EVRG · Expected Move
Evergy, Inc.
The expected move for EVRG 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).
EVRG 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 EVRG Expected Move
30-Day Straddle
$4.03
7-Day Straddle
$4.03
30-Day ATM IV
20.9%
IV Rank
53%
Implied one-standard-deviation move through the next 30 days. Compare to EVRG'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.
EVRG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $4.03 | $4.03 | 20.9% | 53% |
| 20261021 | $4.28 | $4.28 | 22.1% | 62% |
| 20261020 | $4.45 | $4.45 | 22.5% | 65% |
| 20261019 | $4.08 | $4.08 | 20.0% | 47% |
| 20261016 | $3.80 | $2.85 | 18.8% | 39% |
| 20261015 | $3.95 | $1.75 | 20.7% | 51% |
| 20261014 | $4.20 | $2.35 | 20.0% | 47% |
| 20261013 | $4.05 | $2.67 | 18.6% | 37% |
| 20261012 | $4.67 | $2.73 | 21.5% | 57% |
| 20261009 | $4.08 | $2.52 | 19.6% | 44% |
| 20261008 | $4.80 | $3.08 | 21.9% | 61% |
| 20261007 | $4.40 | $2.12 | 19.7% | 44% |
| 20261006 | $3.90 | $2.10 | 17.9% | 32% |
| 20261005 | $4.85 | $2.70 | 21.9% | 61% |
| 20261002 | $2.75 | $2.75 | 19.9% | 46% |
| 20261001 | $2.80 | $2.80 | 21.9% | 61% |
| 20260930 | $2.88 | $2.88 | 21.8% | 60% |
| 20260929 | $2.95 | $2.95 | 21.5% | 57% |
| 20260928 | $2.80 | $2.80 | 20.4% | 49% |
| 20260925 | $3.72 | $3.72 | 23.2% | 69% |
| 20260924 | $4.12 | $4.12 | 25.0% | 82% |
| 20260923 | $3.35 | $3.35 | 21.1% | 54% |
| 20260922 | $3.12 | $3.12 | 20.8% | 53% |
| 20260921 | $3.03 | $3.03 | 19.3% | 42% |
| 20260918 | $3.28 | $1.38 | 18.9% | 39% |
| 20260917 | $3.42 | $1.70 | 18.2% | 34% |
| 20260916 | $3.57 | $1.67 | 19.1% | 40% |
| 20260915 | $4.05 | $2.30 | 21.2% | 55% |
| 20260914 | $4.00 | $2.60 | 19.8% | 45% |
| 20260911 | $4.10 | $1.43 | 20.0% | 47% |
| 20260910 | $4.03 | $2.33 | 20.1% | 48% |
| 20260909 | $4.05 | $3.40 | 18.4% | 35% |
| 20260908 | $4.25 | $2.25 | 20.2% | 48% |
| 20260904 | $4.20 | $2.48 | 18.0% | 33% |
| 20260903 | $3.30 | $2.17 | 16.5% | 22% |
| 20260902 | $3.80 | $3.80 | 19.9% | 46% |
| 20260901 | $2.48 | $2.48 | 20.0% | 47% |
| 20260831 | $3.80 | $3.80 | 20.3% | 49% |
| 20260828 | $3.08 | $3.08 | 18.4% | 35% |
| 20260827 | $2.95 | $2.95 | 19.0% | 40% |
| 20260826 | $2.83 | $2.83 | 17.7% | 30% |
| 20260825 | $3.00 | $3.00 | 19.2% | 41% |
| 20260824 | $3.27 | $3.27 | 19.4% | 42% |
| 20260821 | $3.07 | $1.65 | 17.4% | 28% |
| 20260820 | $3.32 | $1.75 | 17.2% | 27% |
| 20260819 | $3.60 | $2.70 | 17.0% | 26% |
| 20260818 | $3.55 | $3.00 | 17.2% | 27% |
| 20260817 | $3.42 | $2.25 | 17.6% | 29% |
| 20260814 | $3.62 | $2.40 | 17.8% | 31% |
| 20260813 | $3.27 | $2.67 | 16.6% | 22% |
| 20260812 | $4.40 | $2.75 | 19.9% | 46% |
| 20260811 | $3.85 | $3.35 | 19.0% | 40% |
| 20260810 | $3.92 | $2.30 | 21.7% | 59% |
| 20260807 | — | — | 21.8% | 59% |
| 20260806 | $4.30 | $3.02 | 20.6% | 51% |
| 20260805 | $3.25 | $3.25 | 21.8% | 60% |
| 20260804 | $3.33 | $3.33 | 20.4% | 48% |
| 20260803 | $3.52 | $3.52 | 22.1% | 60% |
| 20260731 | $4.03 | $4.03 | 22.0% | 60% |
| 20260730 | $3.93 | $3.93 | 22.5% | 63% |
More on EVRG
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.