ETWO · Expected Move

E2open Parent Holdings, Inc.

The expected move for ETWO 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).

ETWO straddle price & implied vol

60 sessions

Bars: 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 ETWO Expected Move
30-Day Straddle
$5.50
7-Day Straddle
$5.50
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to ETWO'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.
ETWO Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20250801 $5.50 $5.50 — —
20250731 $5.30 $5.30 — —
20250730 $0.40 $0.40 187.4% 57%
20250729 $2.52 $2.52 — —
20250728 $5.30 $5.30 23.7% 1%
20250725 $0.33 $0.33 — —
20250724 $5.30 $5.30 — —
20250723 $5.30 $5.30 129.5% 37%
20250722 $10.00 $10.00 33.6% 4%
20250721 $0.33 $0.33 — —
20250718 $10.00 $5.30 126.6% 36%
20250717 $10.00 $5.28 128.1% 37%
20250716 $5.60 $5.28 — —
20250715 $10.00 $0.30 312.2% 100%
20250714 $6.25 $5.33 — —
20250711 $1.43 $0.25 73.0% 19%
20250710 $10.00 $0.35 70.0% 18%
20250709 $10.00 $5.25 69.6% 18%
20250708 $10.00 $5.33 66.6% 17%
20250707 $6.20 $5.28 143.3% 46%
20250703 $10.00 $10.00 289.7% 100%
20250702 $5.28 $5.28 — —
20250701 $10.00 $10.00 — —
20250630 $5.22 $5.22 — —
20250627 $5.20 $5.20 63.3% 16%
20250626 $10.00 $10.00 — —
20250625 $10.00 $10.00 — —
20250624 $10.00 $10.00 115.6% 36%
20250623 $5.00 $5.00 112.5% 35%
20250620 $10.00 $5.28 107.8% 33%
20250618 $5.12 $10.00 — —
20250617 $5.30 $5.22 — —
20250616 $10.00 $10.00 108.8% 33%
20250613 $10.00 $10.00 108.8% 33%
20250612 $10.00 $10.00 108.3% 33%
20250611 $10.00 $10.00 107.8% 33%
20250610 $10.00 $5.17 99.8% 30%
20250609 $5.35 $5.03 138.6% 45%
20250606 $10.00 $5.22 140.0% 45%
20250605 $5.10 $5.25 — —
20250604 $10.00 $10.00 147.7% 48%
20250603 $5.35 $5.35 135.4% 44%
20250530 $5.03 $5.03 177.0% 59%
20250529 $0.23 $0.23 140.8% 46%
20250528 $5.25 $5.25 — —
20250527 $5.22 $5.22 90.7% 27%
20250523 $0.62 $0.62 88.0% 26%
20250522 $5.40 $5.40 66.4% 17%
20250521 $0.40 $0.40 80.0% 22%
20250520 $5.20 $5.20 48.2% 10%
20250519 $5.22 $5.22 67.8% 18%
20250516 $0.25 $10.00 68.5% 18%
20250515 $5.22 $5.20 — —
20250514 $5.22 $0.25 — —
20250513 $10.00 $10.00 64.6% 17%
20250512 $0.53 $5.30 62.9% 16%
20250509 $5.40 $5.40 — —
20250508 $5.45 $5.40 — —
20250507 $5.22 $0.38 165.7% 55%
20250506 $0.30 $0.35 81.8% 23%

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.