MRUS · Expected Move
Merus N.V. Common Shares
The expected move for MRUS 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).
MRUS 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 MRUS Expected Move
30-Day Straddle
$4.53
7-Day Straddle
$4.53
30-Day ATM IV
25.8%
IV Rank
26%
Implied one-standard-deviation move through the next 30 days. Compare to MRUS'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.
MRUS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20251229 | $4.53 | $4.53 | 25.8% | 26% |
| 20251226 | $9.93 | $9.93 | 44.1% | 51% |
| 20251224 | $9.30 | $9.30 | 42.0% | 48% |
| 20251223 | $10.25 | $10.25 | 43.9% | 51% |
| 20251222 | $11.25 | $11.25 | 45.6% | 53% |
| 20251219 | $9.90 | $8.38 | 46.0% | 54% |
| 20251218 | $10.15 | $9.43 | 46.3% | 54% |
| 20251217 | $9.90 | $3.42 | 43.3% | 50% |
| 20251216 | $10.35 | $4.17 | 44.6% | 52% |
| 20251215 | $8.85 | $2.62 | 48.8% | 58% |
| 20251212 | $9.08 | $1.45 | 43.5% | 50% |
| 20251211 | $7.95 | $2.90 | 24.3% | 24% |
| 20251210 | $7.50 | $2.92 | 28.5% | 29% |
| 20251209 | $4.62 | $1.85 | 21.2% | 19% |
| 20251208 | $5.28 | $3.08 | 24.2% | 24% |
| 20251205 | $5.50 | $2.62 | 21.0% | 19% |
| 20251204 | $4.95 | $3.33 | 21.8% | 20% |
| 20251203 | $2.08 | $2.08 | 19.8% | 17% |
| 20251202 | $2.10 | $2.10 | 17.9% | 15% |
| 20251201 | $2.20 | $2.20 | 18.5% | 16% |
| 20251128 | $2.30 | $2.30 | 21.9% | 20% |
| 20251126 | $3.35 | $3.35 | 18.2% | 15% |
| 20251125 | $3.25 | $3.25 | 18.6% | 16% |
| 20251124 | $3.70 | $3.70 | 20.0% | 18% |
| 20251121 | $3.33 | $2.57 | 12.6% | 7% |
| 20251120 | $4.95 | $1.95 | 14.3% | 10% |
| 20251119 | $4.95 | $2.00 | 10.9% | 5% |
| 20251118 | $2.50 | $1.75 | 8.4% | 2% |
| 20251117 | $1.75 | $2.88 | 13.8% | 9% |
| 20251114 | $2.50 | $1.08 | 17.9% | 15% |
| 20251113 | $3.00 | $1.33 | 20.7% | 19% |
| 20251112 | $9.35 | $10.80 | 26.7% | 27% |
| 20251111 | $3.98 | $0.70 | 10.6% | 5% |
| 20251110 | $3.80 | $0.85 | 14.9% | 11% |
| 20251107 | $5.00 | $0.80 | 12.2% | 7% |
| 20251106 | $5.10 | $1.05 | 12.5% | 7% |
| 20251105 | $1.27 | $1.27 | 13.8% | 9% |
| 20251104 | $1.20 | $1.20 | 18.3% | 15% |
| 20251103 | $1.20 | $1.20 | 17.2% | 14% |
| 20251031 | $1.40 | $1.40 | 10.2% | 4% |
| 20251030 | $1.48 | $1.48 | 13.6% | 9% |
| 20251029 | $1.67 | $1.67 | 12.7% | 8% |
| 20251028 | $1.45 | $1.45 | 12.5% | 7% |
| 20251027 | $1.77 | $1.77 | 10.6% | 5% |
| 20251024 | $1.27 | $1.27 | 7.3% | 0% |
| 20251023 | $3.62 | $3.62 | 16.6% | 12% |
| 20251022 | $1.67 | $1.67 | 8.3% | 0% |
| 20251021 | $2.30 | $2.30 | 10.7% | 4% |
| 20251020 | $2.65 | $2.65 | 12.2% | 6% |
| 20251017 | $1.62 | $10.00 | 11.0% | 4% |
| 20251016 | $2.05 | $0.32 | 9.8% | 2% |
| 20251015 | $2.60 | $0.55 | 10.7% | 4% |
| 20251014 | $2.62 | $0.55 | 10.8% | 4% |
| 20251013 | $1.95 | $0.57 | 8.0% | 0% |
| 20251010 | $2.17 | $1.18 | 9.4% | 0% |
| 20251009 | $2.17 | $1.10 | 9.7% | 0% |
| 20251008 | $3.15 | $0.90 | 11.6% | 3% |
| 20251007 | $3.58 | $1.60 | 13.4% | 6% |
| 20251006 | $2.73 | $1.68 | 11.7% | 3% |
| 20251003 | $1.30 | $1.30 | 9.5% | 0% |
More on MRUS
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.