GNRC (GENERAC HOLDINGS INC)
Expected Move & Straddle Price History
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).
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 GNRC Expected Move
30-Day Straddle
$20.05
7-Day Straddle
$7.75
Avg IV
0.6%
IV Rank
32%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260914 | $20.05 | $7.75 | 0.6% | 32% |
| 20260911 | $19.45 | $8.60 | 0.5% | 20% |
| 20260910 | $20.00 | $10.80 | 0.6% | 41% |
| 20260909 | $21.70 | $10.70 | 0.6% | 26% |
| 20260908 | $22.00 | $12.25 | 0.6% | 26% |
| 20260904 | $19.35 | $9.20 | 0.5% | 11% |
| 20260903 | $19.95 | $9.90 | 0.6% | 29% |
| 20260902 | $19.95 | $10.05 | 0.6% | 29% |
| 20260901 | $20.95 | $11.95 | 0.6% | 31% |
| 20260831 | $21.75 | $8.65 | 0.6% | 27% |
| 20260828 | $20.05 | $10.25 | 0.6% | 31% |
| 20260827 | $20.70 | $10.40 | 0.6% | 25% |
| 20260826 | $21.65 | $11.90 | 0.5% | 14% |
| 20260825 | $21.60 | $12.70 | 0.5% | 21% |
| 20260824 | $22.50 | $9.70 | 0.5% | 18% |
| 20260821 | $21.70 | $10.10 | 0.8% | 69% |
| 20260820 | $22.75 | $11.85 | 0.8% | 66% |
| 20260819 | $23.00 | $12.35 | 0.7% | 47% |
| 20260818 | $23.85 | $13.60 | 0.8% | 74% |
| 20260817 | $25.05 | $9.40 | 0.8% | 69% |
| 20260814 | $24.10 | $11.10 | 0.6% | 28% |
| 20260813 | $24.25 | $13.00 | 0.6% | 29% |
| 20260812 | $25.65 | $14.05 | 0.6% | 25% |
| 20260811 | $26.55 | $15.40 | 0.6% | 30% |
| 20260810 | $25.95 | $9.88 | 0.6% | 29% |
| 20260806 | $29.45 | $16.30 | 0.6% | 37% |
| 20260805 | $29.80 | $17.20 | 0.7% | 42% |
| 20260804 | $31.55 | $19.25 | 0.7% | 46% |
| 20260803 | $29.20 | $12.20 | 0.7% | 42% |
| 20260731 | $26.00 | $12.25 | 0.7% | 49% |
| 20260730 | $25.45 | $14.10 | 0.7% | 54% |
| 20260729 | $27.75 | $16.65 | 0.7% | 55% |
| 20260728 | $34.15 | $26.10 | 0.8% | 75% |
| 20260727 | $35.70 | $23.15 | 0.8% | 74% |
| 20260724 | $34.75 | $25.65 | 0.9% | 96% |
| 20260723 | $36.20 | $26.50 | 0.9% | 90% |
| 20260722 | $37.35 | $26.20 | 0.9% | 92% |
| 20260721 | $38.60 | $28.65 | 0.9% | 90% |
| 20260720 | $38.25 | $13.05 | 0.9% | 90% |
| 20260716 | $38.20 | $16.85 | 0.8% | 67% |
| 20260715 | $39.65 | $17.70 | 0.8% | 67% |
| 20260714 | $39.15 | $17.85 | 0.8% | 64% |
| 20260713 | $40.65 | $13.50 | 0.8% | 65% |
| 20260710 | $39.90 | $14.30 | 0.8% | 65% |
| 20260709 | $39.80 | $17.25 | 0.8% | 67% |
| 20260708 | $43.10 | $18.90 | 0.8% | 69% |
| 20260707 | $43.50 | $19.80 | 0.8% | 67% |
| 20260706 | $45.70 | $14.90 | 0.8% | 64% |
| 20260702 | $42.50 | $17.85 | 0.8% | 65% |
| 20260701 | $42.20 | $18.25 | 0.7% | 58% |
| 20260630 | $47.30 | $19.70 | 0.8% | 68% |
| 20260629 | $48.00 | $12.45 | 0.7% | 52% |
| 20260626 | $34.35 | $14.50 | 0.7% | 48% |
| 20260625 | $36.15 | $17.40 | 0.7% | 41% |
| 20260624 | $37.65 | $20.55 | 0.6% | 38% |
| 20260623 | $34.20 | $18.85 | 0.6% | 32% |
| 20260622 | $37.65 | $15.90 | 0.6% | 39% |
| 20260618 | $33.35 | $18.40 | 0.6% | 38% |
| 20260617 | $32.25 | $17.45 | 0.6% | 30% |
| 20260616 | $30.65 | $18.65 | 0.6% | 28% |