GRPN · Expected Move
Groupon, Inc.Common Stock
The expected move for GRPN 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).
GRPN 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 GRPN Expected Move
30-Day Straddle
$3.73
7-Day Straddle
$3.73
30-Day ATM IV
93.2%
IV Rank
47%
Implied one-standard-deviation move through the next 30 days. Compare to GRPN'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.
GRPN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $3.73 | $3.73 | 93.2% | 47% |
| 20261016 | $3.70 | $0.75 | 90.9% | 43% |
| 20261015 | $4.05 | $0.65 | 87.9% | 38% |
| 20261014 | $3.95 | $0.90 | 86.2% | 35% |
| 20261013 | $3.95 | $1.00 | 84.1% | 31% |
| 20261012 | $4.00 | $1.05 | 84.3% | 31% |
| 20261009 | $4.25 | $1.27 | 81.7% | 27% |
| 20261008 | $4.50 | $1.55 | 84.7% | 32% |
| 20261007 | $4.40 | $1.62 | 83.6% | 30% |
| 20261006 | $4.50 | $1.65 | 82.7% | 28% |
| 20261005 | $4.78 | $1.88 | 81.8% | 27% |
| 20261002 | $2.00 | $2.00 | 80.0% | 23% |
| 20261001 | $2.10 | $2.10 | 79.0% | 21% |
| 20260930 | $2.20 | $2.20 | 79.1% | 21% |
| 20260929 | $2.48 | $2.48 | 79.6% | 22% |
| 20260928 | $2.40 | $2.40 | 78.4% | 20% |
| 20260925 | $2.72 | $2.72 | 74.8% | 14% |
| 20260924 | $2.83 | $2.83 | 76.1% | 16% |
| 20260923 | $2.85 | $2.85 | 76.9% | 18% |
| 20260922 | $3.12 | $3.12 | 77.4% | 18% |
| 20260921 | $3.45 | $3.45 | 78.3% | 20% |
| 20260918 | $2.83 | $0.45 | 67.1% | 1% |
| 20260917 | $2.85 | $0.62 | 67.5% | 1% |
| 20260916 | $3.03 | $1.05 | 68.4% | 3% |
| 20260915 | $3.12 | $1.02 | 71.3% | 8% |
| 20260914 | $2.97 | $1.32 | 66.6% | 0% |
| 20260911 | $3.17 | $1.33 | 66.8% | 0% |
| 20260910 | $3.23 | $1.58 | 71.2% | 5% |
| 20260909 | $3.22 | $1.60 | 69.9% | 3% |
| 20260908 | $3.60 | $1.88 | 74.0% | 10% |
| 20260904 | $3.55 | $1.88 | 68.1% | 0% |
| 20260903 | $3.52 | $2.08 | 68.0% | 0% |
| 20260902 | $2.12 | $2.12 | 69.5% | 2% |
| 20260901 | $2.00 | $2.00 | 68.6% | 1% |
| 20260831 | $2.28 | $2.28 | 68.0% | 0% |
| 20260828 | $2.62 | $2.62 | 68.6% | 1% |
| 20260827 | $2.70 | $2.70 | 70.4% | 3% |
| 20260826 | $2.72 | $2.72 | 72.1% | 6% |
| 20260825 | $2.80 | $2.80 | 70.4% | 3% |
| 20260824 | $2.83 | $2.83 | 68.3% | 0% |
| 20260821 | $3.02 | $0.48 | 69.3% | 0% |
| 20260820 | $3.20 | $0.65 | 71.0% | 0% |
| 20260819 | $3.28 | $1.00 | 71.2% | 0% |
| 20260818 | $3.38 | $1.20 | 71.4% | 0% |
| 20260817 | $3.50 | $1.35 | 72.6% | 0% |
| 20260814 | $4.00 | $1.75 | 72.6% | 0% |
| 20260813 | $4.10 | $1.95 | 74.9% | 3% |
| 20260812 | $4.38 | $2.08 | 77.6% | 8% |
| 20260811 | $4.40 | $2.23 | 77.7% | 8% |
| 20260810 | $4.75 | $2.58 | 79.4% | 12% |
| 20260807 | — | — | 81.5% | 17% |
| 20260806 | $7.95 | $5.60 | 116.8% | 77% |
| 20260805 | $5.80 | $5.80 | 111.6% | 68% |
| 20260804 | $6.17 | $6.17 | 115.6% | 75% |
| 20260803 | $6.50 | $6.50 | 117.8% | 80% |
| 20260731 | $6.70 | $6.70 | 116.7% | 78% |
| 20260730 | $6.75 | $6.75 | 118.3% | 81% |
| 20260729 | $6.40 | $6.40 | 118.0% | 74% |
| 20260728 | $7.10 | $7.10 | 117.9% | 74% |
| 20260727 | $7.18 | $7.18 | 119.7% | 76% |
More on GRPN
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.