ROOT · Expected Move
Root, Inc. Class A Common Stock
The expected move for ROOT 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).
ROOT 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 ROOT Expected Move
30-Day Straddle
$5.95
7-Day Straddle
$2.90
30-Day ATM IV
53.8%
IV Rank
0%
Implied one-standard-deviation move through the next 30 days. Compare to ROOT'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.
ROOT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261113 | $5.95 | $2.90 | 53.8% | 0% |
| 20261112 | $5.92 | $3.08 | 53.9% | 1% |
| 20261111 | $6.12 | $3.30 | 53.6% | 0% |
| 20261110 | $6.32 | $3.62 | 56.3% | 4% |
| 20261109 | $6.30 | $3.73 | 54.8% | 0% |
| 20261106 | $6.60 | $4.17 | 55.8% | 2% |
| 20261105 | $7.40 | $5.03 | 59.9% | 12% |
| 20261104 | $9.72 | $9.72 | 84.0% | 71% |
| 20261103 | $9.45 | $9.45 | 86.2% | 76% |
| 20261102 | $9.45 | $9.45 | 85.1% | 74% |
| 20261030 | $8.95 | $8.95 | 82.1% | 66% |
| 20261029 | $9.95 | $9.95 | 83.9% | 71% |
| 20261028 | $9.25 | $9.25 | 82.9% | 68% |
| 20261027 | $9.53 | $9.53 | 83.2% | 69% |
| 20261026 | $9.55 | $9.55 | 83.7% | 70% |
| 20261023 | $10.40 | $10.40 | 84.6% | 72% |
| 20261022 | $10.70 | $10.70 | 86.2% | 76% |
| 20261021 | $10.05 | $10.05 | 82.4% | 67% |
| 20261020 | $10.00 | $10.00 | 80.7% | 63% |
| 20261019 | $9.95 | $9.95 | 79.4% | 60% |
| 20261016 | $10.55 | $0.40 | 85.0% | 73% |
| 20261015 | $10.25 | $1.45 | 81.8% | 66% |
| 20261014 | $10.05 | $2.40 | 79.5% | 60% |
| 20261013 | $10.15 | $2.27 | 79.6% | 60% |
| 20261012 | $10.20 | $2.67 | 78.7% | 58% |
| 20261009 | $10.35 | $2.83 | 75.3% | 50% |
| 20261008 | $10.50 | $3.10 | 74.5% | 48% |
| 20261007 | $10.45 | $3.33 | 73.1% | 44% |
| 20261006 | $10.00 | $3.92 | 72.9% | 44% |
| 20261005 | $9.80 | $4.27 | 71.2% | 39% |
| 20261002 | $4.05 | $4.05 | 70.0% | 37% |
| 20261001 | $4.35 | $4.35 | 68.6% | 33% |
| 20260930 | $4.65 | $4.65 | 69.5% | 35% |
| 20260929 | $4.45 | $4.45 | 66.6% | 28% |
| 20260928 | $4.92 | $4.92 | 68.0% | 32% |
| 20260925 | $5.10 | $5.10 | 66.0% | 27% |
| 20260924 | $5.47 | $5.47 | 64.4% | 23% |
| 20260923 | $5.33 | $5.33 | 63.8% | 21% |
| 20260922 | $5.78 | $5.78 | 62.5% | 18% |
| 20260921 | $6.03 | $6.03 | 61.5% | 16% |
| 20260918 | $6.82 | $0.48 | 62.2% | 17% |
| 20260917 | $6.50 | $1.95 | 56.1% | 2% |
| 20260916 | $7.25 | $2.75 | 57.3% | 6% |
| 20260915 | $7.33 | $2.83 | 58.3% | 7% |
| 20260914 | $8.15 | $3.80 | 62.6% | 17% |
| 20260911 | $8.40 | $3.52 | 60.1% | 11% |
| 20260910 | $8.02 | $4.22 | 59.0% | 9% |
| 20260909 | $8.35 | $4.15 | 61.3% | 14% |
| 20260908 | $8.35 | $4.68 | 59.9% | 11% |
| 20260904 | $8.90 | $4.70 | 56.0% | 2% |
| 20260903 | $8.80 | $5.20 | 58.2% | 7% |
| 20260902 | $5.22 | $5.22 | 59.3% | 10% |
| 20260901 | $5.53 | $5.53 | 60.7% | 13% |
| 20260831 | $5.90 | $5.90 | 59.7% | 11% |
| 20260828 | $6.05 | $6.05 | 58.7% | 8% |
| 20260827 | $6.20 | $6.20 | 58.9% | 9% |
| 20260826 | $6.93 | $6.93 | 58.3% | 7% |
| 20260825 | $7.08 | $7.08 | 55.1% | 0% |
| 20260824 | $7.15 | $7.15 | 59.1% | 8% |
| 20260821 | $6.70 | $1.15 | 55.9% | 1% |
More on ROOT
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.