EVR · Expected Move
Evercore Inc.
The expected move for EVR 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).
EVR 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 EVR Expected Move
30-Day Straddle
$27.30
7-Day Straddle
$14.50
30-Day ATM IV
37.4%
IV Rank
21%
Implied one-standard-deviation move through the next 30 days. Compare to EVR'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.
EVR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261113 | $27.30 | $14.50 | 37.4% | 21% |
| 20261112 | $28.40 | $15.40 | 38.8% | 31% |
| 20261111 | $28.60 | $16.90 | 38.4% | 28% |
| 20261110 | $31.15 | $19.15 | 40.9% | 45% |
| 20261109 | $31.00 | $19.75 | 41.0% | 46% |
| 20261106 | $32.40 | $22.10 | 43.2% | 60% |
| 20261105 | $34.50 | $23.40 | 45.3% | 74% |
| 20261104 | $22.50 | $22.50 | 39.5% | 35% |
| 20261103 | $23.05 | $23.05 | 41.1% | 46% |
| 20261102 | $24.30 | $24.30 | 41.2% | 47% |
| 20261030 | $22.75 | $22.75 | 39.8% | 37% |
| 20261029 | $21.65 | $21.65 | 36.2% | 13% |
| 20261028 | $22.20 | $22.20 | 37.5% | 22% |
| 20261027 | $24.95 | $24.95 | 44.8% | 71% |
| 20261026 | $24.40 | $24.40 | 43.8% | 64% |
| 20261023 | $24.15 | $24.15 | 42.7% | 57% |
| 20261022 | $25.70 | $25.70 | 43.5% | 63% |
| 20261021 | $25.15 | $25.15 | 43.1% | 59% |
| 20261020 | $25.40 | $25.40 | 43.0% | 59% |
| 20261019 | $24.95 | $24.95 | 42.7% | 57% |
| 20261016 | $27.00 | $4.62 | 42.3% | 54% |
| 20261015 | $27.80 | $7.88 | 42.1% | 53% |
| 20261014 | $27.15 | $8.68 | 41.1% | 46% |
| 20261013 | $27.65 | $9.20 | 40.5% | 42% |
| 20261012 | $28.65 | $9.70 | 40.1% | 39% |
| 20261009 | $28.75 | $11.20 | 38.6% | 30% |
| 20261008 | $28.90 | $11.30 | 39.2% | 33% |
| 20261007 | $29.30 | $12.95 | 39.0% | 32% |
| 20261006 | $29.80 | $13.70 | 39.4% | 35% |
| 20261005 | $30.60 | $14.15 | 39.9% | 38% |
| 20261002 | $14.85 | $14.85 | 38.5% | 29% |
| 20261001 | $15.60 | $15.60 | 39.4% | 35% |
| 20260930 | $16.05 | $16.05 | 39.1% | 33% |
| 20260929 | $16.80 | $16.80 | 39.1% | 33% |
| 20260928 | $18.10 | $18.10 | 40.1% | 40% |
| 20260925 | $18.95 | $18.95 | 38.5% | 29% |
| 20260924 | $18.05 | $18.05 | 37.9% | 25% |
| 20260923 | $18.60 | $18.60 | 37.5% | 22% |
| 20260922 | $20.50 | $20.50 | 38.1% | 26% |
| 20260921 | $21.05 | $21.05 | 38.4% | 28% |
| 20260918 | $20.60 | $4.62 | 35.3% | 7% |
| 20260917 | $21.70 | $6.55 | 36.3% | 14% |
| 20260916 | $22.70 | $8.30 | 38.0% | 25% |
| 20260915 | $22.75 | $8.75 | 36.3% | 14% |
| 20260914 | $25.35 | $11.77 | 38.0% | 25% |
| 20260911 | $25.50 | $11.55 | 36.7% | 16% |
| 20260910 | $27.15 | $13.60 | 37.9% | 24% |
| 20260909 | $27.65 | $14.60 | 38.0% | 26% |
| 20260908 | $29.30 | $15.40 | 38.1% | 26% |
| 20260904 | $29.35 | $16.10 | 36.0% | 12% |
| 20260903 | $29.55 | $17.10 | 36.1% | 13% |
| 20260902 | $16.95 | $16.95 | 36.0% | 12% |
| 20260901 | $18.40 | $18.40 | 36.6% | 16% |
| 20260831 | $16.70 | $16.70 | 35.0% | 5% |
| 20260828 | $18.90 | $18.90 | 35.4% | 8% |
| 20260827 | $19.40 | $19.40 | 34.5% | 2% |
| 20260826 | $20.80 | $20.80 | 36.1% | 13% |
| 20260825 | $21.05 | $21.05 | 36.1% | 12% |
| 20260824 | $22.20 | $22.20 | 37.0% | 19% |
| 20260821 | $23.00 | $2.72 | 35.8% | 10% |
More on EVR
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.