GNRC · Expected Move
GENERAC HOLDINGS INC
The expected move for GNRC 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).
GNRC 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 GNRC Expected Move
30-Day Straddle
$24.75
7-Day Straddle
$15.05
30-Day ATM IV
53.8%
IV Rank
26%
Implied one-standard-deviation move through the next 30 days. Compare to GNRC'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.
GNRC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261029 | $24.75 | $15.05 | 53.8% | 26% |
| 20261028 | $24.70 | $15.15 | 53.5% | 25% |
| 20261027 | $27.00 | $19.30 | 59.9% | 43% |
| 20261026 | $28.00 | $18.25 | 63.9% | 55% |
| 20261023 | $27.80 | $19.95 | 66.0% | 61% |
| 20261022 | $30.00 | $22.00 | 70.2% | 73% |
| 20261021 | $30.30 | $22.15 | 65.2% | 59% |
| 20261020 | $28.25 | $20.55 | 62.9% | 52% |
| 20261019 | $28.00 | $9.70 | 62.0% | 50% |
| 20261016 | $27.35 | $11.60 | 62.0% | 49% |
| 20261015 | $28.00 | $12.20 | 62.0% | 50% |
| 20261014 | $27.20 | $13.50 | 59.6% | 43% |
| 20261013 | $30.50 | $14.30 | 61.2% | 47% |
| 20261012 | $29.90 | $9.10 | 58.4% | 39% |
| 20261009 | $29.45 | $11.10 | 58.9% | 41% |
| 20261008 | $33.05 | $14.20 | 65.0% | 58% |
| 20261007 | $32.60 | $14.45 | 64.2% | 56% |
| 20261006 | $31.90 | $15.45 | 61.2% | 47% |
| 20261005 | $30.50 | $9.65 | 60.0% | 44% |
| 20261002 | $28.10 | $10.25 | 58.7% | 40% |
| 20261001 | $28.50 | $11.50 | 60.1% | 44% |
| 20260930 | $27.90 | $12.85 | 59.1% | 41% |
| 20260929 | $29.75 | $13.90 | 58.9% | 41% |
| 20260928 | $29.05 | $10.00 | 58.0% | 38% |
| 20260925 | $22.85 | $11.55 | 52.5% | 23% |
| 20260924 | $21.25 | $11.75 | 49.1% | 14% |
| 20260923 | $21.70 | $11.70 | 47.4% | 9% |
| 20260922 | $22.70 | $13.50 | 47.2% | 8% |
| 20260921 | $23.50 | $9.70 | 48.6% | 13% |
| 20260918 | $21.60 | $11.35 | 46.8% | 7% |
| 20260917 | $24.20 | $14.75 | 50.9% | 19% |
| 20260916 | $20.05 | $11.05 | 50.3% | 17% |
| 20260915 | $17.90 | $11.25 | 44.5% | 1% |
| 20260914 | $20.15 | $6.95 | 47.0% | 8% |
| 20260911 | $19.45 | $8.60 | 45.7% | 4% |
| 20260910 | $20.00 | $10.80 | 47.6% | 10% |
| 20260909 | $21.70 | $10.70 | 50.0% | 16% |
| 20260908 | $22.00 | $12.25 | 49.8% | 16% |
| 20260904 | $19.35 | $9.20 | 46.1% | 6% |
| 20260903 | $19.95 | $9.90 | 47.4% | 9% |
| 20260902 | $19.95 | $10.05 | 48.2% | 11% |
| 20260901 | $20.95 | $11.95 | 49.3% | 14% |
| 20260831 | $21.75 | $8.65 | 49.8% | 16% |
| 20260828 | $20.05 | $10.25 | 49.1% | 14% |
| 20260827 | $20.70 | $10.40 | 46.2% | 6% |
| 20260826 | $21.65 | $11.90 | 45.9% | 5% |
| 20260825 | $21.60 | $12.70 | 46.1% | 5% |
| 20260824 | $22.50 | $9.70 | 46.7% | 7% |
| 20260821 | $21.70 | $10.10 | 46.8% | 7% |
| 20260820 | $22.75 | $11.85 | 47.4% | 9% |
| 20260819 | $23.00 | $12.35 | 47.9% | 10% |
| 20260818 | $23.85 | $13.60 | 48.7% | 13% |
| 20260817 | $25.05 | $9.40 | 48.0% | 11% |
| 20260814 | $24.10 | $11.10 | 50.1% | 17% |
| 20260813 | $24.25 | $13.00 | 49.9% | 16% |
| 20260812 | $25.65 | $14.05 | 50.5% | 18% |
| 20260811 | $26.55 | $15.40 | 52.8% | 24% |
| 20260810 | $25.95 | $9.88 | 52.1% | 22% |
| 20260807 | — | — | 53.3% | 26% |
| 20260806 | $29.45 | $16.30 | 59.4% | 43% |
More on GNRC
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.