IIPR · Expected Move

Innovative Industrial Properties, Inc. Common stock

The expected move for IIPR 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).

IIPR straddle price & implied vol

60 sessions

Bars: 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 IIPR Expected Move
30-Day Straddle
$3.95
7-Day Straddle
$3.02
30-Day ATM IV
28.8%
IV Rank
8%
Implied one-standard-deviation move through the next 30 days. Compare to IIPR'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.
IIPR Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $3.95 $3.02 28.8% 8%
20261106 $4.38 $2.77 30.0% 15%
20261105 $4.85 $3.08 32.3% 30%
20261104 $3.55 $3.55 33.9% 40%
20261103 $3.38 $3.38 33.9% 40%
20261102 $4.83 $4.83 42.9% 97%
20261030 $5.30 $5.30 39.4% 75%
20261029 $4.18 $4.18 37.1% 60%
20261028 $4.75 $4.75 39.9% 78%
20261027 $4.35 $4.35 38.9% 72%
20261026 $4.18 $4.18 37.1% 60%
20261023 $4.60 $4.60 37.5% 63%
20261022 $4.62 $4.62 37.7% 64%
20261021 $4.72 $4.72 37.2% 61%
20261020 $4.65 $4.65 36.0% 53%
20261019 $4.75 $4.75 37.0% 60%
20261016 $5.33 $3.40 36.2% 54%
20261015 $5.00 $1.97 34.4% 43%
20261014 $5.17 $1.88 38.0% 66%
20261013 $5.08 $1.95 35.9% 52%
20261012 $5.17 $1.95 36.3% 55%
20261009 $5.58 $2.38 36.2% 54%
20261008 $5.10 $2.45 33.7% 39%
20261007 $5.35 $2.20 35.5% 50%
20261006 $5.15 $2.05 35.4% 49%
20261005 $5.35 $2.35 36.4% 55%
20261002 $2.42 $2.42 34.1% 41%
20261001 $3.10 $3.10 35.7% 51%
20260930 $3.12 $3.12 35.5% 50%
20260929 $3.30 $3.30 35.9% 53%
20260928 $3.22 $3.22 33.8% 39%
20260925 $3.30 $3.30 33.5% 38%
20260924 $3.50 $3.50 33.8% 40%
20260923 $3.67 $3.67 33.2% 36%
20260922 $3.88 $3.88 34.2% 42%
20260921 $3.78 $3.78 32.7% 32%
20260918 $4.03 $0.55 32.8% 33%
20260917 $4.28 $1.65 33.5% 37%
20260916 $4.35 $1.35 34.4% 43%
20260915 $4.28 $1.88 33.8% 39%
20260914 $4.62 $2.02 34.1% 41%
20260911 $4.20 $2.05 31.0% 16%
20260910 $4.72 $2.62 33.7% 29%
20260909 $5.12 $2.70 34.6% 33%
20260908 $5.25 $3.20 34.6% 32%
20260904 $5.47 $3.50 35.1% 34%
20260903 $5.00 $2.62 30.4% 13%
20260902 $3.10 $3.10 31.8% 19%
20260901 $2.88 $2.88 32.3% 21%
20260831 $3.30 $3.30 31.4% 17%
20260828 $3.30 $3.30 30.1% 11%
20260827 $3.35 $3.35 30.4% 12%
20260826 $3.45 $3.45 30.2% 12%
20260825 $3.53 $3.53 29.0% 6%
20260824 $3.60 $3.60 30.1% 11%
20260821 $3.55 $2.55 27.8% 1%
20260820 $4.05 $2.12 29.5% 8%
20260819 $3.62 $1.42 27.8% 1%
20260818 $4.08 $1.20 31.5% 17%
20260817 $3.65 $1.45 27.6% 0%

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.