YORW · Expected Move
York Water Co
The expected move for YORW 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).
YORW 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 YORW Expected Move
30-Day Straddle
$2.15
7-Day Straddle
$2.15
30-Day ATM IV
30.5%
IV Rank
28%
Implied one-standard-deviation move through the next 30 days. Compare to YORW'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.
YORW Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.15 | $2.15 | 30.5% | 28% |
| 20261021 | $2.42 | $2.42 | 39.2% | 57% |
| 20261020 | $2.55 | $2.55 | 33.6% | 42% |
| 20261019 | $2.55 | $2.55 | 30.4% | 33% |
| 20261016 | $2.92 | $2.75 | 34.4% | 44% |
| 20261015 | $2.85 | $2.30 | 30.6% | 33% |
| 20261014 | $3.18 | $2.90 | 32.3% | 38% |
| 20261013 | $3.05 | $2.48 | 31.8% | 36% |
| 20261012 | $2.88 | $2.70 | 31.9% | 37% |
| 20261009 | $3.52 | $2.60 | 35.9% | 48% |
| 20261008 | $3.67 | $2.45 | 36.8% | 50% |
| 20261007 | $3.52 | $2.55 | 39.5% | 58% |
| 20261006 | $3.17 | $2.45 | 32.5% | 38% |
| 20261005 | $3.52 | $2.35 | 36.0% | 48% |
| 20261002 | $2.40 | $2.40 | 46.9% | 78% |
| 20261001 | $2.27 | $2.27 | 32.1% | 37% |
| 20260930 | $0.93 | $0.93 | 29.2% | 29% |
| 20260929 | $2.48 | $2.48 | 30.9% | 34% |
| 20260928 | $2.48 | $2.48 | 32.9% | 39% |
| 20260925 | $2.60 | $2.60 | 38.4% | 55% |
| 20260924 | $2.23 | $2.23 | 26.7% | 23% |
| 20260923 | $2.98 | $2.98 | 33.8% | 42% |
| 20260922 | $3.05 | $3.05 | 39.5% | 57% |
| 20260921 | $3.00 | $3.00 | 33.1% | 40% |
| 20260918 | $3.43 | $4.85 | 38.7% | 55% |
| 20260917 | $3.02 | $4.72 | 30.4% | 33% |
| 20260916 | $4.10 | $4.72 | 45.3% | 73% |
| 20260915 | $4.85 | $4.80 | 33.0% | 40% |
| 20260914 | $4.72 | $2.75 | 31.1% | 35% |
| 20260911 | $5.00 | $3.85 | 35.6% | 47% |
| 20260910 | $4.95 | $2.65 | 35.7% | 47% |
| 20260909 | $4.80 | $2.88 | 26.1% | 21% |
| 20260908 | $3.25 | $1.95 | 28.8% | 28% |
| 20260904 | $4.80 | $2.15 | 25.0% | 18% |
| 20260903 | $4.80 | $3.17 | 24.3% | 16% |
| 20260902 | $2.65 | $2.65 | 24.2% | 16% |
| 20260901 | $2.65 | $2.65 | 33.0% | 40% |
| 20260831 | $1.57 | $1.57 | 26.5% | 22% |
| 20260828 | $2.67 | $2.67 | 43.3% | 68% |
| 20260827 | $2.65 | $2.65 | 28.7% | 28% |
| 20260826 | $3.50 | $3.50 | 27.0% | 22% |
| 20260825 | $2.90 | $2.90 | 27.3% | 22% |
| 20260824 | $3.00 | $3.00 | 38.1% | 50% |
| 20260821 | $4.55 | $2.40 | 24.7% | 14% |
| 20260820 | $3.40 | $1.43 | 23.4% | 11% |
| 20260819 | $3.25 | $2.72 | 38.0% | 43% |
| 20260818 | $1.85 | $2.68 | 34.4% | 35% |
| 20260817 | $4.70 | $2.60 | 30.1% | 26% |
| 20260814 | $4.80 | $1.47 | 32.2% | 31% |
| 20260813 | $4.90 | $2.83 | 33.6% | 34% |
| 20260812 | $4.85 | $2.73 | 30.5% | 27% |
| 20260811 | $6.20 | $4.65 | 39.9% | 48% |
| 20260810 | $3.32 | $3.65 | 36.3% | 40% |
| 20260807 | — | — | 41.0% | 50% |
| 20260806 | $3.90 | $5.05 | 53.9% | 79% |
| 20260805 | $3.05 | $3.05 | 55.1% | 81% |
| 20260804 | $4.80 | $4.80 | 29.5% | 25% |
| 20260803 | $3.00 | $3.00 | 38.9% | 45% |
| 20260731 | $3.88 | $3.88 | 39.5% | 47% |
| 20260730 | $3.77 | $3.77 | 37.7% | 43% |
More on YORW
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.