UTL · Expected Move

Unitil Corporation

The expected move for UTL 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).

UTL 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 UTL Expected Move
30-Day Straddle
$4.35
7-Day Straddle
$4.35
30-Day ATM IV
27.4%
IV Rank
36%
Implied one-standard-deviation move through the next 30 days. Compare to UTL'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.
UTL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $4.35 $4.35 27.4% 36%
20261021 $4.68 $4.68 34.9% 66%
20261020 $3.53 $3.53 29.0% 43%
20261019 $4.30 $4.30 34.1% 63%
20261016 $3.85 $6.38 23.0% 19%
20261015 $3.33 $1.67 24.9% 26%
20261014 $5.45 $4.12 30.9% 50%
20261013 $3.73 $1.85 25.5% 29%
20261012 $3.95 $2.45 27.5% 37%
20261009 $4.50 $2.88 29.5% 45%
20261008 $3.90 $3.17 28.1% 39%
20261007 $4.50 $3.60 29.5% 44%
20261006 $4.90 $2.97 32.2% 55%
20261005 $4.00 $2.70 23.9% 22%
20261002 $2.67 $2.67 30.9% 50%
20261001 $2.70 $2.70 28.9% 42%
20260930 $3.17 $3.17 23.6% 21%
20260929 $3.17 $3.17 24.8% 26%
20260928 $3.30 $3.30 27.5% 37%
20260925 $3.08 $3.08 25.2% 28%
20260924 $3.45 $3.45 26.9% 34%
20260923 $3.92 $3.92 27.2% 35%
20260922 $5.10 $5.10 27.7% 37%
20260921 $3.90 $3.90 27.9% 38%
20260918 $5.10 $2.77 23.8% 22%
20260917 $4.85 $2.98 21.0% 11%
20260916 $5.40 $2.73 18.3% 0%
20260915 $5.40 $3.20 22.9% 18%
20260914 $3.73 $2.55 23.8% 21%
20260911 $3.45 $2.75 23.9% 22%
20260910 $4.92 $3.42 25.1% 27%
20260909 $4.65 $3.47 23.8% 21%
20260908 $4.35 $3.23 21.8% 14%
20260904 $4.85 $4.80 22.2% 15%
20260903 $4.90 $4.70 25.5% 28%
20260902 $4.80 $4.80 18.4% 0%
20260901 $2.70 $2.70 23.5% 15%
20260831 $4.80 $4.80 22.3% 10%
20260828 $4.95 $4.95 27.6% 33%
20260827 $4.40 $4.40 24.0% 18%
20260826 $4.90 $4.90 26.1% 26%
20260825 $4.50 $4.50 23.6% 16%
20260824 $5.00 $5.00 24.3% 19%
20260821 $2.70 $4.45 25.7% 25%
20260820 $3.25 $2.60 19.8% 0%
20260819 $2.92 $3.22 21.4% 0%
20260818 $3.40 $4.15 24.6% 13%
20260817 $4.60 $4.80 29.7% 36%
20260814 $3.85 $3.88 25.8% 18%
20260813 $4.45 $4.80 25.9% 19%
20260812 $4.90 $4.80 22.8% 4%
20260811 $3.00 $4.88 24.5% 12%
20260810 $5.10 $4.35 25.9% 18%
20260807 — — 25.9% 18%
20260806 $3.75 $5.10 26.5% 21%
20260805 $2.73 $2.73 25.3% 16%
20260804 $5.35 $5.35 30.5% 40%
20260803 $5.12 $5.12 28.1% 29%
20260731 $4.25 $4.25 30.9% 42%
20260730 $4.88 $4.88 33.0% 51%

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.