UL · Expected Move
Unilever plc
The expected move for UL 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).
UL 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 UL Expected Move
30-Day Straddle
$5.77
7-Day Straddle
$2.65
30-Day ATM IV
22.6%
IV Rank
35%
Implied one-standard-deviation move through the next 30 days. Compare to UL'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.
UL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $5.77 | $2.65 | 22.6% | 35% |
| 20261106 | $3.73 | $2.60 | 22.1% | 31% |
| 20261105 | $6.30 | $2.67 | 22.5% | 34% |
| 20261104 | $2.58 | $2.58 | 21.1% | 23% |
| 20261103 | $2.98 | $2.98 | 23.3% | 40% |
| 20261102 | $2.95 | $2.95 | 22.7% | 35% |
| 20261030 | $2.90 | $0.98 | 22.6% | 35% |
| 20261029 | $3.28 | $1.10 | 23.9% | 45% |
| 20261028 | $3.12 | $1.60 | 23.4% | 42% |
| 20261027 | $3.40 | $1.92 | 25.2% | 55% |
| 20261026 | $3.62 | $1.75 | 25.1% | 54% |
| 20261023 | $3.80 | $2.33 | 24.9% | 53% |
| 20261022 | $3.80 | $2.10 | 24.8% | 52% |
| 20261021 | $3.17 | $1.80 | 22.2% | 32% |
| 20261020 | $3.47 | $2.77 | 22.9% | 38% |
| 20261019 | $3.75 | $2.27 | 24.3% | 48% |
| 20261016 | $3.98 | $2.38 | 23.6% | 43% |
| 20261015 | $3.80 | $1.20 | 23.2% | 40% |
| 20261014 | $3.92 | $1.88 | 24.9% | 53% |
| 20261013 | $3.75 | $1.55 | 23.4% | 41% |
| 20261012 | $3.77 | $1.32 | 22.2% | 32% |
| 20261009 | $2.70 | $1.23 | 22.5% | 34% |
| 20261008 | $2.83 | $1.42 | 23.4% | 47% |
| 20261007 | $2.42 | $1.50 | 21.6% | 34% |
| 20261006 | $2.67 | $1.60 | 22.5% | 40% |
| 20261005 | $2.75 | $1.12 | 23.0% | 43% |
| 20261002 | $2.90 | $1.58 | 22.2% | 38% |
| 20261001 | $2.88 | $1.58 | 22.3% | 39% |
| 20260930 | $2.92 | $1.62 | 21.4% | 32% |
| 20260929 | $3.02 | $1.77 | 21.0% | 29% |
| 20260928 | $3.33 | $1.40 | 21.0% | 30% |
| 20260925 | $3.08 | $1.40 | 21.1% | 31% |
| 20260924 | $2.65 | $1.80 | 23.2% | 45% |
| 20260923 | $2.75 | $1.55 | 19.7% | 20% |
| 20260922 | $2.95 | $1.70 | 20.1% | 23% |
| 20260921 | $2.88 | $1.18 | 19.4% | 18% |
| 20260918 | $2.47 | $1.62 | 18.5% | 12% |
| 20260917 | $2.70 | $1.75 | 19.4% | 18% |
| 20260916 | $2.60 | $1.73 | 18.4% | 11% |
| 20260915 | $3.05 | $2.27 | 21.2% | 31% |
| 20260914 | $3.27 | $1.40 | 20.6% | 26% |
| 20260911 | $2.70 | $1.33 | 19.9% | 21% |
| 20260910 | $3.15 | $1.42 | 21.4% | 32% |
| 20260909 | $2.65 | $1.65 | 18.1% | 9% |
| 20260908 | $2.88 | $1.83 | 20.0% | 22% |
| 20260904 | $2.77 | $1.38 | 19.5% | 19% |
| 20260903 | $3.22 | $1.25 | 21.1% | 30% |
| 20260902 | $3.00 | $1.40 | 20.3% | 24% |
| 20260901 | $3.17 | $1.50 | 20.3% | 25% |
| 20260831 | $3.25 | $1.27 | 20.7% | 27% |
| 20260828 | $2.90 | $1.30 | 19.8% | 21% |
| 20260827 | $2.65 | $2.12 | 18.5% | 12% |
| 20260826 | $2.77 | $1.75 | 18.8% | 14% |
| 20260825 | $2.80 | $1.52 | 18.5% | 12% |
| 20260824 | $3.05 | $1.45 | 19.8% | 21% |
| 20260821 | $2.80 | $1.43 | 19.9% | 22% |
| 20260820 | $3.17 | $1.78 | 20.8% | 28% |
| 20260819 | $2.90 | $1.45 | 19.4% | 18% |
| 20260818 | $2.90 | $2.02 | 19.9% | 21% |
| 20260817 | $3.12 | $1.15 | 19.6% | 19% |
More on UL
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.