KEP · Expected Move
Korea Electric Power Corp
The expected move for KEP 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).
KEP 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 KEP Expected Move
30-Day Straddle
$1.38
7-Day Straddle
$1.27
30-Day ATM IV
48.6%
IV Rank
20%
Implied one-standard-deviation move through the next 30 days. Compare to KEP'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.
KEP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261014 | $1.38 | $1.27 | 48.6% | 20% |
| 20261013 | $1.62 | $1.30 | 52.5% | 27% |
| 20261012 | $1.65 | $0.90 | 57.1% | 37% |
| 20261009 | $1.90 | $1.23 | 57.9% | 38% |
| 20261008 | $1.80 | $1.10 | 58.3% | 39% |
| 20261007 | $1.82 | $1.40 | 53.1% | 29% |
| 20261006 | $2.15 | $2.78 | 59.2% | 41% |
| 20261005 | $2.12 | $2.60 | 58.7% | 40% |
| 20261002 | $1.38 | $1.38 | 53.6% | 30% |
| 20261001 | $1.15 | $1.15 | 56.1% | 35% |
| 20260930 | $1.25 | $1.25 | 54.3% | 31% |
| 20260929 | $1.25 | $1.25 | 51.1% | 25% |
| 20260928 | $1.33 | $1.33 | 58.0% | 39% |
| 20260925 | $1.22 | $1.22 | 52.2% | 27% |
| 20260924 | $1.02 | $1.02 | 50.0% | 22% |
| 20260923 | $1.05 | $1.05 | 44.9% | 12% |
| 20260922 | $1.50 | $1.50 | 57.3% | 37% |
| 20260921 | $2.20 | $2.20 | 59.2% | 41% |
| 20260918 | $1.83 | $1.55 | 57.8% | 38% |
| 20260917 | $1.75 | $1.17 | 60.7% | 44% |
| 20260916 | $1.88 | $2.90 | 63.5% | 50% |
| 20260915 | $1.58 | $1.20 | 64.1% | 51% |
| 20260914 | $1.73 | $1.02 | 61.5% | 46% |
| 20260911 | $1.75 | $0.68 | 46.7% | 16% |
| 20260910 | $1.77 | $0.93 | 52.8% | 28% |
| 20260909 | $1.58 | $0.75 | 52.5% | 27% |
| 20260908 | $2.05 | $1.20 | 62.4% | 48% |
| 20260904 | $1.52 | $0.65 | 50.4% | 23% |
| 20260903 | $1.32 | $0.93 | 47.1% | 17% |
| 20260902 | $1.45 | $1.45 | 59.7% | 42% |
| 20260901 | $1.17 | $1.17 | 38.9% | 0% |
| 20260831 | $1.20 | $1.20 | 56.9% | 27% |
| 20260828 | $1.12 | $1.12 | 48.6% | 8% |
| 20260827 | $1.10 | $1.10 | 49.5% | 10% |
| 20260826 | $1.00 | $1.00 | 59.5% | 25% |
| 20260825 | $1.25 | $1.25 | 50.8% | 10% |
| 20260824 | $1.33 | $1.33 | 54.8% | 17% |
| 20260821 | $1.55 | $1.15 | 59.2% | 25% |
| 20260820 | $1.80 | $1.70 | 60.4% | 27% |
| 20260819 | $1.68 | $1.55 | 66.4% | 38% |
| 20260818 | $1.38 | $1.52 | 73.3% | 50% |
| 20260817 | $1.27 | $0.85 | 58.2% | 23% |
| 20260814 | $1.73 | $1.00 | 66.0% | 37% |
| 20260813 | $1.58 | $1.12 | 53.8% | 15% |
| 20260812 | $1.55 | $0.88 | 57.7% | 22% |
| 20260811 | $1.18 | $0.98 | 68.9% | 42% |
| 20260810 | $1.85 | $1.88 | 67.6% | 40% |
| 20260807 | — | — | 53.7% | 15% |
| 20260806 | $2.10 | $1.07 | 60.2% | 27% |
| 20260805 | $0.97 | $0.97 | 71.5% | 47% |
| 20260804 | $1.25 | $1.25 | 69.1% | 42% |
| 20260803 | $2.08 | $2.08 | 85.0% | 71% |
| 20260731 | $1.50 | $1.50 | 82.6% | 66% |
| 20260730 | $1.58 | $1.58 | 72.2% | 48% |
| 20260729 | $1.88 | $1.88 | 88.4% | 77% |
| 20260728 | $1.55 | $1.55 | 68.1% | 41% |
| 20260727 | $1.45 | $1.45 | 58.9% | 24% |
| 20260724 | $1.52 | $1.52 | 61.3% | 29% |
| 20260723 | $1.82 | $1.82 | 67.5% | 39% |
| 20260722 | $1.73 | $1.73 | 61.1% | 28% |
More on KEP
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.