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
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current ROOT Expected Move
30-Day Straddle
$4.45
7-Day Straddle
$4.45
Avg IV
89.7%
IV Rank
42%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260929 | $4.45 | $4.45 | 89.7% | 42% |
| 20260928 | $4.92 | $4.92 | 87.3% | 39% |
| 20260925 | $5.10 | $5.10 | 83.0% | 33% |
| 20260924 | $5.47 | $5.47 | 81.1% | 30% |
| 20260923 | $5.33 | $5.33 | 80.9% | 29% |
| 20260922 | $5.78 | $5.78 | 80.1% | 28% |
| 20260921 | $6.03 | $6.03 | 80.1% | 28% |
| 20260918 | $6.82 | $0.48 | 65.7% | 7% |
| 20260917 | $6.50 | $1.95 | 81.2% | 30% |
| 20260916 | $7.25 | $2.75 | 72.4% | 17% |
| 20260915 | $7.33 | $2.83 | 75.3% | 21% |
| 20260914 | $8.15 | $3.80 | 72.3% | 17% |
| 20260911 | $8.40 | $3.52 | 69.1% | 12% |
| 20260910 | $8.02 | $4.22 | 70.9% | 10% |
| 20260909 | $8.35 | $4.15 | 61.1% | 0% |
| 20260908 | $8.35 | $4.68 | 63.0% | 0% |
| 20260904 | $8.90 | $4.70 | 64.8% | 0% |
| 20260903 | $8.80 | $5.20 | 66.6% | 0% |
| 20260902 | $5.22 | $5.22 | 121.7% | 61% |
| 20260901 | $5.53 | $5.53 | 98.4% | 35% |
| 20260831 | $5.90 | $5.90 | 120.7% | 59% |
| 20260828 | $6.05 | $6.05 | 103.6% | 40% |
| 20260827 | $6.20 | $6.20 | 99.5% | 36% |
| 20260826 | $6.93 | $6.93 | 100.1% | 36% |
| 20260825 | $7.08 | $7.08 | 90.6% | 26% |
| 20260824 | $7.15 | $7.15 | 84.4% | 19% |
| 20260821 | $6.70 | $1.15 | 98.7% | 35% |
| 20260820 | $7.38 | $2.90 | 86.8% | 22% |
| 20260819 | $7.35 | $3.20 | 91.1% | 27% |
| 20260818 | $6.78 | $3.77 | 88.4% | 23% |
| 20260817 | $7.35 | $3.33 | 99.1% | 35% |
| 20260814 | $8.12 | $3.58 | 84.2% | 19% |
| 20260813 | $7.58 | $3.50 | 88.8% | 24% |
| 20260812 | $7.35 | $3.55 | 95.0% | 31% |
| 20260811 | $8.15 | $4.40 | 92.3% | 28% |
| 20260810 | $8.97 | $4.93 | 82.0% | 16% |
| 20260806 | $9.75 | $6.57 | 103.9% | 41% |
| 20260805 | $11.65 | $11.65 | 126.8% | 66% |
| 20260804 | $11.50 | $11.50 | 117.3% | 56% |
| 20260803 | $11.35 | $11.35 | 116.6% | 55% |
| 20260731 | $10.90 | $10.90 | 109.7% | 47% |
| 20260730 | $12.00 | $12.00 | 107.0% | 44% |
| 20260729 | $11.35 | $11.35 | 99.9% | 36% |
| 20260728 | $12.20 | $12.20 | 97.9% | 34% |
| 20260727 | $12.20 | $12.20 | 105.3% | 42% |
| 20260724 | $12.65 | $12.65 | 107.1% | 44% |
| 20260723 | $12.45 | $12.45 | 99.8% | 36% |
| 20260722 | $12.60 | $12.60 | 99.0% | 35% |
| 20260721 | $12.90 | $12.90 | 100.1% | 36% |
| 20260720 | $12.90 | $12.90 | 96.4% | 32% |
| 20260716 | $13.30 | $2.38 | 92.2% | 28% |
| 20260715 | $12.60 | $2.67 | 97.3% | 33% |
| 20260714 | $13.85 | $3.40 | 94.7% | 31% |
| 20260713 | $14.20 | $4.12 | 95.2% | 31% |
| 20260710 | $14.70 | $4.22 | 93.0% | 29% |
| 20260709 | $15.10 | $5.10 | 91.7% | 27% |
| 20260708 | $15.70 | $5.53 | 93.2% | 23% |
| 20260707 | $14.75 | $5.43 | 88.8% | 19% |
| 20260706 | $15.25 | $6.00 | 89.0% | 19% |
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.