ROG · Expected Move

Rogers Corporation

The expected move for ROG 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).

ROG straddle price & implied vol

60 sessions

Bars: 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 ROG Expected Move
30-Day Straddle
$14.55
7-Day Straddle
$14.55
30-Day ATM IV
51.4%
IV Rank
75%
Implied one-standard-deviation move through the next 30 days. Compare to ROG'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.
ROG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $14.55 $14.55 51.4% 75%
20261023 $14.10 $14.10 50.7% 71%
20261022 $14.20 $14.20 48.6% 59%
20261021 $16.25 $16.25 50.7% 71%
20261020 $16.05 $16.05 50.0% 67%
20261019 $15.50 $15.50 48.8% 60%
20261016 $16.25 $3.33 49.0% 61%
20261015 $17.40 $4.25 48.7% 59%
20261014 $16.80 $6.00 47.4% 52%
20261013 $18.25 $5.70 48.4% 58%
20261012 $18.10 $5.82 48.0% 55%
20261009 $19.20 $7.50 47.3% 51%
20261008 $19.55 $9.10 47.7% 54%
20261007 $20.50 $8.35 47.0% 50%
20261006 $21.40 $8.55 47.8% 55%
20261005 $21.75 $9.25 47.2% 51%
20261002 $10.55 $10.55 47.9% 55%
20261001 $10.85 $10.85 47.6% 53%
20260930 $12.00 $12.00 48.4% 64%
20260929 $11.20 $11.20 47.3% 58%
20260928 $10.72 $10.72 46.5% 54%
20260925 $11.30 $11.30 44.7% 46%
20260924 $11.45 $11.45 45.0% 47%
20260923 $12.30 $12.30 45.7% 50%
20260922 $12.65 $12.65 44.7% 45%
20260921 $11.85 $11.85 44.7% 46%
20260918 $11.10 $3.48 38.8% 17%
20260917 $12.20 $5.50 41.7% 31%
20260916 $13.05 $5.82 42.1% 33%
20260915 $12.55 $5.90 41.5% 30%
20260914 $13.50 $5.90 42.7% 36%
20260911 $14.25 $5.45 42.0% 32%
20260910 $15.05 $7.80 43.5% 40%
20260909 $14.40 $6.15 43.3% 39%
20260908 $14.50 $7.45 43.3% 41%
20260904 $13.65 $7.83 38.3% 17%
20260903 $14.00 $7.65 39.9% 24%
20260902 $7.78 $7.78 39.6% 23%
20260901 $8.18 $8.18 39.6% 23%
20260831 $8.65 $8.65 39.5% 23%
20260828 $8.90 $8.90 39.0% 20%
20260827 $9.40 $9.40 39.3% 22%
20260826 $10.00 $10.00 40.3% 27%
20260825 $9.85 $9.85 39.7% 23%
20260824 $10.65 $10.65 39.7% 23%
20260821 $11.20 $4.95 39.9% 25%
20260820 $10.82 $5.38 38.8% 19%
20260819 $12.70 $3.88 42.5% 37%
20260818 $13.65 $6.05 42.8% 38%
20260817 $14.85 $5.17 43.3% 41%
20260814 $14.85 $7.15 41.0% 29%
20260813 $15.30 $7.50 42.7% 38%
20260812 $15.70 $8.68 44.0% 44%
20260811 $15.80 $7.80 45.5% 51%
20260810 $15.80 $8.95 47.2% 59%
20260807 — — 44.8% 48%
20260806 $16.25 $10.47 43.6% 42%
20260805 $10.22 $10.22 46.7% 57%
20260804 $10.75 $10.75 45.2% 50%
20260803 $10.00 $10.00 46.6% 56%

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.