EXP · Expected Move
Eagle Materials, Inc.
The expected move for EXP 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).
EXP 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 EXP Expected Move
30-Day Straddle
$18.10
7-Day Straddle
$11.35
30-Day ATM IV
36.1%
IV Rank
43%
Implied one-standard-deviation move through the next 30 days. Compare to EXP'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.
EXP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $18.10 | $11.35 | 36.1% | 43% |
| 20261106 | $19.15 | $12.20 | 38.3% | 60% |
| 20261105 | $20.45 | $12.80 | 39.7% | 71% |
| 20261104 | $11.75 | $11.75 | 34.3% | 30% |
| 20261103 | $16.75 | $16.75 | 42.0% | 88% |
| 20261102 | $16.35 | $16.35 | 42.5% | 92% |
| 20261030 | $15.20 | $15.20 | 40.1% | 74% |
| 20261029 | $14.85 | $14.85 | 39.0% | 65% |
| 20261028 | $13.80 | $13.80 | 38.0% | 58% |
| 20261027 | $15.15 | $15.15 | 40.9% | 80% |
| 20261026 | $15.90 | $15.90 | 42.0% | 88% |
| 20261023 | $15.75 | $15.75 | 40.5% | 76% |
| 20261022 | $16.50 | $16.50 | 40.1% | 74% |
| 20261021 | $15.80 | $15.80 | 39.5% | 69% |
| 20261020 | $15.50 | $15.50 | 38.9% | 64% |
| 20261019 | $15.25 | $15.25 | 38.2% | 59% |
| 20261016 | $16.30 | $2.58 | 39.0% | 65% |
| 20261015 | $16.10 | $4.25 | 37.7% | 56% |
| 20261014 | $15.60 | $4.90 | 37.5% | 54% |
| 20261013 | $15.85 | $4.57 | 37.3% | 53% |
| 20261012 | $15.80 | $5.45 | 36.9% | 49% |
| 20261009 | $16.80 | $5.67 | 37.4% | 53% |
| 20261008 | $17.20 | $7.15 | 36.7% | 48% |
| 20261007 | $17.20 | $7.68 | 35.9% | 42% |
| 20261006 | $17.95 | $6.97 | 35.8% | 42% |
| 20261005 | $17.60 | $7.05 | 35.7% | 41% |
| 20261002 | $8.57 | $8.57 | 34.8% | 34% |
| 20261001 | $8.02 | $8.02 | 34.7% | 33% |
| 20260930 | $9.10 | $9.10 | 35.3% | 38% |
| 20260929 | $9.45 | $9.45 | 35.1% | 36% |
| 20260928 | $10.20 | $10.20 | 35.0% | 36% |
| 20260925 | $10.90 | $10.90 | 34.2% | 26% |
| 20260924 | $11.70 | $11.70 | 34.0% | 25% |
| 20260923 | $11.00 | $11.00 | 33.4% | 21% |
| 20260922 | $11.40 | $11.40 | 32.2% | 12% |
| 20260921 | $12.50 | $12.50 | 34.0% | 22% |
| 20260918 | $12.15 | $3.62 | 30.3% | 0% |
| 20260917 | $13.20 | $4.88 | 31.7% | 3% |
| 20260916 | $13.30 | $5.30 | 32.2% | 6% |
| 20260915 | $14.10 | $5.60 | 31.4% | 1% |
| 20260914 | $14.15 | $6.68 | 32.5% | 8% |
| 20260911 | $14.80 | $6.40 | 32.4% | 7% |
| 20260910 | $15.10 | $7.53 | 32.5% | 8% |
| 20260909 | $15.65 | $8.05 | 32.3% | 7% |
| 20260908 | $16.25 | $8.38 | 33.2% | 12% |
| 20260904 | $16.25 | $9.95 | 31.3% | 0% |
| 20260903 | $16.80 | $9.78 | 31.3% | 0% |
| 20260902 | $10.75 | $10.75 | 32.0% | 4% |
| 20260901 | $10.85 | $10.85 | 32.3% | 6% |
| 20260831 | $11.15 | $11.15 | 31.4% | 0% |
| 20260828 | $12.55 | $12.55 | 32.1% | 2% |
| 20260827 | $12.90 | $12.90 | 31.8% | 0% |
| 20260826 | $13.25 | $13.25 | 32.1% | 1% |
| 20260825 | $13.50 | $13.50 | 33.2% | 8% |
| 20260824 | $14.90 | $14.90 | 34.1% | 14% |
| 20260821 | $14.80 | $3.92 | 32.0% | 0% |
| 20260820 | $15.50 | $5.17 | 33.2% | 0% |
| 20260819 | $16.10 | $6.28 | 33.2% | 0% |
| 20260818 | $15.75 | $5.65 | 33.9% | 1% |
| 20260817 | $17.30 | $8.00 | 33.8% | 0% |
More on EXP
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.