YORW (York Water Co)

Expected Move & Straddle Price History

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).

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.

Current YORW Expected Move
30-Day Straddle
$4.80
7-Day Straddle
$2.15
Avg IV
0.6%
IV Rank
32%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260904 $4.80 $2.15 0.6% 32%
20260903 $4.80 $3.17 0.6% 23%
20260902 $2.65 $2.65 0.9% 62%
20260901 $2.65 $2.65 0.7% 33%
20260831 $1.57 $1.57 0.9% 59%
20260828 $2.67 $2.67 0.8% 46%
20260827 $2.65 $2.65 0.9% 56%
20260826 $3.50 $3.50 0.8% 43%
20260825 $2.90 $2.90 0.8% 49%
20260824 $3.00 $3.00 0.9% 58%
20260821 $4.55 $2.40 0.8% 48%
20260820 $3.40 $1.43 0.8% 50%
20260819 $3.25 $2.72 0.9% 62%
20260818 $1.85 $2.68 0.9% 61%
20260817 $4.70 $2.60 0.7% 36%
20260814 $4.80 $1.47 0.6% 28%
20260813 $4.90 $2.83 0.3% 1%
20260812 $4.85 $2.73 0.5% 21%
20260811 $6.20 $4.65 0.3% 0%
20260810 $3.32 $3.65 0.5% 2%
20260806 $3.90 $5.05 0.7% 18%
20260805 $3.05 $3.05 1.1% 75%
20260804 $4.80 $4.80 1.1% 73%
20260803 $3.00 $3.00 1.3% 100%
20260731 $3.88 $3.88 0.9% 47%
20260730 $3.77 $3.77 1.2% 96%
20260729 $5.05 $5.05 1.0% 67%
20260728 $4.17 $4.17 0.9% 48%
20260727 $3.55 $3.55 1.1% 80%
20260724 $4.80 $4.80 0.7% 28%
20260723 $2.85 $2.85 0.6% 16%
20260722 $2.52 $2.52 0.6% 11%
20260721 $3.50 $3.50 0.9% 54%
20260720 $2.80 $2.80 1.0% 59%
20260716 $4.80 $2.80 0.6% 12%
20260715 $4.70 $4.35 1.0% 58%
20260714 $4.85 $4.45 0.8% 42%
20260713 $4.80 $4.50 0.6% 14%
20260710 $4.80 $4.60 0.8% 33%
20260709 $3.15 $4.40 0.7% 22%
20260708 $4.80 $4.50 0.9% 44%
20260707 $4.92 $4.15 0.9% 50%
20260706 $3.35 $2.45 0.8% 44%
20260702 $3.02 $3.02 1.3% 100%
20260701 $4.60 $4.60 1.0% 62%
20260630 $4.72 $4.72 1.0% 63%
20260629 $2.85 $2.85 0.9% 49%
20260626 $2.38 $2.38 0.6% 10%
20260625 $2.20 $2.20 0.9% 60%
20260624 $1.50 $1.50 0.7% 31%
20260623 $3.15 $3.15 0.9% 48%
20260622 $3.30 $3.30 1.0% 68%
20260618 $1.80 $1.75 0.9% 60%
20260617 $3.15 $0.62 0.7% 30%
20260616 $2.10 $0.53 0.6% 15%
20260615 $2.45 $0.52 0.6% 17%
20260613 $1.25 $0.60 0.5% 4%
20260612 $1.25 $0.57 0.5% 5%
20260611 $3.15 $0.73 0.6% 14%
20260610 $3.15 $0.65 0.7% 32%