MEG · Expected Move

Montrose Environmental Group, Inc.

The expected move for MEG 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).

MEG 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 MEG Expected Move
30-Day Straddle
$3.92
7-Day Straddle
$3.92
30-Day ATM IV
90.7%
IV Rank
78%
Implied one-standard-deviation move through the next 30 days. Compare to MEG'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.
MEG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20260501 $3.92 $3.92 90.7% 78%
20260430 $3.35 $3.35 86.9% 72%
20260429 $3.33 $3.33 89.0% 77%
20260428 $3.70 $3.70 88.5% 78%
20260427 $3.55 $3.55 77.2% 60%
20260424 $3.33 $3.33 79.1% 63%
20260423 $3.42 $3.42 85.4% 73%
20260422 $3.45 $3.45 79.6% 63%
20260421 $3.55 $3.55 81.2% 66%
20260420 $3.92 $3.92 82.1% 68%
20260417 $4.40 $1.73 83.9% 70%
20260416 $3.88 $2.72 83.0% 69%
20260415 $3.90 $2.25 78.9% 62%
20260414 $4.07 $3.12 82.5% 68%
20260413 $4.12 $3.08 76.4% 58%
20260410 $4.78 $2.62 88.8% 78%
20260409 $3.97 $3.58 73.6% 54%
20260408 $4.95 $3.73 88.1% 77%
20260407 $4.88 $3.10 84.9% 72%
20260406 $4.25 $3.05 74.0% 54%
20260402 $4.70 $3.70 81.3% 66%
20260401 $3.53 $3.53 80.6% 65%
20260331 $3.03 $3.03 84.7% 72%
20260330 $4.05 $4.05 93.1% 85%
20260327 $3.30 $3.30 77.5% 60%
20260326 $3.50 $3.50 79.9% 64%
20260325 $3.83 $3.83 80.7% 65%
20260324 $3.20 $3.20 74.2% 55%
20260323 $4.12 $4.12 86.2% 74%
20260320 $3.73 $1.80 78.1% 61%
20260319 $4.47 $2.67 88.4% 78%
20260318 $4.25 $1.75 81.8% 67%
20260317 $3.80 $2.40 61.4% 34%
20260316 $4.90 $4.42 64.3% 39%
20260313 $4.38 $2.77 73.0% 53%
20260312 $4.62 $2.67 70.9% 49%
20260311 $5.00 $3.60 75.0% 56%
20260310 $4.88 $3.18 68.7% 46%
20260309 $5.53 $3.78 76.0% 58%
20260308 $5.42 $3.17 — —
20260306 $5.42 $3.17 74.8% 56%
20260305 $4.95 $3.52 63.9% 38%
20260304 $4.47 $4.47 67.9% 44%
20260303 $3.83 $3.83 69.9% 48%
20260302 $5.15 $5.15 68.0% 45%
20260227 $3.53 $3.53 60.6% 33%
20260226 $3.67 $3.67 58.2% 29%
20260225 $4.25 $4.25 83.0% 69%
20260224 $4.47 $4.47 88.4% 78%
20260223 $4.03 $4.03 87.6% 77%
20260221 $4.60 $4.60 — —
20260220 $4.60 $2.15 87.2% 76%
20260219 $4.92 $2.60 96.2% 90%
20260218 $5.32 $2.78 102.1% 100%
20260217 $4.80 $2.23 99.7% 96%
20260213 $4.90 $2.00 80.7% 65%
20260212 $4.35 $2.17 78.7% 62%
20260211 $5.10 $2.00 83.3% 70%
20260210 $5.45 $2.75 85.5% 73%
20260209 $5.35 $2.25 83.3% 70%

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.