EXP (Eagle Materials, Inc.)

Expected Move & Straddle Price History

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).

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.

Current EXP Expected Move
30-Day Straddle
$18.30
7-Day Straddle
$11.10
Avg IV
0.4%
IV Rank
2%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260810 $18.30 $11.10 0.4% 2%
20260806 $22.05 $14.05 0.4% 0%
20260805 $14.00 $14.00 0.6% 44%
20260804 $14.70 $14.70 0.5% 27%
20260803 $15.90 $15.90 0.5% 32%
20260731 $15.95 $15.95 0.6% 36%
20260730 $15.90 $15.90 0.6% 37%
20260729 $16.35 $16.35 0.5% 29%
20260728 $20.80 $20.80 0.5% 28%
20260727 $20.40 $20.40 0.6% 38%
20260724 $20.30 $20.30 0.5% 22%
20260723 $20.40 $20.40 0.5% 27%
20260722 $20.20 $20.20 0.5% 29%
20260721 $20.65 $20.65 0.5% 22%
20260720 $20.50 $20.50 0.5% 28%
20260716 $22.90 $6.20 0.5% 16%
20260715 $20.90 $6.65 0.5% 16%
20260714 $22.00 $8.30 0.5% 18%
20260713 $22.60 $9.28 0.5% 16%
20260710 $23.15 $7.85 0.5% 18%
20260709 $23.70 $10.40 0.5% 18%
20260708 $23.75 $10.75 0.5% 18%
20260707 $24.45 $12.35 0.5% 19%
20260706 $24.70 $12.43 0.5% 15%
20260702 $12.65 $12.65 0.8% 100%
20260701 $13.15 $13.15 0.8% 100%
20260630 $14.80 $14.80 0.8% 100%
20260629 $14.95 $14.95 0.7% 82%
20260626 $17.10 $17.10 0.7% 71%
20260625 $17.20 $17.20 0.7% 82%
20260624 $17.50 $17.50 0.6% 63%
20260623 $17.50 $17.50 0.7% 71%
20260622 $18.00 $18.00 0.6% 51%
20260618 $19.15 $5.70 0.6% 47%
20260617 $18.10 $6.65 0.6% 54%
20260616 $18.35 $6.45 0.6% 52%
20260615 $18.30 $7.53 0.5% 40%
20260613 $19.70 $9.50 0.5% 41%
20260612 $19.80 $9.00 0.5% 33%
20260611 $20.60 $10.22 0.6% 46%
20260610 $20.80 $11.40 0.5% 20%
20260609 $21.15 $11.82 0.5% 27%
20260608 $20.85 $11.70 0.5% 37%
20260605 $21.85 $12.35 0.4% 16%
20260604 $22.45 $13.55 0.5% 36%
20260603 $23.05 $14.55 0.5% 41%
20260602 $15.25 $15.25 0.7% 89%
20260601 $15.90 $15.90 0.7% 84%
20260529 $16.20 $16.20 0.6% 55%
20260528 $16.05 $16.05 0.5% 32%
20260527 $16.60 $16.60 0.6% 55%
20260526 $16.25 $16.25 0.5% 40%
20260522 $15.85 $15.85 0.5% 31%
20260521 $15.55 $15.55 0.5% 22%
20260520 $17.15 $17.15 0.5% 16%
20260519 $17.10 $17.10 0.5% 18%
20260518 $20.90 $20.90 0.5% 33%
20260515 $20.85 $2.38 0.5% 31%
20260514 $22.80 $5.55 0.5% 34%
20260513 $23.30 $6.07 0.5% 32%