GRPN (Groupon, Inc.Common Stock)
Expected Move & Straddle Price History
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).
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 GRPN Expected Move
30-Day Straddle
$7.45
7-Day Straddle
$1.48
Avg IV
1.8%
IV Rank
43%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260716 | $7.45 | $1.48 | 1.8% | 43% |
| 20260715 | $7.25 | $1.85 | 1.5% | 28% |
| 20260714 | $7.15 | $2.10 | 1.5% | 25% |
| 20260713 | $7.03 | $2.27 | 1.2% | 5% |
| 20260710 | $7.70 | $2.65 | 1.6% | 35% |
| 20260709 | $8.10 | $3.20 | 1.4% | 18% |
| 20260708 | $7.85 | $3.27 | 1.2% | 7% |
| 20260707 | $8.55 | $3.80 | 1.6% | 32% |
| 20260706 | $7.90 | $3.73 | 1.6% | 35% |
| 20260702 | $4.10 | $4.10 | 1.8% | 45% |
| 20260701 | $4.08 | $4.08 | 1.8% | 45% |
| 20260630 | $4.12 | $4.12 | 1.6% | 33% |
| 20260629 | $4.60 | $4.60 | 1.7% | 40% |
| 20260626 | $4.25 | $4.25 | 1.7% | 36% |
| 20260625 | $4.20 | $4.20 | 1.4% | 22% |
| 20260624 | $3.20 | $3.20 | 1.4% | 18% |
| 20260623 | $2.83 | $2.83 | 1.7% | 36% |
| 20260622 | $3.02 | $3.02 | 1.6% | 31% |
| 20260618 | $2.92 | $0.28 | 1.6% | 31% |
| 20260617 | $3.23 | $0.70 | 1.7% | 39% |
| 20260616 | $3.35 | $1.12 | 1.4% | 22% |
| 20260615 | $3.58 | $1.43 | 1.5% | 24% |
| 20260613 | $3.90 | $1.55 | 1.6% | 29% |
| 20260612 | $3.90 | $1.60 | 1.3% | 12% |
| 20260611 | $4.03 | $1.82 | 1.3% | 11% |
| 20260610 | $3.75 | $1.85 | 1.7% | 38% |
| 20260609 | $3.98 | $2.17 | 1.3% | 13% |
| 20260608 | $3.90 | $2.08 | 1.7% | 39% |
| 20260605 | $4.05 | $2.28 | 1.5% | 28% |
| 20260604 | $5.20 | $3.05 | 1.2% | 6% |
| 20260603 | $4.62 | $2.80 | 1.2% | 8% |
| 20260602 | $2.95 | $2.95 | 1.3% | 13% |
| 20260601 | $3.22 | $3.22 | 1.8% | 44% |
| 20260529 | $3.80 | $3.80 | 1.5% | 28% |
| 20260528 | $4.42 | $4.42 | 1.5% | 24% |
| 20260527 | $4.80 | $4.80 | 1.7% | 39% |
| 20260526 | $5.10 | $5.10 | 1.9% | 50% |
| 20260510 | $4.15 | $2.00 | 1.2% | 4% |
| 20260508 | $4.15 | $2.00 | 1.2% | 6% |
| 20260507 | $4.45 | $3.10 | 1.3% | 10% |
| 20260506 | $4.65 | $3.38 | 1.2% | 7% |
| 20260505 | $4.38 | $3.33 | 1.3% | 10% |
| 20260504 | $4.62 | $3.55 | 1.3% | 10% |
| 20260502 | $3.28 | $3.28 | 1.9% | 55% |
| 20260501 | $3.23 | $3.23 | 2.1% | 64% |
| 20260430 | $3.08 | $3.08 | 1.7% | 42% |
| 20260429 | $3.12 | $3.12 | 1.8% | 46% |
| 20260428 | $3.05 | $3.05 | 1.9% | 53% |
| 20260427 | $3.53 | $3.53 | 1.9% | 49% |
| 20260424 | $3.65 | $3.65 | 1.6% | 30% |
| 20260423 | $3.68 | $3.68 | 1.7% | 39% |
| 20260422 | $4.28 | $4.28 | 1.8% | 50% |
| 20260421 | $4.65 | $4.65 | 2.0% | 63% |
| 20260420 | $3.88 | $3.88 | 1.6% | 34% |
| 20260417 | $3.40 | $0.28 | 1.4% | 19% |
| 20260416 | $4.38 | $1.35 | 1.4% | 22% |
| 20260415 | $3.12 | $0.75 | 1.2% | 12% |
| 20260414 | $3.10 | $0.80 | 1.2% | 8% |
| 20260413 | $2.92 | $0.82 | 1.4% | 21% |
| 20260410 | $3.00 | $0.88 | 1.2% | 8% |