EYE · Expected Move
National Vision Holdings, Inc. Common Stock
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).
EYE 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 EYE Expected Move
30-Day Straddle
$2.73
7-Day Straddle
$2.73
30-Day ATM IV
73.5%
IV Rank
57%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261030 | $2.73 | $2.73 | 73.5% | 57% |
| 20261029 | $2.25 | $2.25 | — | — |
| 20261028 | $2.25 | $2.25 | 68.5% | 46% |
| 20261027 | $2.95 | $2.95 | — | — |
| 20261026 | $3.00 | $3.00 | 75.0% | 61% |
| 20261023 | $2.88 | $2.88 | 69.8% | 49% |
| 20261022 | $3.17 | $3.17 | 65.1% | 39% |
| 20261021 | $2.58 | $2.58 | 63.0% | 34% |
| 20261020 | $2.77 | $2.77 | 61.7% | 31% |
| 20261019 | $2.75 | $2.75 | 66.8% | 43% |
| 20261016 | $2.67 | $1.20 | 62.6% | 33% |
| 20261015 | $2.62 | $0.75 | 59.5% | 26% |
| 20261014 | $2.75 | $0.97 | 63.8% | 36% |
| 20261013 | $2.83 | $0.82 | 63.9% | 36% |
| 20261012 | $2.90 | $1.38 | 63.8% | 36% |
| 20261009 | $2.67 | $1.02 | 65.4% | 39% |
| 20261008 | $3.08 | $1.27 | 67.6% | 44% |
| 20261007 | $2.70 | $1.42 | 60.3% | 28% |
| 20261006 | $2.98 | $1.27 | 63.5% | 35% |
| 20261005 | $2.85 | $1.47 | 62.7% | 33% |
| 20261002 | $1.82 | $1.82 | 63.3% | 35% |
| 20261001 | $2.05 | $2.05 | 66.5% | 42% |
| 20260930 | $1.65 | $1.65 | 64.4% | 37% |
| 20260929 | $1.65 | $1.65 | 60.4% | 28% |
| 20260928 | $2.17 | $2.17 | 63.5% | 35% |
| 20260925 | $1.95 | $1.95 | 61.5% | 31% |
| 20260924 | $1.88 | $1.88 | 61.3% | 30% |
| 20260923 | $2.48 | $2.48 | 64.9% | 38% |
| 20260922 | $1.95 | $1.95 | 60.8% | 29% |
| 20260921 | $2.08 | $2.08 | 62.9% | 34% |
| 20260918 | $2.08 | $1.15 | 58.0% | 23% |
| 20260917 | $2.00 | $1.48 | 52.7% | 12% |
| 20260916 | $2.05 | $1.55 | 55.0% | 16% |
| 20260915 | $3.35 | $1.93 | 77.3% | 66% |
| 20260914 | $2.12 | $0.73 | 51.7% | 9% |
| 20260911 | $2.25 | $0.82 | 66.3% | 41% |
| 20260910 | $2.38 | $1.05 | 66.4% | 42% |
| 20260909 | $2.45 | $2.47 | 57.6% | 22% |
| 20260908 | $2.50 | $2.12 | 58.4% | 24% |
| 20260904 | $2.50 | $2.12 | 62.3% | 33% |
| 20260903 | $2.33 | $1.75 | 56.9% | 21% |
| 20260902 | $1.92 | $1.92 | 62.8% | 34% |
| 20260901 | $1.65 | $1.65 | 59.5% | 26% |
| 20260831 | $1.90 | $1.90 | 71.7% | 53% |
| 20260828 | $1.77 | $1.77 | 54.1% | 14% |
| 20260827 | $2.15 | $2.15 | 58.7% | 25% |
| 20260826 | $2.88 | $2.88 | 47.5% | 0% |
| 20260825 | $2.18 | $2.18 | 54.6% | 11% |
| 20260824 | $2.40 | $2.40 | 58.4% | 20% |
| 20260821 | $2.92 | $1.20 | 69.6% | 46% |
| 20260820 | $2.00 | $1.23 | 51.4% | 3% |
| 20260819 | $2.70 | $1.80 | 53.0% | 7% |
| 20260818 | $2.67 | $2.02 | 60.4% | 24% |
| 20260817 | $3.02 | $1.50 | 57.8% | 18% |
| 20260814 | $3.10 | $2.02 | 59.6% | 23% |
| 20260813 | $2.77 | $1.35 | 57.9% | 19% |
| 20260812 | $2.48 | $1.35 | 49.9% | 0% |
| 20260811 | $4.12 | $3.35 | 77.0% | 56% |
| 20260810 | $3.72 | $2.90 | 69.2% | 35% |
| 20260807 | — | — | 75.0% | 51% |
More on EYE
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.