FERG · Expected Move

Ferguson Enterprises Inc.

The expected move for FERG 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).

FERG straddle price & implied vol

60 sessions

Bars: 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 FERG Expected Move
30-Day Straddle
$21.40
7-Day Straddle
$2.58
30-Day ATM IV
37.2%
IV Rank
58%
Implied one-standard-deviation move through the next 30 days. Compare to FERG'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.
FERG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $21.40 $2.58 37.2% 58%
20261015 $22.15 $4.28 38.7% 67%
20261014 $22.15 $6.28 38.4% 65%
20261013 $21.70 $6.38 37.2% 58%
20261012 $21.00 $6.42 36.7% 55%
20261009 $21.70 $7.50 36.3% 52%
20261008 $21.10 $8.15 35.3% 46%
20261007 $21.30 $8.72 35.1% 45%
20261006 $22.80 $9.20 35.0% 45%
20261005 $22.30 $9.47 34.0% 39%
20261002 $10.15 $10.15 33.4% 35%
20261001 $10.65 $10.65 33.6% 36%
20260930 $11.80 $11.80 34.2% 40%
20260929 $12.05 $12.05 33.5% 36%
20260928 $11.35 $11.35 33.2% 34%
20260925 $11.95 $11.95 30.9% 20%
20260924 $12.10 $12.10 31.3% 22%
20260923 $12.70 $12.70 31.1% 21%
20260922 $13.00 $13.00 30.6% 18%
20260921 $13.30 $13.30 31.0% 21%
20260918 $14.90 $4.75 29.8% 13%
20260917 $14.55 $5.57 29.1% 9%
20260916 $15.75 $7.83 30.9% 20%
20260915 $14.85 $6.90 29.4% 11%
20260914 $16.10 $7.22 29.7% 13%
20260911 $16.15 $7.92 28.5% 5%
20260910 $17.05 $8.18 30.7% 19%
20260909 $17.75 $9.55 30.7% 19%
20260908 $17.60 $9.57 30.9% 20%
20260904 $18.05 $9.45 28.8% 7%
20260903 $18.30 $10.50 28.7% 7%
20260902 $10.55 $10.55 29.5% 11%
20260901 $11.05 $11.05 29.9% 14%
20260831 $12.07 $12.07 29.7% 13%
20260828 $11.45 $11.45 28.0% 2%
20260827 $12.95 $12.95 28.9% 8%
20260826 $14.10 $14.10 29.3% 10%
20260825 $13.10 $13.10 28.1% 3%
20260824 $14.10 $14.10 28.6% 6%
20260821 $15.30 $2.43 28.4% 5%
20260820 $15.20 $3.65 28.4% 5%
20260819 $16.15 $4.78 28.7% 7%
20260818 $17.30 $6.75 28.6% 6%
20260817 $17.75 $8.03 29.4% 11%
20260814 $18.00 $8.82 28.8% 7%
20260813 $18.30 $8.60 29.2% 10%
20260812 $18.35 $10.05 27.9% 2%
20260811 $18.05 $9.00 27.6% 0%
20260810 $19.40 $10.93 27.8% 0%
20260807 — — 41.6% 80%
20260806 $28.30 $22.45 43.1% 92%
20260805 $22.50 $22.50 42.3% 85%
20260804 $22.85 $22.85 42.7% 88%
20260803 $22.70 $22.70 44.1% 100%
20260731 $21.80 $21.80 43.2% 100%
20260730 $21.05 $21.05 42.6% 96%
20260729 $20.85 $20.85 42.7% 97%
20260728 $21.55 $21.55 42.7% 97%
20260727 $21.55 $21.55 41.3% 85%
20260724 $21.05 $21.05 41.1% 83%

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.