UNFI · Expected Move
United Natural Foods Inc
The expected move for UNFI 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).
UNFI 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 UNFI Expected Move
30-Day Straddle
$3.55
7-Day Straddle
$3.55
30-Day ATM IV
36.8%
IV Rank
12%
Implied one-standard-deviation move through the next 30 days. Compare to UNFI'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.
UNFI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $3.55 | $3.55 | 36.8% | 12% |
| 20261022 | $3.85 | $3.85 | 37.5% | 14% |
| 20261021 | $3.60 | $3.60 | 33.7% | 2% |
| 20261020 | $3.45 | $3.45 | 33.0% | 0% |
| 20261019 | $3.98 | $3.98 | 35.9% | 9% |
| 20261016 | $4.10 | $0.95 | 34.3% | 4% |
| 20261015 | $4.15 | $0.93 | 34.2% | 3% |
| 20261014 | $4.15 | $1.27 | 34.1% | 3% |
| 20261013 | $4.15 | $1.23 | 35.1% | 6% |
| 20261012 | $4.00 | $1.25 | 34.5% | 4% |
| 20261009 | $4.08 | $1.68 | 37.3% | 12% |
| 20261008 | $4.35 | $1.95 | 36.2% | 9% |
| 20261007 | $4.15 | $1.90 | 34.5% | 4% |
| 20261006 | $4.40 | $2.02 | 33.4% | 1% |
| 20261005 | $4.47 | $2.10 | 35.2% | 6% |
| 20261002 | $2.35 | $2.35 | 33.8% | 2% |
| 20261001 | $2.48 | $2.48 | 35.1% | 6% |
| 20260930 | $2.52 | $2.52 | 34.5% | 4% |
| 20260929 | $2.78 | $2.78 | 35.5% | 7% |
| 20260928 | $2.85 | $2.85 | 36.4% | 9% |
| 20260925 | $3.08 | $3.08 | 35.1% | 6% |
| 20260924 | $2.98 | $2.98 | 34.1% | 3% |
| 20260923 | $3.12 | $3.12 | 35.4% | 7% |
| 20260922 | $3.65 | $3.65 | 36.9% | 11% |
| 20260921 | $3.40 | $3.40 | 35.2% | 6% |
| 20260918 | $3.50 | $0.67 | 33.1% | 0% |
| 20260917 | $3.65 | $0.72 | 34.9% | 1% |
| 20260916 | $3.78 | $0.88 | 34.7% | 0% |
| 20260915 | $3.80 | $1.42 | 36.3% | 0% |
| 20260914 | $4.05 | $1.65 | 37.9% | 3% |
| 20260911 | $4.40 | $1.88 | 38.3% | 4% |
| 20260910 | $4.25 | $2.03 | 38.4% | 5% |
| 20260909 | $4.35 | $2.17 | 37.7% | 2% |
| 20260908 | $4.53 | $2.30 | 39.2% | 7% |
| 20260904 | $6.65 | $5.78 | 62.8% | 83% |
| 20260903 | $6.67 | $5.58 | 61.6% | 79% |
| 20260902 | $5.88 | $5.88 | 64.3% | 88% |
| 20260901 | $5.97 | $5.97 | 64.8% | 90% |
| 20260831 | $5.93 | $5.93 | 64.5% | 89% |
| 20260828 | $5.93 | $5.93 | 61.8% | 80% |
| 20260827 | $6.18 | $6.18 | 59.9% | 74% |
| 20260826 | $6.22 | $6.22 | 61.4% | 78% |
| 20260825 | $6.30 | $6.30 | 61.4% | 79% |
| 20260824 | $6.65 | $6.65 | 62.5% | 82% |
| 20260821 | $6.75 | $1.00 | 62.9% | 83% |
| 20260820 | $6.50 | $1.08 | 61.6% | 79% |
| 20260819 | $6.75 | $1.20 | 62.6% | 82% |
| 20260818 | $6.75 | $1.65 | 61.9% | 80% |
| 20260817 | $6.60 | $1.70 | 58.4% | 69% |
| 20260814 | $6.60 | $1.85 | 55.0% | 58% |
| 20260813 | $7.20 | $2.35 | 58.6% | 70% |
| 20260812 | $7.25 | $2.50 | 58.7% | 70% |
| 20260811 | $7.30 | $2.60 | 58.3% | 69% |
| 20260810 | $4.55 | $2.75 | 38.2% | 4% |
| 20260807 | — | — | 38.6% | 5% |
| 20260806 | $5.28 | $3.42 | 39.5% | 8% |
| 20260805 | $3.62 | $3.62 | 41.1% | 13% |
| 20260804 | $3.45 | $3.45 | 39.1% | 7% |
| 20260803 | $4.00 | $4.00 | 40.8% | 13% |
| 20260731 | $3.67 | $3.67 | 37.0% | 0% |
More on UNFI
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.