ROST · Expected Move
Ross Stores Inc
The expected move for ROST 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).
ROST 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 ROST Expected Move
30-Day Straddle
$12.85
7-Day Straddle
$6.22
30-Day ATM IV
25.6%
IV Rank
13%
Implied one-standard-deviation move through the next 30 days. Compare to ROST'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.
ROST Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261008 | $12.85 | $6.22 | 25.6% | 13% |
| 20261007 | $13.60 | $6.78 | 26.3% | 16% |
| 20261006 | $13.90 | $7.75 | 26.3% | 16% |
| 20261005 | $13.55 | $6.50 | 25.0% | 9% |
| 20261002 | $12.15 | $6.40 | 23.7% | 3% |
| 20261001 | $13.50 | $7.12 | 25.4% | 12% |
| 20260930 | $13.75 | $8.10 | 25.4% | 12% |
| 20260929 | $14.15 | $8.05 | 25.9% | 14% |
| 20260928 | $14.60 | $6.17 | 25.3% | 11% |
| 20260925 | $12.75 | $6.70 | 24.5% | 7% |
| 20260924 | $14.20 | $7.25 | 26.7% | 18% |
| 20260923 | $13.65 | $7.60 | 25.2% | 10% |
| 20260922 | $13.65 | $7.70 | 24.9% | 9% |
| 20260921 | $14.60 | $5.20 | 25.7% | 13% |
| 20260918 | $12.10 | $6.18 | 24.5% | 7% |
| 20260917 | $12.95 | $6.22 | 25.1% | 10% |
| 20260916 | $13.80 | $6.55 | 25.0% | 9% |
| 20260915 | $12.75 | $7.95 | 24.3% | 6% |
| 20260914 | $13.70 | $5.53 | 25.3% | 11% |
| 20260911 | $12.80 | $6.60 | 24.7% | 8% |
| 20260910 | $12.40 | $8.45 | 24.4% | 6% |
| 20260909 | $13.20 | $7.70 | 25.7% | 13% |
| 20260908 | $12.50 | $8.30 | 23.8% | 4% |
| 20260904 | $12.50 | $6.33 | 25.1% | 10% |
| 20260903 | $13.30 | $6.40 | 24.8% | 9% |
| 20260902 | $13.15 | $7.10 | 24.7% | 8% |
| 20260901 | $13.00 | $8.75 | 24.5% | 7% |
| 20260831 | $13.20 | $5.30 | 23.6% | 2% |
| 20260828 | $11.85 | $5.90 | 23.4% | 1% |
| 20260827 | $12.85 | $7.20 | 24.8% | 9% |
| 20260826 | $12.95 | $7.53 | 23.9% | 4% |
| 20260825 | $13.75 | $8.35 | 24.3% | 6% |
| 20260824 | $14.90 | $6.35 | 25.4% | 11% |
| 20260821 | $12.55 | $6.40 | 23.8% | 3% |
| 20260820 | $22.10 | $19.60 | 42.4% | 100% |
| 20260819 | $20.30 | $16.75 | 36.3% | 84% |
| 20260818 | $21.25 | $17.55 | 38.0% | 95% |
| 20260817 | $20.95 | $16.75 | 37.2% | 90% |
| 20260814 | $20.60 | $17.65 | 37.5% | 92% |
| 20260813 | $21.00 | $17.20 | 37.8% | 94% |
| 20260812 | $21.35 | $17.00 | 37.2% | 90% |
| 20260811 | $21.90 | $17.60 | 37.6% | 93% |
| 20260810 | $22.15 | $6.62 | 37.2% | 90% |
| 20260807 | — | — | 37.3% | 91% |
| 20260806 | $21.55 | $9.00 | 37.3% | 91% |
| 20260805 | $22.45 | $10.10 | 38.3% | 97% |
| 20260804 | $22.15 | $11.40 | 38.5% | 98% |
| 20260803 | $22.25 | $6.55 | 37.5% | 92% |
| 20260731 | $20.65 | $7.55 | 36.7% | 87% |
| 20260730 | $20.65 | $9.25 | 36.2% | 83% |
| 20260729 | $21.75 | $9.55 | 37.5% | 92% |
| 20260728 | $21.90 | $11.30 | 37.4% | 91% |
| 20260727 | $21.65 | $6.58 | 37.8% | 94% |
| 20260724 | $18.70 | $7.07 | 36.0% | 82% |
| 20260723 | $19.00 | $7.65 | 36.4% | 85% |
| 20260722 | $19.60 | $8.90 | 36.1% | 83% |
| 20260721 | $20.15 | $9.40 | 35.9% | 82% |
| 20260720 | $19.50 | $6.30 | 33.7% | 67% |
| 20260716 | $15.00 | $8.15 | 29.3% | 39% |
| 20260715 | $14.05 | $8.75 | 27.0% | 25% |
More on ROST
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.