MSEX · Expected Move
Middlesex Water Co
The expected move for MSEX 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).
MSEX 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 MSEX Expected Move
30-Day Straddle
$5.65
7-Day Straddle
$5.65
30-Day ATM IV
41.3%
IV Rank
79%
Implied one-standard-deviation move through the next 30 days. Compare to MSEX'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.
MSEX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $5.65 | $5.65 | 41.3% | 79% |
| 20261023 | $5.05 | $5.05 | 36.6% | 63% |
| 20261022 | $6.42 | $6.42 | 47.5% | 100% |
| 20261021 | $5.10 | $5.10 | 43.7% | 100% |
| 20261020 | $5.10 | $5.10 | 42.1% | 97% |
| 20261019 | $5.30 | $5.30 | 42.9% | 100% |
| 20261016 | $4.00 | $2.52 | 28.5% | 42% |
| 20261015 | $4.68 | $2.65 | 35.4% | 70% |
| 20261014 | $5.25 | $2.60 | 28.6% | 43% |
| 20261013 | $4.70 | $2.75 | 32.8% | 60% |
| 20261012 | $5.90 | $1.90 | 42.6% | 100% |
| 20261009 | $4.70 | $2.80 | 36.3% | 75% |
| 20261008 | $5.78 | $3.00 | 41.6% | 97% |
| 20261007 | $5.78 | $3.12 | 35.3% | 71% |
| 20261006 | $5.35 | $5.05 | 27.2% | 38% |
| 20261005 | $5.53 | $5.00 | 34.3% | 67% |
| 20261002 | $5.42 | $5.42 | 31.5% | 55% |
| 20261001 | $5.67 | $5.67 | 36.7% | 77% |
| 20260930 | $5.45 | $5.45 | 34.0% | 66% |
| 20260929 | $5.12 | $5.12 | 31.8% | 57% |
| 20260928 | $4.75 | $4.75 | 32.1% | 58% |
| 20260925 | $5.08 | $5.08 | 29.9% | 49% |
| 20260924 | $5.00 | $5.00 | 27.5% | 39% |
| 20260923 | $5.00 | $5.00 | 28.0% | 41% |
| 20260922 | $5.00 | $5.00 | 29.5% | 47% |
| 20260921 | $5.05 | $5.05 | 30.0% | 49% |
| 20260918 | $5.12 | $5.00 | 28.5% | 43% |
| 20260917 | $5.17 | $5.00 | 40.1% | 91% |
| 20260916 | $5.05 | $5.07 | 27.3% | 38% |
| 20260915 | $5.50 | $5.12 | 27.6% | 39% |
| 20260914 | $5.33 | $5.12 | 26.1% | 33% |
| 20260911 | $5.40 | $5.20 | 24.0% | 25% |
| 20260910 | $6.08 | $5.35 | 25.4% | 30% |
| 20260909 | $3.85 | $2.80 | 26.2% | 33% |
| 20260908 | $3.92 | $3.05 | 26.0% | 33% |
| 20260904 | $3.93 | $3.30 | 25.4% | 30% |
| 20260903 | $3.60 | $2.95 | 23.4% | 22% |
| 20260902 | $2.90 | $2.90 | 23.6% | 23% |
| 20260901 | $2.95 | $2.95 | 24.9% | 28% |
| 20260831 | $2.92 | $2.92 | 24.3% | 26% |
| 20260828 | $3.12 | $3.12 | 23.7% | 23% |
| 20260827 | $2.95 | $2.95 | 25.8% | 32% |
| 20260826 | $1.85 | $1.85 | 27.1% | 38% |
| 20260825 | $1.92 | $1.92 | 27.5% | 39% |
| 20260824 | $2.12 | $2.12 | 22.9% | 20% |
| 20260821 | $2.48 | $5.00 | 29.9% | 47% |
| 20260820 | $2.23 | $5.00 | 24.4% | 25% |
| 20260819 | $2.33 | $5.00 | 18.0% | 0% |
| 20260818 | $2.23 | $5.00 | 21.9% | 10% |
| 20260817 | $2.33 | $5.05 | 27.0% | 31% |
| 20260814 | $2.50 | $5.05 | 19.6% | 0% |
| 20260813 | $2.67 | $5.00 | 21.4% | 0% |
| 20260812 | $2.70 | $5.05 | 25.1% | 16% |
| 20260811 | $2.88 | $5.05 | 27.5% | 27% |
| 20260810 | $3.62 | $3.88 | 27.4% | 27% |
| 20260807 | — | — | 40.5% | 87% |
| 20260806 | $4.60 | $5.30 | 27.3% | 26% |
| 20260805 | $5.42 | $5.42 | 32.3% | 49% |
| 20260804 | $5.90 | $5.90 | 39.2% | 81% |
| 20260803 | $5.00 | $5.00 | 21.5% | 0% |
More on MSEX
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.