EVGN · Expected Move

EVOGENE LTD.

The expected move for EVGN 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).

EVGN 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 EVGN Expected Move
30-Day Straddle
$2.40
7-Day Straddle
$2.40
30-Day ATM IV
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IV Rank
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Implied one-standard-deviation move through the next 30 days. Compare to EVGN'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.
EVGN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20250221 $2.40 $2.40 — —
20250219 $3.23 $3.23 — —
20250218 $2.73 $2.73 — —
20250214 $2.73 $2.73 — —
20250213 $4.58 $4.58 — —
20250212 $3.27 $3.27 — —
20250211 $2.38 $2.38 — —
20250210 $2.40 $2.40 — —
20250207 $2.35 $2.35 — —
20250206 $3.17 $3.17 — —
20250205 $2.73 $2.73 — —
20250204 $2.73 $2.73 — —
20250203 $2.62 $2.62 — —
20250131 $2.38 $2.38 — —
20250130 $2.40 $2.40 — —
20250129 $2.42 $2.42 — —
20250128 $2.38 $2.38 — —
20250127 $2.40 $2.40 — —
20250124 $2.45 $2.45 — —
20250123 $2.32 $2.32 — —
20250122 $2.38 $2.38 — —
20250121 $2.38 $2.38 — —
20250117 $2.42 $2.42 — —
20250116 $2.38 $2.38 — —
20250115 $2.38 $2.38 — —
20250114 $2.42 $2.42 — —
20250113 $2.38 $2.38 — —
20250110 $2.35 $2.35 — —
20250108 $2.40 $2.40 — —
20250107 $2.35 $2.35 — —
20250106 $2.35 $2.35 — —
20250103 $2.35 $2.35 — —
20250102 $2.42 $2.42 — —
20241231 $2.38 $2.38 — —
20241230 $2.40 $2.40 — —
20241227 $2.40 $2.40 — —
20241226 $2.38 $2.38 — —
20241224 $2.42 $2.42 — —
20241223 $2.42 $2.42 — —
20241220 $2.47 $2.47 — —
20241219 $2.47 $2.47 — —
20241218 $2.42 $2.42 — —
20241217 $2.42 $2.42 — —
20241216 $2.40 $2.40 — —
20241213 $2.40 $2.40 — —
20241212 $2.45 $2.45 — —
20241211 $2.40 $2.40 — —
20241210 $2.42 $2.42 — —
20241209 $2.42 $2.42 — —
20241206 $2.47 $2.47 — —
20241129 $2.40 $2.40 — —
20241127 $2.40 $2.40 — —
20241126 $2.40 $2.40 — —
20241125 $2.40 $2.40 — —
20241122 $2.40 $2.40 — —
20241121 $2.40 $2.40 — —
20241120 $2.40 $2.40 — —
20241119 $2.55 $2.55 — —
20241118 $2.38 $2.38 — —
20241115 $2.55 $2.55 — —

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.