IDA · Expected Move
IDACORP, Inc.
The expected move for IDA 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).
IDA 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 IDA Expected Move
30-Day Straddle
$6.38
7-Day Straddle
$6.38
30-Day ATM IV
20.4%
IV Rank
47%
Implied one-standard-deviation move through the next 30 days. Compare to IDA'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.
IDA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $6.38 | $6.38 | 20.4% | 47% |
| 20261020 | $6.47 | $6.47 | 20.4% | 46% |
| 20261019 | $6.85 | $6.85 | 21.0% | 55% |
| 20261016 | $6.15 | $1.82 | 18.8% | 25% |
| 20261015 | $6.72 | $2.12 | 19.3% | 32% |
| 20261014 | $6.97 | $3.58 | 19.6% | 36% |
| 20261013 | $7.05 | $3.70 | 19.6% | 36% |
| 20261012 | $6.55 | $2.78 | 18.0% | 15% |
| 20261009 | $6.85 | $3.67 | 19.7% | 36% |
| 20261008 | $7.53 | $3.45 | 20.1% | 43% |
| 20261007 | $7.72 | $4.22 | 21.3% | 58% |
| 20261006 | $8.02 | $3.72 | 19.7% | 37% |
| 20261005 | $7.65 | $5.00 | 19.8% | 38% |
| 20261002 | $4.50 | $4.50 | 19.9% | 40% |
| 20261001 | $4.75 | $4.75 | 19.5% | 35% |
| 20260930 | $4.95 | $4.95 | 20.8% | 52% |
| 20260929 | $5.20 | $5.20 | 20.7% | 50% |
| 20260928 | $4.83 | $4.83 | 19.7% | 37% |
| 20260925 | $4.93 | $4.93 | 20.3% | 45% |
| 20260924 | $5.10 | $5.10 | 20.5% | 48% |
| 20260923 | $5.00 | $5.00 | 20.5% | 47% |
| 20260922 | $6.05 | $6.05 | 22.1% | 69% |
| 20260921 | $6.42 | $6.42 | 22.5% | 74% |
| 20260918 | $6.67 | $2.95 | 21.1% | 55% |
| 20260917 | $6.17 | $2.20 | 21.3% | 58% |
| 20260916 | $6.78 | $4.12 | 22.3% | 72% |
| 20260915 | $6.65 | $4.08 | 22.1% | 69% |
| 20260914 | $6.05 | $3.92 | 20.1% | 42% |
| 20260911 | $6.60 | $4.17 | 19.7% | 37% |
| 20260910 | $7.08 | $4.40 | 21.1% | 56% |
| 20260909 | $7.42 | $4.65 | 21.0% | 54% |
| 20260908 | $7.45 | $4.45 | 20.5% | 48% |
| 20260904 | $7.03 | $5.12 | 19.8% | 39% |
| 20260903 | $7.47 | $5.03 | 20.0% | 41% |
| 20260902 | $5.55 | $5.55 | 21.4% | 60% |
| 20260901 | $5.88 | $5.88 | 20.5% | 47% |
| 20260831 | $6.12 | $6.12 | 21.6% | 63% |
| 20260828 | $5.58 | $5.58 | 20.7% | 51% |
| 20260827 | $5.72 | $5.72 | 21.3% | 59% |
| 20260826 | $6.03 | $6.03 | 22.8% | 79% |
| 20260825 | $6.68 | $6.68 | 24.2% | 97% |
| 20260824 | $7.20 | $7.20 | 24.4% | 100% |
| 20260821 | $7.77 | $3.05 | 22.9% | 81% |
| 20260820 | $6.97 | $2.67 | 22.0% | 71% |
| 20260819 | $7.78 | $2.90 | 23.3% | 87% |
| 20260818 | $8.00 | $4.45 | 22.0% | 71% |
| 20260817 | $7.90 | $3.80 | 22.5% | 78% |
| 20260814 | $8.47 | $4.30 | 21.9% | 70% |
| 20260813 | $7.60 | $3.70 | 20.9% | 58% |
| 20260812 | $7.82 | $4.62 | 21.6% | 67% |
| 20260811 | $7.83 | $4.30 | 21.9% | 70% |
| 20260810 | $7.95 | $4.72 | 22.4% | 76% |
| 20260807 | — | — | 21.2% | 62% |
| 20260806 | $9.10 | $6.00 | 22.3% | 75% |
| 20260805 | $5.45 | $5.45 | 22.0% | 71% |
| 20260804 | $5.62 | $5.62 | 22.0% | 72% |
| 20260803 | $6.00 | $6.00 | 22.3% | 75% |
| 20260731 | $5.70 | $5.70 | 20.8% | 57% |
| 20260730 | $7.05 | $7.05 | 22.5% | 78% |
| 20260729 | $6.03 | $6.03 | 20.8% | 57% |
More on IDA
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.