 21.5% | 29% |
| 20260921 | $4.20 | $4.20 | 19.5% | 5% |
| 20260918 | $5.25 | $2.52 | 21.0% | 23% |
| 20260917 | $4.65 | $2.15 | 21.2% | 27% |
| 20260916 | $5.40 | $3.60 | 22.0% | 36% |
| 20260915 | $4.80 | $3.23 | 20.6% | 19% |
| 20260914 | $4.33 | $2.80 | 19.4% | 4% |
| 20260911 | $5.38 | $3.35 | 20.6% | 19% |
| 20260910 | $5.85 | $2.78 | 21.0% | 24% |
| 20260909 | $6.78 | $4.05 | 22.2% | 39% |
| 20260908 | $5.28 | $3.58 | 19.4% | 4% |
| 20260904 | $6.38 | $3.92 | 19.3% | 2% |
| 20260903 | $5.93 | $3.95 | 19.6% | 7% |
| 20260902 | $3.72 | $3.72 | 19.9% | 11% |
| 20260901 | $4.95 | $4.95 | 20.3% | 15% |
| 20260831 | $3.95 | $3.95 | 20.6% | 18% |
| 20260828 | $3.90 | $3.90 | 20.2% | 14% |
| 20260827 | $4.53 | $4.53 | 20.7% | 20% |
| 20260826 | $5.10 | $5.10 | 21.9% | 34% |
| 20260825 | $4.90 | $4.90 | 20.8% | 21% |
| 20260824 | $4.72 | $4.72 | 21.6% | 32% |
| 20260821 | $4.72 | $1.05 | 20.5% | 18% |
| 20260820 | $5.88 | $3.20 | 23.1% | 49% |
| 20260819 | $5.10 | $2.55 | 19.9% | 10% |
| 20260818 | $4.97 | $2.45 | 19.1% | 0% |
| 20260817 | $5.28 | $2.68 | 20.8% | 12% |
| 20260814 | $5.42 | $3.12 | 20.4% | 7% |
| 20260813 | $5.58 | $3.85 | 19.8% | 0% |
| 20260812 | $5.98 | $3.98 | 21.8% | 19% |
| 20260811 | $6.15 | $3.42 | 21.9% | 20% |
| 20260810 | $6.92 | $3.25 | 24.2% | 52% |
| 20260807 | — | — | 22.8% | 30% |
| 20260806 | $7.20 | $4.97 | 23.9% | 33% |
| 20260805 | $4.78 | $4.78 | 24.4% | 38% |
| 20260804 | $5.32 | $5.32 | 25.3% | 46% |
| 20260803 | $4.72 | $4.72 | 22.9% | 24% |
| 20260731 | $4.82 | $4.82 | 25.2% | 45% |
More on ETR
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.