JMKE · Expected Move

Jersey Mike's Subs Inc.

The expected move for JMKE 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).

JMKE straddle price & implied vol

33 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 JMKE Expected Move
30-Day Straddle
$2.40
7-Day Straddle
$2.40
30-Day ATM IV
60.3%
IV Rank
79%
Implied one-standard-deviation move through the next 30 days. Compare to JMKE'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.
JMKE Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $2.40 $2.40 60.3% 79%
20261020 $2.30 $2.30 55.1% 43%
20261019 $2.58 $2.58 60.1% 77%
20261016 $2.67 $0.48 59.5% 73%
20261015 $2.83 $0.97 59.7% 75%
20261014 $2.60 $0.78 58.3% 65%
20261013 $2.65 $0.78 58.9% 69%
20261012 $2.73 $0.88 59.3% 72%
20261009 $2.83 $1.12 59.3% 72%
20261008 $2.80 $1.12 59.3% 72%
20261007 $2.77 $1.45 57.0% 56%
20261006 $2.83 $1.50 57.9% 62%
20261005 $2.77 $1.52 57.6% 60%
20261002 $1.62 $1.62 56.3% 51%
20261001 $1.70 $1.70 59.1% —
20260930 $1.73 $1.73 59.7% —
20260929 $1.82 $1.82 60.7% —
20260928 $1.93 $1.93 62.2% —
20260925 $1.93 $1.93 57.3% —
20260924 $1.93 $1.93 56.6% —
20260923 $2.10 $2.10 55.9% —
20260922 $2.25 $2.25 56.3% —
20260921 $2.30 $2.30 54.6% —
20260918 $2.45 $0.48 55.1% —
20260917 $2.65 $0.53 58.1% —
20260916 $2.38 $0.72 52.0% —
20260915 $2.48 $1.12 50.4% —
20260914 $2.62 $1.18 50.6% —
20260911 $2.62 $1.43 48.9% —
20260910 $2.90 $1.45 51.8% —
20260909 $2.90 $1.65 51.8% —
20260908 $3.45 $2.33 63.4% —
20260904 $3.42 $2.33 60.5% —

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.