ROL · Expected Move

Rollins, Inc.

The expected move for ROL 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).

ROL 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 ROL Expected Move
30-Day Straddle
$2.55
7-Day Straddle
$2.55
30-Day ATM IV
31.8%
IV Rank
39%
Implied one-standard-deviation move through the next 30 days. Compare to ROL'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.
ROL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $2.55 $2.55 31.8% 39%
20261021 $2.88 $2.88 39.4% 87%
20261020 $3.05 $3.05 39.5% 88%
20261019 $3.17 $3.17 41.4% 100%
20261016 $3.08 $0.88 36.5% 76%
20261015 $3.27 $1.80 35.4% 68%
20261014 $3.10 $1.10 — —
20261013 $3.15 $0.75 — —
20261012 $2.95 $0.97 34.6% 63%
20261009 $3.48 $1.00 39.5% 97%
20261008 $3.55 $1.07 38.7% 91%
20261007 $3.67 $1.30 40.0% 100%
20261006 $3.02 $1.35 36.4% 79%
20261005 $3.00 $1.20 34.4% 64%
20261002 $1.43 $1.43 35.7% 74%
20261001 $1.70 $1.70 36.8% 82%
20260930 $1.62 $1.62 36.2% 77%
20260929 $1.57 $1.57 35.3% 71%
20260928 $1.70 $1.70 32.8% 55%
20260925 $1.80 $1.80 37.4% 87%
20260924 $1.80 $1.80 35.3% 72%
20260923 $1.70 $1.70 28.8% 28%
20260922 $2.10 $2.10 30.8% 42%
20260921 $2.10 $2.10 32.6% 54%
20260918 $2.10 $0.30 29.4% 34%
20260917 $2.05 $0.97 26.5% 15%
20260916 $2.62 $1.62 — —
20260915 $2.40 $1.65 28.3% 27%
20260914 $2.40 $0.95 28.1% 26%
20260911 $2.28 $1.00 26.8% 17%
20260910 $2.50 $1.25 28.9% 31%
20260909 $2.50 $1.38 28.6% 29%
20260908 $2.62 $1.17 29.1% 32%
20260904 $3.27 $1.70 29.8% 37%
20260903 $2.60 $1.77 25.5% 9%
20260902 $1.97 $1.97 28.3% 34%
20260901 $1.67 $1.67 26.5% 23%
20260831 $2.05 $2.05 28.2% 33%
20260828 $1.95 $1.95 26.8% 24%
20260827 $1.77 $1.77 26.7% 24%
20260826 $1.98 $1.98 27.2% 27%
20260825 $2.10 $2.10 27.4% 28%
20260824 $2.00 $2.00 26.0% 20%
20260821 $2.12 $0.72 26.3% 21%
20260820 $2.30 $1.23 26.4% 22%
20260819 $2.42 $1.65 27.5% 29%
20260818 $2.38 $1.27 26.6% 24%
20260817 $2.50 $1.10 27.1% 26%
20260814 $2.52 $1.53 25.9% 19%
20260813 $2.62 $1.50 27.0% 26%
20260812 $2.60 $1.52 26.8% 25%
20260811 $2.62 $1.43 27.5% 29%
20260810 $2.85 $1.55 29.5% 41%
20260807 — — 28.5% 35%
20260806 $2.92 $2.03 28.8% 36%
20260805 $1.75 $1.75 28.6% 35%
20260804 $1.98 $1.98 28.9% 37%
20260803 $1.85 $1.85 27.7% 30%
20260731 $2.10 $2.10 28.4% 34%
20260730 $1.88 $1.88 26.0% 20%

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.