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
$31.10
7-Day Straddle
$14.95
Avg IV
0.6%
IV Rank
33%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260613 $31.10 $14.95 0.6% 33%
20260612 $30.30 $14.55 0.6% 28%
20260611 $33.30 $19.35 0.7% 56%
20260610 $31.60 $17.70 0.6% 30%
20260609 $33.10 $20.15 0.6% 29%
20260608 $34.30 $13.75 0.6% 29%
20260605 $31.70 $16.50 0.6% 31%
20260604 $31.70 $17.00 0.6% 35%
20260603 $32.95 $19.45 0.6% 34%
20260602 $36.10 $20.95 0.5% 9%
20260601 $34.45 $14.05 0.6% 31%
20260529 $29.75 $15.30 0.6% 34%
20260528 $30.35 $16.35 0.5% 7%
20260527 $31.65 $19.05 0.6% 25%
20260526 $32.80 $19.75 0.6% 24%
20260522 $27.60 $13.50 0.9% 91%
20260521 $26.55 $13.80 0.9% 84%
20260520 $28.85 $15.80 0.9% 90%
20260519 $29.00 $15.65 0.8% 72%
20260518 $27.55 $10.90 0.8% 68%
20260515 $26.00 $12.15 0.5% 17%
20260514 $28.30 $15.65 0.5% 14%
20260513 $28.55 $16.85 0.5% 14%
20260512 $29.40 $17.55 0.5% 27%
20260511 $30.30 $10.45 0.6% 28%
20260510 $31.65 $13.50 0.4% 8%
20260508 $28.30 $13.65 0.8% 71%
20260507 $28.65 $15.30 0.6% 29%
20260506 $29.00 $17.05 0.6% 39%
20260505 $29.65 $17.75 0.5% 20%
20260504 $29.40 $11.40 0.6% 39%
20260502 $27.15 $13.85 0.6% 30%
20260501 $26.55 $13.65 0.6% 29%
20260430 $27.95 $14.90 0.6% 38%
20260429 $31.70 $20.45 0.6% 31%
20260428 $30.55 $23.65 0.7% 50%
20260427 $32.40 $21.45 0.7% 47%
20260424 $30.40 $22.15 0.7% 53%
20260423 $30.40 $22.50 0.7% 54%
20260422 $30.65 $23.40 0.7% 50%
20260421 $30.90 $24.60 0.7% 51%
20260420 $30.55 $8.88 0.6% 45%
20260417 $28.90 $10.55 1.0% 97%
20260416 $29.85 $11.50 0.8% 78%
20260415 $30.25 $12.80 0.9% 84%
20260414 $30.65 $13.45 0.9% 84%
20260413 $30.25 $8.95 0.9% 94%
20260410 $28.55 $10.60 0.7% 47%
20260409 $29.05 $11.70 0.6% 41%
20260408 $28.60 $12.45 0.6% 44%
20260407 $29.45 $14.20 0.7% 46%
20260406 $29.45 $9.15 0.7% 46%
20260402 $27.00 $10.35 0.6% 44%
20260401 $27.15 $12.15 0.6% 41%
20260331 $27.35 $12.15 0.6% 41%
20260330 $27.30 $7.47 0.7% 48%
20260327 $20.80 $10.35 0.6% 32%
20260326 $22.45 $12.20 0.6% 40%
20260325 $24.25 $13.85 0.6% 33%
20260324 $26.75 $18.10 0.6% 34%