FRPT · Expected Move

Freshpet, Inc.

The expected move for FRPT 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).

FRPT 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 FRPT Expected Move
30-Day Straddle
$7.90
7-Day Straddle
$4.85
30-Day ATM IV
45.9%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to FRPT'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.
FRPT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $7.90 $4.85 45.9% 18%
20261106 $8.40 $5.38 48.7% 26%
20261105 $8.05 $5.92 48.3% 25%
20261104 $6.18 $6.18 47.9% 24%
20261103 $8.40 $8.40 62.0% 65%
20261102 $8.95 $8.95 61.8% 64%
20261030 $9.07 $9.07 64.0% 71%
20261029 $8.43 $8.43 60.4% 60%
20261028 $8.50 $8.50 61.7% 64%
20261027 $8.62 $8.62 60.5% 61%
20261026 $8.43 $8.43 60.4% 60%
20261023 $8.68 $8.68 59.7% 58%
20261022 $9.10 $9.10 59.5% 58%
20261021 $8.68 $8.68 61.0% 62%
20261020 $9.40 $9.40 60.3% 60%
20261019 $9.47 $9.47 59.3% 57%
20261016 $9.50 $1.70 58.1% 53%
20261015 $9.20 $1.30 54.7% 44%
20261014 $9.50 $2.77 54.7% 43%
20261013 $9.65 $3.12 54.4% 43%
20261012 $9.05 $3.25 53.5% 40%
20261009 $9.20 $3.92 54.0% 42%
20261008 $10.30 $4.22 57.8% 53%
20261007 $9.90 $4.17 55.2% 45%
20261006 $10.10 $4.32 56.5% 49%
20261005 $9.85 $4.22 56.1% 48%
20261002 $4.33 $4.33 51.8% 35%
20261001 $4.90 $4.90 57.9% 53%
20260930 $4.12 $4.12 52.0% 36%
20260929 $5.00 $5.00 54.5% 43%
20260928 $5.30 $5.30 54.4% 43%
20260925 $5.20 $5.20 49.6% 29%
20260924 $5.85 $5.85 53.0% 39%
20260923 $6.30 $6.30 52.5% 37%
20260922 $6.12 $6.12 52.4% 37%
20260921 $5.83 $5.83 49.1% 27%
20260918 $6.05 $2.60 44.8% 15%
20260917 $6.38 $2.48 45.2% 16%
20260916 $8.00 $1.80 54.6% 43%
20260915 $7.25 $2.77 47.5% 22%
20260914 $7.07 $3.40 46.6% 20%
20260911 $6.78 $3.80 43.0% 9%
20260910 $7.88 $4.60 49.2% 27%
20260909 $8.47 $4.28 49.5% 28%
20260908 $8.03 $4.57 46.6% 20%
20260904 $8.60 $5.45 46.2% 19%
20260903 $7.60 $4.25 39.9% 0%
20260902 $6.15 $6.15 46.1% 6%
20260901 $5.58 $5.58 46.4% 7%
20260831 $6.08 $6.08 47.3% 10%
20260828 $6.25 $6.25 45.2% 3%
20260827 $6.30 $6.30 46.0% 5%
20260826 $6.95 $6.95 48.1% 12%
20260825 $6.92 $6.92 46.9% 8%
20260824 $7.35 $7.35 47.2% 9%
20260821 $7.90 $1.60 47.3% 10%
20260820 $7.28 $2.80 44.5% 0%
20260819 $7.92 $2.62 46.4% 7%
20260818 $8.18 $2.85 48.4% 13%
20260817 $8.43 $2.95 49.1% 16%

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.