MGRC · Expected Move

Mcgrath Rentcorp

The expected move for MGRC 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).

MGRC 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 MGRC Expected Move
30-Day Straddle
$20.00
7-Day Straddle
$20.00
30-Day ATM IV
38.7%
IV Rank
65%
Implied one-standard-deviation move through the next 30 days. Compare to MGRC'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.
MGRC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $20.00 $20.00 38.7% 65%
20261021 $20.00 $20.00 35.9% 49%
20261020 $20.00 $20.00 41.4% 81%
20261019 $20.00 $20.00 42.5% 87%
20261016 $20.00 $20.00 34.6% 42%
20261015 $20.00 $10.38 34.8% 42%
20261014 $20.00 $20.00 35.1% 44%
20261013 $20.00 $11.68 34.0% 38%
20261012 $20.00 $10.83 38.2% 62%
20261009 $20.00 $12.40 35.2% 45%
20261008 $20.00 $12.57 36.5% 53%
20261007 $20.00 $12.82 41.8% 83%
20261006 $20.00 $12.85 33.1% 32%
20261005 $20.00 $13.62 39.0% 67%
20261002 $12.82 $12.82 33.2% 34%
20261001 $13.38 $13.38 43.5% 93%
20260930 $13.25 $13.25 44.1% 97%
20260929 $13.47 $13.47 43.6% 94%
20260928 $13.78 $13.78 31.6% 24%
20260925 $13.82 $13.82 33.0% 32%
20260924 $20.00 $20.00 35.8% 49%
20260923 $20.00 $20.00 32.1% 27%
20260922 $20.00 $20.00 28.7% 4%
20260921 $20.00 $20.00 27.5% 0%
20260918 $20.00 $20.00 29.8% 7%
20260917 $20.00 $20.00 29.0% 4%
20260916 $20.00 $20.00 29.5% 6%
20260915 $20.00 $20.00 29.1% 4%
20260914 $20.00 $20.00 28.2% 1%
20260911 $20.00 $20.00 31.2% 11%
20260910 $20.00 $20.00 32.4% 11%
20260909 $20.00 $20.00 30.1% 5%
20260908 $20.00 $20.00 33.7% 14%
20260904 $20.00 $20.00 31.1% 8%
20260903 $20.00 $20.00 32.0% 10%
20260902 $20.00 $20.00 33.7% 14%
20260901 $20.00 $20.00 32.9% 12%
20260831 $20.00 $20.00 31.8% 9%
20260828 $20.00 $20.00 35.0% 13%
20260827 $20.00 $20.00 30.9% 5%
20260826 $20.00 $20.00 35.8% 14%
20260825 $20.00 $20.00 34.2% 11%
20260824 $20.00 $20.00 32.7% 9%
20260821 $20.00 $10.62 30.5% 5%
20260820 $20.00 $10.62 28.6% 1%
20260819 $12.50 $20.00 28.7% 1%
20260818 $12.50 $20.00 29.5% 3%
20260817 $20.00 $20.00 28.3% 1%
20260814 $20.00 $20.00 34.4% 12%
20260813 $20.00 $20.00 27.9% 0%
20260812 $20.00 $20.00 30.0% 4%
20260811 $20.00 $20.00 35.7% 14%
20260810 $20.00 $20.00 31.3% 6%
20260807 — — 30.6% 5%
20260806 $20.00 $20.00 28.7% 1%
20260805 $20.00 $20.00 28.7% 1%
20260804 $20.00 $20.00 29.4% 3%
20260803 $20.00 $20.00 31.0% 5%
20260731 $20.00 $20.00 36.0% 14%
20260730 $20.00 $20.00 38.3% 19%

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.