KR · Expected Move

The Kroger Co.

The expected move for KR 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).

KR straddle price & implied vol

60 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 KR Expected Move
30-Day Straddle
$3.54
7-Day Straddle
$1.77
30-Day ATM IV
28.6%
IV Rank
26%
Implied one-standard-deviation move through the next 30 days. Compare to KR'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.
KR Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261002 $3.54 $1.77 28.6% 26%
20261001 $3.57 $2.10 27.1% 18%
20260930 $3.55 $1.93 26.4% 14%
20260929 $4.04 $1.96 28.6% 26%
20260928 $3.89 $1.45 28.4% 25%
20260925 $3.71 $1.52 28.1% 23%
20260924 $4.00 $2.00 29.7% 33%
20260923 $3.53 $1.97 26.6% 15%
20260922 $3.63 $2.05 26.6% 15%
20260921 $3.83 $1.44 26.9% 17%
20260918 $2.93 $1.49 24.0% 0%
20260917 $3.60 $1.68 25.6% 7%
20260916 $3.86 $2.60 25.3% 5%
20260915 $3.77 $2.38 26.2% 11%
20260914 $3.53 $1.57 25.2% 5%
20260911 $3.33 $1.88 27.7% 20%
20260910 $5.06 $3.82 38.4% 81%
20260909 $4.52 $3.87 34.6% 60%
20260908 $4.70 $3.65 35.8% 66%
20260904 $4.61 $3.32 34.7% 60%
20260903 $4.37 $3.32 34.1% 56%
20260902 $3.92 $3.28 30.6% 36%
20260901 $4.67 $3.37 34.7% 60%
20260831 $5.09 $1.39 36.2% 69%
20260828 $5.10 $1.59 37.2% 74%
20260827 $4.28 $2.45 33.3% 52%
20260826 $4.18 $2.15 31.7% 43%
20260825 $5.25 $1.96 36.5% 71%
20260824 $4.80 $1.45 35.2% 63%
20260821 $4.45 $1.69 35.4% 64%
20260820 $4.59 $2.19 35.4% 64%
20260819 $4.75 $2.45 35.9% 67%
20260818 $4.58 $2.16 34.8% 61%
20260817 $4.65 $1.56 35.3% 64%
20260814 $4.22 $1.43 33.1% 51%
20260813 $4.00 $1.84 32.6% 48%
20260812 $4.36 $1.85 34.2% 57%
20260811 $4.59 $2.04 33.7% 54%
20260810 $4.72 $1.54 33.6% 54%
20260807 — — 29.3% 29%
20260806 $4.15 $2.64 33.7% 54%
20260805 $3.87 $2.37 29.8% 32%
20260804 $4.67 $2.13 33.1% 51%
20260803 $4.20 $1.67 30.1% 33%
20260731 $3.83 $1.89 30.1% 34%
20260730 $3.82 $2.12 29.5% 30%
20260729 $4.04 $2.19 29.5% 30%
20260728 $4.04 $2.92 29.4% 30%
20260727 $4.21 $1.67 30.9% 38%
20260724 $3.74 $1.83 29.5% 30%
20260723 $3.95 $2.06 30.9% 38%
20260722 $3.89 $2.18 29.7% 31%
20260721 $4.00 $2.33 30.2% 34%
20260720 $4.28 $1.77 30.9% 38%
20260716 $3.97 $1.96 30.5% 36%
20260715 $4.21 $2.20 31.9% 44%
20260714 $4.25 $2.40 31.3% 41%
20260713 $4.60 $1.59 31.8% 43%
20260710 $3.35 $1.50 27.5% 19%
20260709 $4.00 $2.01 29.6% 30%

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.