WTRG · Expected Move

Essential Utilities, Inc.

The expected move for WTRG 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).

WTRG 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 WTRG Expected Move
30-Day Straddle
$2.08
7-Day Straddle
$2.08
30-Day ATM IV
33.2%
IV Rank
48%
Implied one-standard-deviation move through the next 30 days. Compare to WTRG'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.
WTRG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $2.08 $2.08 33.2% 48%
20261020 $2.38 $2.38 26.4% 27%
20261019 $2.15 $2.15 21.8% 12%
20261016 $2.22 $1.15 23.8% 19%
20261015 $2.17 $0.60 21.5% 11%
20261014 $2.08 $1.70 20.7% 9%
20261013 $2.33 $1.80 — —
20261012 $2.42 $1.35 23.5% 18%
20261009 $2.48 $1.07 26.0% 25%
20261008 $2.65 $1.75 28.6% 34%
20261007 $2.77 $1.48 32.4% 46%
20261006 $2.62 $1.75 32.0% 45%
20261005 $2.45 $1.55 28.8% 34%
20261002 $1.70 $1.70 25.3% 23%
20261001 $2.00 $2.00 27.8% 31%
20260930 $1.62 $1.62 23.1% 16%
20260929 $1.52 $1.52 24.8% 22%
20260928 $1.48 $1.48 23.7% 18%
20260925 $1.70 $1.70 24.7% 21%
20260924 $1.48 $1.48 21.1% 10%
20260923 $1.60 $1.60 20.5% 8%
20260922 $1.85 $1.85 20.9% 9%
20260921 $1.73 $1.73 20.1% 7%
20260918 $2.58 $1.15 28.1% 32%
20260917 $2.02 $1.68 19.3% 4%
20260916 $2.35 $1.53 21.5% 11%
20260915 $2.48 $1.57 — —
20260914 $2.55 $1.75 23.4% 17%
20260911 $2.20 $1.20 21.9% 12%
20260910 $2.85 $2.00 — —
20260909 $2.70 $2.28 21.1% 10%
20260908 $3.02 $2.20 25.2% 23%
20260904 $2.62 $2.00 — —
20260903 $3.00 $2.23 22.8% 15%
20260902 $1.95 $1.95 28.0% 32%
20260901 $1.60 $1.60 22.6% 15%
20260831 $1.80 $1.80 23.0% 16%
20260828 $1.75 $1.75 21.9% 13%
20260827 $1.48 $1.48 19.0% 3%
20260826 $1.52 $1.52 18.5% 2%
20260825 $1.75 $1.75 20.3% 7%
20260824 $2.02 $2.02 23.6% 18%
20260821 $1.57 $0.25 18.4% 1%
20260820 $1.78 $0.55 19.6% 5%
20260819 $1.85 $1.48 18.9% 3%
20260818 $1.70 $0.70 18.0% 0%
20260817 $1.75 $0.55 18.8% 0%
20260814 $1.62 $0.85 19.2% 0%
20260813 $1.93 $0.95 23.7% 12%
20260812 $2.02 $0.82 20.1% 0%
20260811 $2.05 $1.05 20.2% 0%
20260810 $2.08 $1.25 20.4% 0%
20260807 — — 20.3% 0%
20260806 $2.33 $1.48 22.1% 2%
20260805 $1.68 $1.68 22.8% 4%
20260804 $1.27 $1.27 21.9% 1%
20260803 $2.20 $2.20 28.6% 25%
20260731 $1.85 $1.85 21.6% 0%
20260730 $1.88 $1.88 24.0% 6%
20260729 $2.17 $2.17 25.9% 13%

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.