EVMN · Expected Move

Evommune, Inc.

The expected move for EVMN 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).

EVMN 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 EVMN Expected Move
30-Day Straddle
$2.83
7-Day Straddle
$2.83
30-Day ATM IV
137.2%
IV Rank
28%
Implied one-standard-deviation move through the next 30 days. Compare to EVMN'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.
EVMN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261104 $2.83 $2.83 137.2% 28%
20261103 $1.83 $1.83 142.1% 31%
20261102 $2.60 $2.60 — —
20261030 $3.17 $3.17 102.2% 10%
20261029 $3.00 $3.00 — —
20261028 $2.77 $2.77 238.6% 81%
20261027 $2.95 $2.95 — —
20261026 $4.90 $4.90 92.5% 5%
20261023 $1.38 $1.38 88.9% 3%
20261022 $4.90 $4.90 262.4% 93%
20261021 $4.90 $4.90 259.9% 92%
20261020 $2.00 $2.00 101.8% 10%
20261019 $3.02 $3.02 85.9% 2%
20261016 $3.05 $4.95 — —
20261015 $3.75 $4.95 — —
20261014 $4.08 $3.68 202.7% 62%
20261013 $4.95 $2.93 — —
20261012 $5.00 $4.95 — —
20261009 $3.12 $4.90 125.3% 22%
20261008 $4.90 $1.48 112.7% 16%
20261007 $3.70 $4.90 85.7% 2%
20261006 $3.38 $3.30 — —
20261005 $3.95 $1.38 275.9% 100%
20261002 $1.45 $1.45 — —
20261001 $2.80 $2.80 193.3% 83%
20260930 $1.38 $1.38 93.2% 8%
20260929 $2.75 $2.75 — —
20260928 $2.75 $2.75 — —
20260925 $2.75 $2.75 92.9% 8%
20260924 $2.88 $2.88 99.0% 12%
20260923 $1.60 $1.60 108.8% 20%
20260922 $1.38 $1.38 129.8% 35%
20260921 $1.65 $1.65 96.2% 10%
20260918 $3.38 $1.07 — —
20260917 $3.38 $3.05 — —
20260916 $3.55 $3.10 — —
20260915 $5.20 $0.93 — —
20260914 $2.93 $2.65 — —
20260911 $2.10 $2.65 — —
20260910 $3.00 $2.73 — —
20260909 $3.07 $2.88 135.1% 39%
20260908 $4.15 $4.25 133.1% 38%
20260904 $3.42 $4.92 108.4% 19%
20260903 $5.15 $4.45 146.1% 48%
20260902 $4.67 $4.67 148.3% 49%
20260901 $3.78 $3.78 126.9% 33%
20260831 $4.58 $4.58 155.5% 55%
20260828 $2.83 $2.83 110.2% 21%
20260827 $4.68 $4.68 151.8% 52%
20260826 $5.17 $5.17 132.9% 38%
20260825 $4.80 $4.80 123.9% 31%
20260824 $4.50 $4.50 144.5% 46%
20260821 $3.70 $5.00 157.0% 56%
20260820 $4.15 $1.38 117.5% 26%
20260819 $5.38 $0.75 — —
20260818 $4.95 $4.35 82.7% 0%
20260817 $5.10 $2.78 123.9% 29%
20260814 $4.90 $3.78 89.8% 3%
20260813 $4.40 $2.95 — —
20260812 $4.90 $2.83 86.2% 0%

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.