LOCO · Expected Move
El Pollo Loco Holdings, Inc.
The expected move for LOCO 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).
LOCO 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 LOCO Expected Move
30-Day Straddle
$1.45
7-Day Straddle
$1.45
30-Day ATM IV
42.9%
IV Rank
34%
Implied one-standard-deviation move through the next 30 days. Compare to LOCO'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.
LOCO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.45 | $1.45 | 42.9% | 34% |
| 20261021 | $1.48 | $1.48 | 43.5% | 35% |
| 20261020 | $1.88 | $1.88 | 49.1% | 49% |
| 20261019 | $1.85 | $1.85 | 42.6% | 33% |
| 20261016 | $1.75 | $0.97 | 39.7% | 26% |
| 20261015 | $1.60 | $0.75 | 39.1% | 24% |
| 20261014 | $1.70 | $1.07 | 40.5% | 28% |
| 20261013 | $1.80 | $0.93 | 44.9% | 39% |
| 20261012 | $1.67 | $0.75 | 41.8% | 31% |
| 20261009 | $1.77 | $1.30 | 46.2% | 42% |
| 20261008 | $1.70 | $0.85 | 42.9% | 34% |
| 20261007 | $1.60 | $1.05 | 45.5% | 40% |
| 20261006 | $1.80 | $1.10 | 44.5% | 38% |
| 20261005 | $1.82 | $1.12 | 51.8% | 56% |
| 20261002 | $1.12 | $1.12 | 49.6% | 50% |
| 20261001 | $0.93 | $0.93 | 43.2% | 34% |
| 20260930 | $1.20 | $1.20 | 42.9% | 34% |
| 20260929 | $1.27 | $1.27 | 42.7% | 31% |
| 20260928 | $0.82 | $0.82 | 39.8% | 24% |
| 20260925 | $0.80 | $0.80 | 30.9% | 3% |
| 20260924 | $1.02 | $1.02 | 48.0% | 43% |
| 20260923 | $1.00 | $1.00 | 37.7% | 19% |
| 20260922 | $1.27 | $1.27 | 39.9% | 24% |
| 20260921 | $0.95 | $0.95 | 44.2% | 35% |
| 20260918 | $1.10 | $0.57 | 38.2% | 20% |
| 20260917 | $1.43 | $2.05 | 49.7% | 47% |
| 20260916 | $2.20 | $1.02 | 55.2% | 60% |
| 20260915 | $1.30 | $0.78 | 35.7% | 14% |
| 20260914 | $1.30 | $0.93 | 36.0% | 13% |
| 20260911 | $1.35 | $0.62 | 39.1% | 20% |
| 20260910 | $1.38 | $1.30 | 41.8% | 25% |
| 20260909 | $1.82 | $0.57 | 42.6% | 27% |
| 20260908 | $1.45 | $0.62 | 47.2% | 37% |
| 20260904 | $2.12 | $2.02 | 44.7% | 31% |
| 20260903 | $1.27 | $0.62 | 36.3% | 14% |
| 20260902 | $1.20 | $1.20 | 48.4% | 39% |
| 20260901 | $0.85 | $0.85 | 40.8% | 23% |
| 20260831 | $1.25 | $1.25 | 40.3% | 22% |
| 20260828 | $3.17 | $3.17 | 43.5% | 29% |
| 20260827 | $1.18 | $1.18 | 39.9% | 21% |
| 20260826 | $1.62 | $1.62 | 46.8% | 36% |
| 20260825 | $1.25 | $1.25 | 47.6% | 37% |
| 20260824 | $1.62 | $1.62 | 48.3% | 39% |
| 20260821 | $1.32 | $0.85 | 37.2% | 16% |
| 20260820 | $1.25 | $0.80 | 36.6% | 15% |
| 20260819 | $1.52 | $0.93 | 39.0% | 20% |
| 20260818 | $2.25 | $0.82 | 56.0% | 55% |
| 20260817 | $1.48 | $1.05 | 36.7% | 15% |
| 20260814 | $1.27 | $0.95 | 35.1% | 11% |
| 20260813 | $1.38 | $1.00 | 36.9% | 15% |
| 20260812 | $1.50 | $1.57 | 40.1% | 22% |
| 20260811 | $1.45 | $0.82 | 57.7% | 58% |
| 20260810 | $2.12 | $1.35 | 58.6% | 60% |
| 20260807 | — | — | 57.8% | 59% |
| 20260806 | $3.25 | $2.12 | 60.1% | 63% |
| 20260805 | $1.90 | $1.90 | 48.4% | 39% |
| 20260804 | $1.98 | $1.98 | 43.9% | 30% |
| 20260803 | $2.60 | $2.60 | 51.2% | 37% |
| 20260731 | $2.42 | $2.42 | 57.0% | 48% |
| 20260730 | $3.80 | $3.80 | 62.2% | 57% |
More on LOCO
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.