MRP · Expected Move

Millrose Properties, Inc.

The expected move for MRP 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).

MRP 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 MRP Expected Move
30-Day Straddle
$2.53
7-Day Straddle
$2.08
30-Day ATM IV
38.8%
IV Rank
57%
Implied one-standard-deviation move through the next 30 days. Compare to MRP'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.
MRP Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261110 $2.53 $2.08 38.8% 57%
20261109 $2.80 $2.30 39.1% 58%
20261106 $2.67 $1.77 38.0% 55%
20261105 $2.80 $2.12 36.8% 52%
20261104 $2.30 $2.30 37.8% 54%
20261103 $2.10 $2.10 40.6% 62%
20261102 $2.48 $2.48 38.8% 57%
20261030 $1.98 $1.98 37.7% 54%
20261029 $2.08 $2.08 38.1% 55%
20261028 $1.88 $1.88 36.4% 50%
20261027 $2.02 $2.02 37.6% 54%
20261026 $2.15 $2.15 39.9% 40%
20261023 $2.52 $2.52 43.5% 47%
20261022 $2.58 $2.58 44.2% 48%
20261021 $2.55 $2.55 45.6% 51%
20261020 $2.38 $2.38 42.8% 45%
20261019 $2.23 $2.23 42.0% 44%
20261016 $2.42 $0.20 43.8% 47%
20261015 $2.27 $0.62 39.7% 40%
20261014 $2.52 $1.48 — —
20261013 $2.20 $0.70 37.8% 36%
20261012 $2.42 $0.75 41.0% 42%
20261009 $2.52 $1.05 41.5% 43%
20261008 $2.47 $1.05 39.7% 40%
20261007 $2.45 $1.00 38.3% 37%
20261006 $2.35 $1.10 35.3% 31%
20261005 $2.55 $1.32 40.3% 41%
20261002 $1.73 $1.73 — —
20261001 $1.30 $1.30 31.7% 25%
20260930 $1.60 $1.60 33.6% 28%
20260929 $1.75 $1.75 33.1% 27%
20260928 $1.55 $1.55 39.5% 39%
20260925 $2.08 $2.08 42.3% 44%
20260924 $2.33 $2.33 32.9% 27%
20260923 $2.65 $2.65 — —
20260922 $2.27 $2.27 33.0% 27%
20260921 $2.38 $2.38 35.0% 31%
20260918 $2.18 $1.35 29.1% 20%
20260917 $2.30 $1.40 34.1% 29%
20260916 $2.25 $1.20 37.0% 35%
20260915 $2.07 $0.85 30.9% 23%
20260914 $2.08 $0.85 30.7% 23%
20260911 $2.15 $0.90 29.4% 20%
20260910 $2.23 $1.05 30.8% 23%
20260909 $2.10 $0.93 27.6% 17%
20260908 $2.17 $1.20 28.1% 18%
20260904 $2.70 $2.30 32.9% 27%
20260903 $2.60 $1.90 31.1% 23%
20260902 $1.25 $1.25 27.6% 17%
20260901 $1.30 $1.30 27.8% 17%
20260831 $1.23 $1.23 26.3% 15%
20260828 $1.27 $1.27 24.2% 11%
20260827 $1.38 $1.38 24.0% 10%
20260826 $1.50 $1.50 25.7% 13%
20260825 $1.70 $1.70 28.2% 18%
20260824 $1.40 $1.40 23.6% 10%
20260821 $1.57 $0.50 24.1% 10%
20260820 $1.60 $0.68 23.8% 10%
20260819 $1.52 $0.65 — —
20260818 $1.62 $0.43 23.6% 10%

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.