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
$3.52
7-Day Straddle
$2.08
Avg IV
1.0%
IV Rank
0%
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 |
|---|---|---|---|---|
| 20260903 | $3.52 | $2.08 | 1.0% | 0% |
| 20260902 | $2.12 | $2.12 | 1.3% | 25% |
| 20260901 | $2.00 | $2.00 | 1.7% | 59% |
| 20260831 | $2.28 | $2.28 | 1.5% | 42% |
| 20260828 | $2.62 | $2.62 | 1.3% | 20% |
| 20260827 | $2.70 | $2.70 | 1.3% | 22% |
| 20260826 | $2.72 | $2.72 | 1.4% | 33% |
| 20260825 | $2.80 | $2.80 | 1.6% | 46% |
| 20260824 | $2.83 | $2.83 | 1.2% | 10% |
| 20260821 | $3.02 | $0.48 | 1.4% | 30% |
| 20260820 | $3.20 | $0.65 | 1.2% | 11% |
| 20260819 | $3.28 | $1.00 | 1.3% | 24% |
| 20260818 | $3.38 | $1.20 | 1.4% | 28% |
| 20260817 | $3.50 | $1.35 | 1.0% | 1% |
| 20260814 | $4.00 | $1.75 | 1.0% | 0% |
| 20260813 | $4.10 | $1.95 | 1.0% | 0% |
| 20260812 | $4.38 | $2.08 | 1.2% | 9% |
| 20260811 | $4.40 | $2.23 | 1.1% | 4% |
| 20260810 | $4.75 | $2.58 | 1.0% | 0% |
| 20260806 | $7.95 | $5.60 | 1.6% | 34% |
| 20260805 | $5.80 | $5.80 | 1.9% | 60% |
| 20260804 | $6.17 | $6.17 | 2.3% | 89% |
| 20260803 | $6.50 | $6.50 | 1.9% | 58% |
| 20260731 | $6.70 | $6.70 | 2.0% | 69% |
| 20260730 | $6.75 | $6.75 | 1.5% | 26% |
| 20260729 | $6.40 | $6.40 | 2.0% | 71% |
| 20260728 | $7.10 | $7.10 | 1.4% | 19% |
| 20260727 | $7.18 | $7.18 | 1.9% | 57% |
| 20260724 | $6.53 | $6.53 | 1.4% | 21% |
| 20260723 | $6.65 | $6.65 | 1.5% | 27% |
| 20260722 | $7.80 | $7.80 | 1.3% | 13% |
| 20260721 | $7.05 | $7.05 | 1.8% | 43% |
| 20260720 | $7.70 | $7.70 | 1.6% | 31% |
| 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% |