UPS · Expected Move

United Parcel Service, Inc. Class B

The expected move for UPS 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).

UPS straddle price & implied vol

60 sessions

Bars: 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 UPS Expected Move
30-Day Straddle
$7.35
7-Day Straddle
$4.24
30-Day ATM IV
28.7%
IV Rank
28%
Implied one-standard-deviation move through the next 30 days. Compare to UPS'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.
UPS Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261027 $7.35 $4.24 28.7% 28%
20261026 $8.62 $6.19 37.4% 70%
20261023 $8.90 $6.45 39.0% 77%
20261022 $8.90 $6.78 38.2% 73%
20261021 $8.57 $6.71 37.8% 71%
20261020 $8.80 $6.78 38.0% 72%
20261019 $8.60 $2.23 38.0% 72%
20261016 $7.97 $2.86 37.4% 69%
20261015 $7.85 $2.83 35.8% 62%
20261014 $7.98 $3.08 36.2% 64%
20261013 $7.60 $2.94 35.1% 59%
20261012 $7.78 $2.04 34.8% 57%
20261009 $7.55 $2.42 35.4% 60%
20261008 $7.88 $2.54 36.8% 67%
20261007 $7.90 $2.83 37.3% 69%
20261006 $7.70 $2.93 36.0% 63%
20261005 $7.80 $2.10 36.2% 64%
20261002 $7.67 $2.42 37.2% 68%
20261001 $7.82 $2.73 37.1% 68%
20260930 $7.83 $3.31 36.7% 66%
20260929 $8.03 $3.25 35.8% 62%
20260928 $8.18 $2.27 34.1% 54%
20260925 $5.10 $2.43 28.5% 27%
20260924 $5.25 $2.68 27.2% 21%
20260923 $5.59 $3.10 25.6% 13%
20260922 $5.51 $3.13 24.7% 9%
20260921 $5.61 $2.15 24.9% 10%
20260918 $5.08 $2.48 23.4% 3%
20260917 $5.44 $2.93 24.2% 7%
20260916 $5.62 $3.03 24.5% 8%
20260915 $6.41 $3.45 24.8% 10%
20260914 $6.24 $2.39 24.1% 6%
20260911 $5.28 $2.54 23.6% 4%
20260910 $5.66 $2.96 25.2% 11%
20260909 $5.70 $3.06 23.6% 4%
20260908 $5.59 $3.38 24.2% 7%
20260904 $5.25 $2.21 23.6% 4%
20260903 $5.66 $2.58 24.1% 6%
20260902 $5.52 $2.92 23.5% 3%
20260901 $5.63 $3.12 23.6% 4%
20260831 $5.98 $2.17 23.9% 5%
20260828 $5.38 $2.58 23.2% 2%
20260827 $5.85 $3.06 24.2% 7%
20260826 $5.79 $3.18 24.0% 6%
20260825 $5.85 $3.54 24.0% 6%
20260824 $5.95 $2.21 23.9% 5%
20260821 $5.74 $2.47 23.7% 4%
20260820 $5.74 $2.76 23.9% 5%
20260819 $5.75 $2.90 23.1% 2%
20260818 $5.92 $3.21 23.8% 5%
20260817 $6.30 $2.01 24.1% 6%
20260814 $5.33 $2.83 22.8% 0%
20260813 $6.02 $3.32 24.3% 0%
20260812 $6.28 $3.49 26.3% 6%
20260811 $6.51 $3.90 25.8% 4%
20260810 $6.32 $2.36 25.5% 2%
20260807 — — 25.1% 0%
20260806 $6.52 $3.61 28.1% 12%
20260805 $6.47 $3.53 26.2% 1%
20260804 $7.06 $4.27 28.0% 11%

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.