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
$11.00
7-Day Straddle
$11.00
Avg IV
0.6%
IV Rank
56%
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
20260925 $11.00 $11.00 0.6% 56%
20260924 $11.70 $11.70 0.7% 63%
20260923 $11.00 $11.00 0.6% 54%
20260922 $11.40 $11.40 0.6% 43%
20260921 $12.50 $12.50 0.6% 45%
20260918 $12.15 $3.62 0.6% 37%
20260917 $13.20 $4.88 0.6% 40%
20260916 $13.30 $5.30 0.6% 42%
20260915 $14.10 $5.60 0.6% 40%
20260914 $14.15 $6.68 0.6% 39%
20260911 $14.80 $6.40 0.5% 21%
20260910 $15.10 $7.53 0.5% 28%
20260909 $15.65 $8.05 0.5% 20%
20260908 $16.25 $8.38 0.5% 26%
20260904 $16.25 $9.95 0.4% 8%
20260903 $16.80 $9.78 0.4% 10%
20260902 $10.75 $10.75 0.5% 19%
20260901 $10.85 $10.85 0.5% 23%
20260831 $11.15 $11.15 0.5% 32%
20260828 $12.55 $12.55 0.5% 24%
20260827 $12.90 $12.90 0.5% 19%
20260826 $13.25 $13.25 0.5% 22%
20260825 $13.50 $13.50 0.5% 20%
20260824 $14.90 $14.90 0.5% 21%
20260821 $14.80 $3.92 0.5% 15%
20260820 $15.50 $5.17 0.5% 17%
20260819 $16.10 $6.28 0.4% 3%
20260818 $15.75 $5.65 0.5% 16%
20260817 $17.30 $8.00 0.5% 15%
20260814 $17.65 $8.20 0.5% 14%
20260813 $18.30 $9.05 0.5% 13%
20260812 $18.55 $9.55 0.4% 0%
20260811 $18.80 $10.38 0.4% 0%
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%