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
$5.40
7-Day Straddle
$5.20
Avg IV
0.5%
IV Rank
28%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260911 | $5.40 | $5.20 | 0.5% | 28% |
| 20260910 | $6.08 | $5.35 | 0.6% | 40% |
| 20260909 | $3.85 | $2.80 | 0.5% | 37% |
| 20260908 | $3.92 | $3.05 | 0.3% | 0% |
| 20260904 | $3.93 | $3.30 | 0.5% | 13% |
| 20260903 | $3.60 | $2.95 | 0.4% | 0% |
| 20260902 | $2.90 | $2.90 | 0.8% | 78% |
| 20260901 | $2.95 | $2.95 | 0.8% | 72% |
| 20260831 | $2.92 | $2.92 | 0.6% | 35% |
| 20260828 | $3.12 | $3.12 | 0.7% | 67% |
| 20260827 | $2.95 | $2.95 | 0.7% | 52% |
| 20260826 | $1.85 | $1.85 | 0.7% | 59% |
| 20260825 | $1.92 | $1.92 | 0.8% | 72% |
| 20260824 | $2.12 | $2.12 | 0.6% | 50% |
| 20260821 | $2.48 | $5.00 | 0.7% | 68% |
| 20260820 | $2.23 | $5.00 | 0.7% | 51% |
| 20260819 | $2.33 | $5.00 | 0.6% | 46% |
| 20260818 | $2.23 | $5.00 | 0.7% | 59% |
| 20260817 | $2.33 | $5.05 | 0.6% | 34% |
| 20260814 | $2.50 | $5.05 | 0.6% | 35% |
| 20260813 | $2.67 | $5.00 | 0.6% | 37% |
| 20260812 | $2.70 | $5.05 | 0.5% | 27% |
| 20260811 | $2.88 | $5.05 | 0.6% | 46% |
| 20260810 | $3.62 | $3.88 | 0.6% | 47% |
| 20260806 | $4.60 | $5.30 | 0.6% | 49% |
| 20260805 | $5.42 | $5.42 | 0.7% | 72% |
| 20260804 | $5.90 | $5.90 | 0.6% | 51% |
| 20260803 | $5.00 | $5.00 | 0.7% | 64% |
| 20260731 | $5.25 | $5.25 | 0.5% | 37% |
| 20260730 | $5.05 | $5.05 | 0.6% | 56% |
| 20260729 | $5.45 | $5.45 | 0.4% | 12% |
| 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% |