IRBT · Expected Move
iRobot Corporation
The expected move for IRBT 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).
IRBT 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 IRBT Expected Move
30-Day Straddle
$0.38
7-Day Straddle
$0.05
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to IRBT'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.
IRBT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20251219 | $0.38 | $0.05 | — | — |
| 20251218 | $0.47 | $0.23 | 366.4% | 94% |
| 20251217 | $0.78 | $0.35 | — | — |
| 20251216 | $0.78 | $0.40 | — | — |
| 20251215 | $0.95 | $0.52 | 383.9% | 100% |
| 20251212 | $2.05 | $0.97 | 200.8% | 75% |
| 20251211 | $2.50 | $1.35 | 205.4% | 78% |
| 20251210 | $2.73 | $1.60 | 214.6% | 84% |
| 20251209 | $1.92 | $1.18 | 204.7% | 78% |
| 20251208 | $1.67 | $0.88 | 202.4% | 76% |
| 20251205 | $2.27 | $1.32 | 221.1% | 88% |
| 20251204 | $1.70 | $1.00 | 212.2% | 83% |
| 20251203 | $1.77 | $1.77 | 239.0% | 100% |
| 20251202 | $0.77 | $0.77 | 221.5% | 100% |
| 20251201 | $0.88 | $0.88 | — | — |
| 20251128 | $0.77 | $0.77 | 199.9% | 86% |
| 20251126 | $0.73 | $0.73 | 189.3% | 78% |
| 20251125 | $0.80 | $0.80 | — | — |
| 20251124 | $0.82 | $0.82 | 162.3% | 58% |
| 20251121 | $0.70 | $0.53 | — | — |
| 20251120 | $0.67 | $0.55 | — | — |
| 20251119 | $0.75 | $0.42 | 169.7% | 63% |
| 20251118 | $0.78 | $0.35 | 172.7% | 66% |
| 20251117 | $0.77 | $0.35 | 170.0% | 64% |
| 20251114 | $0.82 | $0.35 | 170.3% | 64% |
| 20251113 | $0.82 | $0.40 | 168.1% | 62% |
| 20251112 | $0.90 | $0.45 | 173.3% | 66% |
| 20251111 | $0.90 | $0.50 | 169.1% | 63% |
| 20251110 | $0.97 | $0.57 | 167.6% | 62% |
| 20251107 | $0.95 | $0.57 | 163.1% | 59% |
| 20251106 | $1.05 | $0.75 | 177.8% | 69% |
| 20251105 | $0.90 | $0.90 | 175.5% | 68% |
| 20251104 | $0.93 | $0.93 | 172.5% | 65% |
| 20251103 | $1.02 | $1.02 | 183.4% | 74% |
| 20251031 | $1.07 | $0.20 | 171.6% | 65% |
| 20251030 | $1.10 | $0.30 | 181.9% | 72% |
| 20251029 | $1.25 | $0.50 | 191.5% | 79% |
| 20251028 | $1.08 | $0.50 | 175.1% | 67% |
| 20251027 | $1.50 | $0.70 | 178.2% | 70% |
| 20251024 | $2.30 | $1.20 | 180.2% | 71% |
| 20251023 | $1.88 | $1.30 | 174.5% | 67% |
| 20251022 | $1.70 | $1.07 | 180.3% | 71% |
| 20251021 | $1.57 | $0.75 | 159.5% | 56% |
| 20251020 | $1.85 | $0.82 | 166.3% | 61% |
| 20251017 | $2.02 | $1.00 | 176.4% | 68% |
| 20251016 | $2.15 | $1.05 | 175.9% | 68% |
| 20251015 | $2.50 | $1.38 | 189.0% | 78% |
| 20251014 | $1.48 | $0.53 | 142.3% | 43% |
| 20251013 | $1.70 | $0.40 | 147.9% | 47% |
| 20251010 | $1.05 | $0.50 | 128.2% | 30% |
| 20251009 | $0.85 | $0.57 | 120.9% | 25% |
| 20251008 | $1.53 | $0.60 | 161.8% | 53% |
| 20251007 | $1.02 | $0.68 | 125.0% | 28% |
| 20251006 | $1.27 | $0.53 | 127.3% | 29% |
| 20251003 | $1.12 | $0.60 | 122.1% | 26% |
| 20251002 | $0.72 | $0.55 | 201.2% | 79% |
| 20251001 | $0.82 | $0.55 | 88.8% | 4% |
| 20250930 | $0.73 | $0.55 | 113.7% | 20% |
| 20250929 | $0.65 | $0.32 | 118.7% | 24% |
| 20250926 | $1.02 | $0.45 | 119.2% | 24% |
More on IRBT
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.