EYE (National Vision Holdings, Inc. Common Stock)

Expected Move & Straddle Price History

The expected move for EYE 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 EYE Expected Move
30-Day Straddle
$1.98
7-Day Straddle
$0.73
Avg IV
1.4%
IV Rank
47%
Implied one-standard-deviation move through the next 30 days. Compare to EYE'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.
EYE Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260914 $1.98 $0.73 1.4% 47%
20260911 $2.25 $0.82 1.4% 47%
20260910 $2.38 $1.05 1.3% 38%
20260909 $2.45 $2.47 1.1% 26%
20260908 $2.50 $2.12 1.2% 34%
20260904 $2.50 $2.12 1.2% 35%
20260903 $2.33 $1.75 1.2% 31%
20260902 $1.92 $1.92 1.6% 61%
20260901 $1.65 $1.65 2.1% 100%
20260831 $1.90 $1.90 2.0% 93%
20260828 $1.77 $1.77 2.0% 89%
20260827 $2.15 $2.15 1.8% 76%
20260826 $2.88 $2.88 1.6% 65%
20260825 $2.18 $2.18 1.0% 21%
20260824 $2.40 $2.40 1.4% 49%
20260821 $2.92 $1.20 1.4% 50%
20260820 $2.00 $1.23 1.4% 50%
20260819 $2.70 $1.80 1.1% 27%
20260818 $2.67 $2.02 1.1% 29%
20260817 $3.02 $1.50 1.6% 60%
20260814 $3.10 $2.02 1.1% 28%
20260813 $2.77 $1.35 1.5% 53%
20260812 $2.48 $1.35 1.7% 70%
20260811 $4.12 $3.35 1.0% 17%
20260810 $3.72 $2.90 1.1% 26%
20260806 $4.50 $4.67 1.3% 42%
20260805 $3.38 $3.38 2.1% 97%
20260804 $2.88 $2.88 1.4% 47%
20260803 $3.38 $3.38 1.8% 81%
20260731 $3.62 $3.62 1.3% 39%
20260730 $3.55 $3.55 1.7% 70%
20260729 $3.80 $3.80 1.5% 55%
20260728 $3.80 $3.80 1.1% 27%
20260727 $3.85 $3.85 1.5% 53%
20260724 $4.12 $4.12 1.5% 51%
20260723 $3.15 $3.15 1.2% 35%
20260722 $3.25 $3.25 1.1% 22%
20260721 $3.80 $3.80 1.5% 52%
20260720 $3.83 $3.83 1.5% 58%
20260716 $4.60 $1.40 1.7% 68%
20260715 $3.65 $1.38 1.5% 56%
20260714 $3.42 $1.80 1.3% 40%
20260713 $4.05 $2.05 1.5% 52%
20260710 $3.65 $1.48 1.3% 39%
20260709 $3.65 $1.98 1.2% 33%
20260708 $3.78 $2.12 1.4% 45%
20260707 $3.77 $2.12 1.4% 46%
20260706 $4.20 $2.55 1.2% 36%
20260702 $2.12 $2.12 2.1% 100%
20260701 $2.60 $2.60 1.4% 50%
20260630 $1.95 $1.95 1.2% 38%
20260629 $2.30 $2.30 1.4% 50%
20260626 $2.25 $2.25 1.1% 28%
20260625 $2.00 $2.00 1.3% 41%
20260624 $2.08 $2.08 1.3% 41%
20260623 $1.78 $1.78 1.8% 84%
20260622 $2.17 $2.17 1.4% 51%
20260618 $2.40 $0.93 1.6% 66%
20260617 $2.42 $1.18 1.5% 59%
20260616 $3.10 $1.90 1.3% 48%