ROCK · Expected Move
Gibraltar Industries, Inc.
The expected move for ROCK 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).
ROCK 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 ROCK Expected Move
30-Day Straddle
$6.05
7-Day Straddle
$6.05
30-Day ATM IV
58.8%
IV Rank
59%
Implied one-standard-deviation move through the next 30 days. Compare to ROCK'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.
ROCK Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261104 | $6.05 | $6.05 | 58.8% | 59% |
| 20261103 | $4.95 | $4.95 | 68.4% | 92% |
| 20261102 | $6.22 | $6.22 | 65.7% | 83% |
| 20261030 | $4.70 | $4.70 | 61.7% | 69% |
| 20261029 | $4.32 | $4.32 | 56.9% | 53% |
| 20261028 | $6.08 | $6.08 | 66.2% | 85% |
| 20261027 | $5.80 | $5.80 | 63.3% | 75% |
| 20261026 | $5.88 | $5.88 | 66.9% | 87% |
| 20261023 | $5.88 | $5.88 | 64.4% | 79% |
| 20261022 | $5.22 | $5.22 | 59.1% | 61% |
| 20261021 | $5.15 | $5.15 | 58.8% | 59% |
| 20261020 | $5.45 | $5.45 | 61.6% | 69% |
| 20261019 | $4.93 | $4.93 | 58.5% | 58% |
| 20261016 | $6.38 | $5.35 | 63.9% | 77% |
| 20261015 | $6.35 | $5.03 | 63.1% | 74% |
| 20261014 | $4.67 | $4.93 | 50.5% | 31% |
| 20261013 | $5.45 | $5.00 | 59.8% | 63% |
| 20261012 | $5.70 | $5.00 | 55.7% | 49% |
| 20261009 | $5.30 | $5.28 | 59.3% | 61% |
| 20261008 | $6.08 | $5.40 | 59.5% | 62% |
| 20261007 | $6.45 | $4.78 | 70.6% | 100% |
| 20261006 | $6.50 | $3.90 | 56.6% | 61% |
| 20261005 | $6.42 | $4.00 | 58.6% | 69% |
| 20261002 | $3.92 | $3.92 | 54.8% | 54% |
| 20261001 | $3.95 | $3.95 | 52.7% | 45% |
| 20260930 | $3.95 | $3.95 | 60.7% | 74% |
| 20260929 | $4.03 | $4.03 | 56.2% | 54% |
| 20260928 | $4.28 | $4.28 | 59.0% | 65% |
| 20260925 | $4.15 | $4.15 | 55.0% | 50% |
| 20260924 | $4.00 | $4.00 | 54.6% | 48% |
| 20260923 | $3.70 | $3.70 | 44.4% | 11% |
| 20260922 | $4.17 | $4.17 | 43.8% | 8% |
| 20260921 | $4.55 | $4.55 | 50.4% | 33% |
| 20260918 | $4.55 | $4.45 | 41.5% | 0% |
| 20260917 | $5.75 | $4.80 | 55.0% | 49% |
| 20260916 | $5.17 | $4.80 | 50.4% | 31% |
| 20260915 | $5.55 | $4.80 | 53.0% | 41% |
| 20260914 | $5.78 | $4.90 | 54.6% | 47% |
| 20260911 | $5.93 | $4.95 | 51.4% | 35% |
| 20260910 | $6.62 | $4.85 | 60.4% | 69% |
| 20260909 | $6.20 | $4.30 | 52.9% | 40% |
| 20260908 | $6.40 | $4.80 | 50.6% | 26% |
| 20260904 | $6.80 | $5.67 | 55.5% | 41% |
| 20260903 | $5.80 | $5.30 | 53.0% | 33% |
| 20260902 | $5.38 | $5.38 | 52.6% | 32% |
| 20260901 | $5.12 | $5.12 | 51.3% | 28% |
| 20260831 | $5.22 | $5.22 | 55.3% | 40% |
| 20260828 | $5.35 | $5.35 | 51.9% | 30% |
| 20260827 | $5.60 | $5.60 | 53.0% | 33% |
| 20260826 | $5.45 | $5.45 | 51.4% | 28% |
| 20260825 | $5.40 | $5.40 | 53.3% | 34% |
| 20260824 | $4.80 | $4.80 | 51.7% | 29% |
| 20260821 | $5.10 | $2.77 | 45.1% | 9% |
| 20260820 | $5.30 | $2.85 | 47.5% | 17% |
| 20260819 | $6.22 | $5.30 | 55.8% | 42% |
| 20260818 | $6.35 | $5.00 | 57.2% | 46% |
| 20260817 | $6.58 | $5.25 | 56.5% | 44% |
| 20260814 | $5.60 | $5.00 | 46.5% | 13% |
| 20260813 | $5.65 | $4.85 | 47.4% | 16% |
| 20260812 | $5.20 | $4.85 | 48.0% | 18% |
More on ROCK
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.