ITRN · Expected Move
Ituran Location and Control Ltd.
The expected move for ITRN 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).
ITRN 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 ITRN Expected Move
30-Day Straddle
$3.55
7-Day Straddle
$3.55
30-Day ATM IV
32.1%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to ITRN'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.
ITRN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $3.55 | $3.55 | 32.1% | 18% |
| 20261022 | $4.58 | $4.58 | 39.7% | 53% |
| 20261021 | $3.68 | $3.68 | 28.2% | 0% |
| 20261020 | $3.80 | $3.80 | 37.9% | 37% |
| 20261019 | $4.62 | $4.62 | 38.7% | 41% |
| 20261016 | $4.53 | $3.08 | 37.7% | 35% |
| 20261015 | $4.85 | $1.45 | 38.9% | 42% |
| 20261014 | $5.38 | $3.35 | 42.2% | 59% |
| 20261013 | $4.97 | $2.98 | 36.5% | 29% |
| 20261012 | $5.55 | $3.48 | 34.1% | 17% |
| 20261009 | $6.25 | $3.33 | 35.8% | 26% |
| 20261008 | $5.38 | $3.17 | 36.8% | 31% |
| 20261007 | $6.85 | $3.50 | 36.0% | 27% |
| 20261006 | $6.45 | $5.30 | 30.8% | 0% |
| 20261005 | $6.30 | $3.83 | 32.5% | 5% |
| 20261002 | $3.38 | $3.38 | 34.3% | 15% |
| 20261001 | $3.45 | $3.45 | 38.6% | 38% |
| 20260930 | $3.20 | $3.20 | 39.3% | 42% |
| 20260929 | $3.00 | $3.00 | 36.4% | 26% |
| 20260928 | $3.53 | $3.53 | 38.4% | 37% |
| 20260925 | $3.85 | $3.85 | 36.7% | 28% |
| 20260924 | $3.70 | $3.70 | 33.4% | 10% |
| 20260923 | $4.15 | $4.15 | 35.7% | 23% |
| 20260922 | $4.42 | $4.42 | 34.5% | 16% |
| 20260921 | $5.00 | $5.00 | 38.2% | 36% |
| 20260918 | $4.50 | $3.38 | 35.7% | 23% |
| 20260917 | $7.08 | $2.38 | 47.1% | 84% |
| 20260916 | $4.30 | $3.70 | 34.9% | 18% |
| 20260915 | $4.55 | $2.90 | 36.8% | 29% |
| 20260914 | $5.30 | $3.27 | 38.9% | 40% |
| 20260911 | $5.85 | $2.23 | 38.1% | 35% |
| 20260910 | $4.92 | $3.45 | 41.3% | 53% |
| 20260909 | $5.70 | $3.05 | 35.4% | 21% |
| 20260908 | $5.95 | $3.42 | 36.5% | 27% |
| 20260904 | $4.68 | $3.95 | 33.5% | 11% |
| 20260903 | $4.40 | $3.85 | 34.0% | 13% |
| 20260902 | $3.92 | $3.92 | 41.7% | 55% |
| 20260901 | $3.80 | $3.80 | 39.5% | 43% |
| 20260831 | $3.95 | $3.95 | 40.9% | 55% |
| 20260828 | $4.08 | $4.08 | 40.0% | 50% |
| 20260827 | $4.45 | $4.45 | 39.6% | 49% |
| 20260826 | $3.88 | $3.88 | 34.8% | 36% |
| 20260825 | $4.95 | $4.95 | 34.2% | 41% |
| 20260824 | $2.47 | $2.47 | 31.5% | 31% |
| 20260821 | $4.35 | $1.02 | 34.9% | 44% |
| 20260820 | $5.42 | $2.12 | 46.5% | 87% |
| 20260819 | $4.62 | $2.85 | 39.2% | 60% |
| 20260818 | $5.85 | $3.75 | 43.0% | 74% |
| 20260817 | $5.12 | $3.40 | 35.5% | 46% |
| 20260814 | $4.50 | $4.72 | 34.9% | 44% |
| 20260813 | $5.40 | $3.27 | 38.2% | 56% |
| 20260812 | $5.45 | $4.67 | 42.0% | 70% |
| 20260811 | $7.10 | $4.20 | 50.1% | 100% |
| 20260810 | $6.25 | $4.05 | 45.2% | 84% |
| 20260807 | — | — | 42.7% | 75% |
| 20260806 | $6.25 | $4.42 | 42.6% | 74% |
| 20260805 | $5.22 | $5.22 | 46.6% | 90% |
| 20260804 | $3.90 | $3.90 | 43.6% | 78% |
| 20260803 | $3.58 | $3.58 | 41.0% | 68% |
| 20260731 | $4.93 | $4.93 | 43.5% | 78% |
More on ITRN
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.