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
$4.62
7-Day Straddle
$2.80
Avg IV
1.2%
IV Rank
8%
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 |
|---|---|---|---|---|
| 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% |
| 20260409 | $2.88 | $1.05 | 1.2% | 7% |
| 20260408 | $2.98 | $1.08 | 1.1% | 5% |
| 20260407 | $3.10 | $1.27 | 1.4% | 22% |
| 20260406 | $3.08 | $1.18 | 1.1% | 6% |
| 20260402 | $3.15 | $1.50 | 1.2% | 9% |
| 20260401 | $1.40 | $1.40 | 2.4% | 87% |
| 20260331 | $1.50 | $1.50 | 1.9% | 56% |
| 20260330 | $1.55 | $1.55 | 2.1% | 67% |
| 20260327 | $1.58 | $1.58 | 2.1% | 65% |
| 20260326 | $1.60 | $1.60 | 1.8% | 51% |
| 20260325 | $1.62 | $1.62 | 1.8% | 50% |
| 20260324 | $1.65 | $1.65 | 1.9% | 56% |
| 20260323 | $1.80 | $1.80 | 1.1% | 5% |
| 20260320 | $1.85 | $0.80 | 1.6% | 36% |
| 20260319 | $1.82 | $0.45 | 1.7% | 40% |
| 20260318 | $1.80 | $0.65 | 1.6% | 38% |
| 20260317 | $1.82 | $0.78 | 1.6% | 34% |
| 20260316 | $1.77 | $0.78 | 1.9% | 57% |
| 20260313 | $1.88 | $0.95 | 1.6% | 37% |
| 20260312 | $1.85 | $1.00 | 1.8% | 49% |
| 20260311 | $1.88 | $1.05 | 1.6% | 35% |
| 20260310 | $3.17 | $2.85 | 1.5% | 31% |
| 20260309 | $3.15 | $2.67 | 1.5% | 26% |
| 20260308 | $3.12 | $2.62 | 1.4% | 23% |
| 20260306 | $3.12 | $2.62 | 1.4% | 21% |
| 20260305 | $3.22 | $2.73 | 1.3% | 19% |
| 20260304 | $2.70 | $2.70 | 1.7% | 44% |
| 20260303 | $2.75 | $2.75 | 2.6% | 100% |
| 20260302 | $4.12 | $4.12 | 2.3% | 82% |
| 20260227 | $2.95 | $2.95 | 2.2% | 77% |