ITRI · Expected Move
Itron Inc
The expected move for ITRI 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).
ITRI 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 ITRI Expected Move
30-Day Straddle
$11.10
7-Day Straddle
$11.10
30-Day ATM IV
53.8%
IV Rank
71%
Implied one-standard-deviation move through the next 30 days. Compare to ITRI'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.
ITRI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $11.10 | $11.10 | 53.8% | 71% |
| 20261021 | $10.15 | $10.15 | 52.4% | 67% |
| 20261020 | $10.50 | $10.50 | 53.6% | 70% |
| 20261019 | $11.03 | $11.03 | 54.4% | 72% |
| 20261016 | $10.95 | $2.83 | 51.6% | 65% |
| 20261015 | $12.05 | $2.30 | 56.7% | 79% |
| 20261014 | $11.60 | $2.55 | 53.5% | 70% |
| 20261013 | $12.75 | $2.60 | 55.3% | 75% |
| 20261012 | $12.65 | $3.15 | 56.4% | 78% |
| 20261009 | $11.50 | $3.70 | 49.2% | 58% |
| 20261008 | $12.30 | $4.33 | 52.2% | 66% |
| 20261007 | $12.65 | $3.95 | 51.2% | 63% |
| 20261006 | $13.35 | $4.47 | 50.0% | 60% |
| 20261005 | $13.15 | $5.32 | 50.1% | 60% |
| 20261002 | $5.03 | $5.03 | 44.6% | 45% |
| 20261001 | $5.30 | $5.30 | 47.6% | 53% |
| 20260930 | $5.28 | $5.28 | 45.3% | 46% |
| 20260929 | $6.10 | $6.10 | 43.8% | 42% |
| 20260928 | $6.40 | $6.40 | 44.2% | 43% |
| 20260925 | $6.95 | $6.95 | 44.3% | 44% |
| 20260924 | $5.65 | $5.65 | 37.0% | 23% |
| 20260923 | $6.28 | $6.28 | 38.3% | 27% |
| 20260922 | $6.58 | $6.58 | 37.7% | 25% |
| 20260921 | $6.10 | $6.10 | 35.4% | 18% |
| 20260918 | $5.75 | $1.75 | 28.9% | 0% |
| 20260917 | $6.53 | $2.45 | 31.0% | 5% |
| 20260916 | $7.25 | $4.40 | 33.0% | 11% |
| 20260915 | $7.88 | $4.10 | 33.6% | 13% |
| 20260914 | $8.03 | $3.62 | 34.4% | 15% |
| 20260911 | $7.28 | $3.95 | 32.0% | 8% |
| 20260910 | $7.42 | $4.08 | 32.1% | 9% |
| 20260909 | $8.90 | $3.95 | 36.5% | 21% |
| 20260908 | $8.82 | $5.20 | 34.5% | 16% |
| 20260904 | $8.15 | $4.58 | 29.9% | 2% |
| 20260903 | $7.50 | $5.25 | 29.7% | 1% |
| 20260902 | $4.60 | $4.60 | 31.2% | 5% |
| 20260901 | $5.90 | $5.90 | 32.3% | 7% |
| 20260831 | $5.62 | $5.62 | 31.1% | 4% |
| 20260828 | $5.45 | $5.45 | 31.5% | 5% |
| 20260827 | $5.60 | $5.60 | 31.6% | 6% |
| 20260826 | $6.70 | $6.70 | 33.3% | 9% |
| 20260825 | $6.05 | $6.05 | 31.1% | 4% |
| 20260824 | $7.47 | $7.47 | 34.9% | 13% |
| 20260821 | $7.00 | $1.50 | 32.0% | 6% |
| 20260820 | $6.80 | $2.42 | 29.9% | 2% |
| 20260819 | $6.65 | $3.02 | 29.6% | 1% |
| 20260818 | $8.10 | $3.40 | 35.6% | 14% |
| 20260817 | $6.93 | $2.90 | 29.1% | 0% |
| 20260814 | $8.68 | $4.00 | 32.7% | 3% |
| 20260813 | $8.47 | $4.35 | 31.6% | 0% |
| 20260812 | $8.97 | $4.65 | 33.4% | 3% |
| 20260811 | $8.68 | $4.78 | 32.2% | 0% |
| 20260810 | $9.20 | $5.12 | 33.6% | 1% |
| 20260807 | — | — | 36.0% | 6% |
| 20260806 | $10.40 | $6.28 | 36.2% | 7% |
| 20260805 | $4.95 | $4.95 | 33.4% | 0% |
| 20260804 | $7.08 | $7.08 | 35.3% | 0% |
| 20260803 | $6.70 | $6.70 | 36.9% | 2% |
| 20260731 | $7.10 | $7.10 | 35.9% | 0% |
| 20260730 | $7.27 | $7.27 | 36.4% | 1% |
More on ITRI
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.