ROE · Expected Move
EA Series Trust Astoria US Equal Weight Quality Kings ETF · ETF
The expected move for ROE 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).
ROE 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 ROE Expected Move
30-Day Straddle
$1.60
7-Day Straddle
$1.60
30-Day ATM IV
22.0%
IV Rank
47%
Implied one-standard-deviation move through the next 30 days. Compare to ROE'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.
ROE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.60 | $1.60 | 22.0% | 47% |
| 20261020 | $1.48 | $1.48 | 15.6% | 15% |
| 20261019 | $1.52 | $1.52 | 14.6% | 10% |
| 20261016 | $1.55 | $3.10 | 15.9% | 17% |
| 20261015 | $1.48 | $5.53 | 13.7% | 6% |
| 20261014 | $1.57 | $0.95 | 13.4% | 4% |
| 20261013 | $1.75 | $5.62 | 13.3% | 3% |
| 20261012 | $1.57 | $1.07 | 13.1% | 2% |
| 20261009 | $1.65 | $1.12 | 14.0% | 7% |
| 20261008 | $1.72 | $1.18 | 14.3% | 8% |
| 20261007 | $1.75 | $5.70 | 22.6% | 50% |
| 20261006 | $2.88 | $2.58 | 15.1% | 13% |
| 20261005 | $1.80 | $5.67 | 14.6% | 10% |
| 20261002 | $1.25 | $1.25 | 14.7% | 11% |
| 20261001 | $3.20 | $3.20 | 14.4% | 9% |
| 20260930 | $5.00 | $5.00 | 13.3% | 4% |
| 20260929 | $6.00 | $6.00 | 19.5% | 35% |
| 20260928 | $1.32 | $1.32 | 14.6% | 10% |
| 20260925 | $1.00 | $1.00 | 22.7% | 51% |
| 20260924 | $1.70 | $1.70 | 13.8% | 6% |
| 20260923 | $1.32 | $1.32 | 13.7% | 6% |
| 20260922 | $1.40 | $1.40 | 13.4% | 4% |
| 20260921 | $3.27 | $3.27 | 13.0% | 2% |
| 20260918 | $2.45 | $4.45 | 12.9% | 1% |
| 20260917 | $2.50 | $1.98 | 14.2% | 8% |
| 20260916 | $2.50 | $2.08 | 14.7% | 10% |
| 20260915 | $3.00 | $2.15 | 14.8% | 11% |
| 20260914 | $2.55 | $2.08 | 14.3% | 8% |
| 20260911 | $2.65 | $2.17 | 13.7% | 5% |
| 20260910 | $2.70 | $2.17 | 15.2% | 13% |
| 20260909 | $2.72 | $2.25 | 14.7% | 11% |
| 20260908 | $2.77 | $2.27 | 13.8% | 6% |
| 20260904 | $2.67 | $2.23 | 13.3% | 3% |
| 20260903 | $2.65 | $2.17 | 14.2% | 8% |
| 20260902 | $2.25 | $2.25 | 15.3% | 13% |
| 20260901 | $2.28 | $2.28 | 13.6% | 5% |
| 20260831 | $2.35 | $2.35 | 14.1% | 7% |
| 20260828 | $2.27 | $2.27 | 13.9% | 6% |
| 20260827 | $2.35 | $2.35 | 13.9% | 6% |
| 20260826 | $2.35 | $2.35 | 13.3% | 3% |
| 20260825 | $2.48 | $2.48 | 13.9% | 6% |
| 20260824 | $2.45 | $2.45 | 14.1% | 7% |
| 20260821 | $3.83 | $3.55 | 13.3% | 3% |
| 20260820 | $5.00 | $2.10 | 13.4% | 4% |
| 20260819 | $3.65 | $2.00 | 23.0% | 51% |
| 20260818 | $3.73 | $2.02 | 13.6% | 5% |
| 20260817 | $2.55 | $2.08 | 12.6% | 0% |
| 20260814 | $2.65 | $2.22 | 13.0% | 1% |
| 20260813 | $2.67 | $2.20 | 13.4% | 3% |
| 20260812 | $2.62 | $2.12 | 13.8% | 5% |
| 20260811 | $2.30 | $2.15 | 14.9% | 11% |
| 20260810 | $3.73 | $3.42 | 32.4% | 97% |
| 20260807 | — | — | 23.6% | 53% |
| 20260806 | $5.00 | $3.67 | 14.4% | 8% |
| 20260805 | $3.48 | $3.48 | 18.5% | 28% |
| 20260804 | $2.12 | $2.12 | 14.6% | 9% |
| 20260803 | $3.60 | $3.60 | 21.3% | 42% |
| 20260731 | $3.60 | $3.60 | 15.4% | 13% |
| 20260730 | $2.17 | $2.17 | 15.5% | 13% |
| 20260729 | $2.12 | $2.12 | 17.5% | 23% |
More on ROE
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.