USFD · Expected Move
US Foods Holding Corp.
The expected move for USFD 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).
USFD 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 USFD Expected Move
30-Day Straddle
$8.07
7-Day Straddle
$1.97
30-Day ATM IV
31.0%
IV Rank
63%
Implied one-standard-deviation move through the next 30 days. Compare to USFD'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.
USFD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $8.07 | $1.97 | 31.0% | 63% |
| 20261015 | $8.05 | $1.78 | 31.2% | 64% |
| 20261014 | $8.00 | $2.58 | 31.1% | 63% |
| 20261013 | $8.00 | $1.95 | 31.6% | 67% |
| 20261012 | $7.85 | $2.52 | 30.7% | 60% |
| 20261009 | $7.95 | $2.83 | 29.9% | 54% |
| 20261008 | $8.50 | $3.23 | 31.6% | 67% |
| 20261007 | $8.65 | $3.50 | 31.3% | 65% |
| 20261006 | $8.55 | $3.73 | 30.7% | 60% |
| 20261005 | $8.75 | $3.98 | 32.3% | 72% |
| 20261002 | $4.28 | $4.28 | 30.1% | 56% |
| 20261001 | $4.03 | $4.03 | 29.4% | 51% |
| 20260930 | $4.15 | $4.15 | 31.7% | 68% |
| 20260929 | $4.67 | $4.67 | 30.2% | 57% |
| 20260928 | $4.88 | $4.88 | 30.0% | 55% |
| 20260925 | $5.15 | $5.15 | 29.5% | 51% |
| 20260924 | $5.05 | $5.05 | 28.9% | 47% |
| 20260923 | $5.25 | $5.25 | 29.1% | 49% |
| 20260922 | $5.30 | $5.30 | 29.0% | 48% |
| 20260921 | $5.68 | $5.68 | 29.2% | 49% |
| 20260918 | $6.00 | $1.40 | 27.2% | 35% |
| 20260917 | $5.88 | $1.57 | 28.4% | 44% |
| 20260916 | $6.00 | $1.83 | 28.4% | 44% |
| 20260915 | $6.07 | $2.45 | 28.3% | 43% |
| 20260914 | $6.07 | $2.20 | 27.2% | 35% |
| 20260911 | $7.10 | $3.02 | 29.3% | 50% |
| 20260910 | $6.75 | $3.65 | 27.5% | 37% |
| 20260909 | $6.85 | $3.62 | 27.9% | 40% |
| 20260908 | $6.62 | $3.85 | 25.6% | 23% |
| 20260904 | $7.00 | $3.92 | 24.6% | 16% |
| 20260903 | $6.70 | $4.00 | 23.9% | 11% |
| 20260902 | $4.22 | $4.22 | 24.0% | 11% |
| 20260901 | $4.67 | $4.67 | 24.0% | 12% |
| 20260831 | $4.17 | $4.17 | 23.3% | 7% |
| 20260828 | $5.30 | $5.30 | 24.1% | 13% |
| 20260827 | $5.32 | $5.32 | 23.0% | 4% |
| 20260826 | $4.70 | $4.70 | 22.4% | 0% |
| 20260825 | $4.92 | $4.92 | 22.8% | 0% |
| 20260824 | $5.28 | $5.28 | 23.5% | 5% |
| 20260821 | $5.57 | $1.38 | 22.8% | 0% |
| 20260820 | $6.22 | $2.73 | 23.9% | 1% |
| 20260819 | $5.97 | $2.65 | 24.7% | 8% |
| 20260818 | $6.45 | $3.35 | 23.8% | 0% |
| 20260817 | $6.05 | $2.45 | 24.1% | 0% |
| 20260814 | $6.80 | $2.90 | 24.6% | 4% |
| 20260813 | $6.62 | $3.47 | 24.2% | 0% |
| 20260812 | $7.25 | $3.30 | 25.1% | 6% |
| 20260811 | $6.78 | $4.50 | 24.4% | 0% |
| 20260810 | $7.05 | $4.03 | 25.1% | 6% |
| 20260807 | — | — | 26.0% | 13% |
| 20260806 | $8.40 | $5.40 | 28.8% | 37% |
| 20260805 | $6.35 | $6.35 | 31.9% | 63% |
| 20260804 | $6.80 | $6.80 | 33.6% | 78% |
| 20260803 | $7.00 | $7.00 | 34.6% | 86% |
| 20260731 | $6.95 | $6.95 | 32.8% | 72% |
| 20260730 | $7.15 | $7.15 | 34.1% | 82% |
| 20260729 | $8.20 | $8.20 | 35.1% | 91% |
| 20260728 | $7.15 | $7.15 | 32.7% | 70% |
| 20260727 | $7.60 | $7.60 | 35.5% | 94% |
| 20260724 | $7.50 | $7.50 | 34.4% | 84% |
More on USFD
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.