MSEX (Middlesex Water Co)

Expected Move & Straddle Price History

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).

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.

Current MSEX Expected Move
30-Day Straddle
$5.45
7-Day Straddle
$5.45
Avg IV
0.6%
IV Rank
51%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260728 $5.45 $5.45 0.6% 51%
20260727 $5.05 $5.05 0.6% 51%
20260724 $5.05 $5.05 0.6% 46%
20260723 $5.17 $5.17 0.6% 42%
20260722 $5.50 $5.50 0.5% 36%
20260721 $4.75 $4.75 0.5% 33%
20260720 $5.60 $5.60 0.5% 33%
20260716 $5.30 $3.35 0.5% 29%
20260715 $5.10 $5.00 0.5% 25%
20260714 $5.05 $5.00 0.5% 34%
20260713 $5.10 $4.15 0.5% 26%
20260710 $5.10 $5.00 0.5% 28%
20260709 $5.10 $5.00 0.4% 21%
20260708 $5.10 $5.00 0.5% 32%
20260707 $5.60 $5.05 0.5% 34%
20260706 $6.10 $5.05 0.5% 27%
20260702 $5.05 $5.05 0.5% 22%
20260701 $4.72 $4.72 0.8% 90%
20260630 $5.05 $5.05 0.7% 71%
20260629 $4.75 $4.75 0.6% 48%
20260626 $3.55 $3.55 0.5% 35%
20260625 $3.83 $3.83 0.5% 38%
20260624 $3.20 $3.20 0.5% 24%
20260623 $3.55 $3.55 0.5% 35%
20260622 $3.48 $3.48 0.5% 34%
20260618 $5.40 $5.05 0.5% 22%
20260617 $5.30 $2.62 0.5% 32%
20260616 $6.10 $3.20 0.5% 37%
20260615 $4.22 $3.53 0.5% 31%
20260613 $3.70 $5.05 0.5% 28%
20260612 $3.55 $5.05 0.5% 27%
20260611 $6.05 $3.00 0.5% 28%
20260610 $3.48 $5.00 0.5% 33%
20260609 $3.55 $4.55 0.5% 37%
20260608 $3.90 $3.05 0.5% 32%
20260605 $3.90 $2.92 0.5% 30%
20260604 $6.25 $3.38 0.5% 22%
20260603 $6.05 $3.12 0.5% 22%
20260602 $5.05 $5.05 0.9% 100%
20260601 $3.22 $3.22 0.9% 100%
20260529 $5.25 $5.25 0.8% 90%
20260528 $3.70 $3.70 0.8% 92%
20260527 $3.65 $3.65 0.8% 94%
20260526 $2.67 $2.67 0.8% 96%
20260510 $3.17 $3.75 0.6% 60%
20260508 $3.17 $3.75 0.6% 57%
20260507 $2.98 $3.65 0.6% 65%
20260506 $3.03 $3.65 0.6% 56%
20260505 $3.12 $3.65 0.6% 58%
20260504 $3.42 $3.65 0.6% 59%
20260502 $5.05 $5.05 0.8% 92%
20260501 $5.05 $5.05 0.8% 91%
20260430 $5.05 $5.05 0.7% 77%
20260429 $5.45 $5.45 0.7% 84%
20260428 $5.10 $5.10 0.7% 82%
20260427 $5.45 $5.45 0.7% 72%
20260424 $5.25 $5.25 0.6% 65%
20260423 $5.05 $5.05 0.6% 66%
20260422 $5.45 $5.45 0.6% 55%
20260421 $5.45 $5.45 0.6% 53%