AA (Alcoa Corporation)

Expected Move & Straddle Price History

The expected move for AA 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 AA Expected Move
30-Day Straddle
$5.73
7-Day Straddle
$3.29
Avg IV
0.6%
IV Rank
10%
Implied one-standard-deviation move through the next 30 days. Compare to AA'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.
AA Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260901 $5.73 $3.29 0.6% 10%
20260831 $6.35 $2.24 0.5% 4%
20260828 $5.32 $2.50 0.5% 2%
20260827 $5.71 $2.71 0.5% 3%
20260826 $5.87 $3.12 0.5% 4%
20260825 $5.88 $3.61 0.5% 1%
20260824 $5.86 $2.44 0.5% 0%
20260821 $5.69 $2.66 1.0% 93%
20260820 $5.81 $3.17 1.0% 91%
20260819 $5.78 $3.34 1.0% 84%
20260818 $5.69 $3.34 0.9% 68%
20260817 $6.06 $2.24 1.0% 85%
20260814 $5.31 $2.55 0.5% 4%
20260813 $5.47 $3.15 0.6% 12%
20260812 $5.70 $3.15 0.6% 15%
20260811 $6.35 $3.70 0.5% 5%
20260810 $6.98 $2.45 0.6% 7%
20260806 $5.55 $3.21 0.6% 9%
20260805 $6.08 $3.06 0.6% 9%
20260804 $5.88 $3.43 0.6% 6%
20260803 $5.72 $2.21 0.6% 9%
20260731 $5.25 $2.63 0.6% 8%
20260730 $5.30 $2.92 0.6% 14%
20260729 $5.19 $3.00 0.6% 16%
20260728 $5.71 $4.01 0.6% 12%
20260727 $5.68 $2.19 0.6% 10%
20260724 $5.35 $2.71 0.6% 18%
20260723 $5.62 $3.82 0.6% 18%
20260722 $5.89 $3.46 0.7% 26%
20260721 $6.00 $3.53 0.7% 30%
20260720 $6.09 $2.47 0.7% 20%
20260716 $6.30 $4.71 0.7% 19%
20260715 $7.07 $4.60 0.6% 17%
20260714 $7.58 $4.72 0.7% 25%
20260713 $7.42 $3.92 0.7% 22%
20260710 $6.92 $3.98 0.7% 21%
20260709 $7.10 $4.33 0.7% 24%
20260708 $7.32 $4.58 0.7% 26%
20260707 $7.35 $4.89 0.7% 22%
20260706 $7.70 $2.63 0.7% 21%
20260702 $7.00 $3.12 0.7% 33%
20260701 $6.90 $3.40 0.8% 38%
20260630 $7.68 $3.77 0.7% 25%
20260629 $7.89 $2.40 0.7% 25%
20260626 $7.60 $3.08 0.7% 33%
20260625 $7.35 $3.55 0.7% 33%
20260624 $7.42 $3.54 0.8% 39%
20260623 $8.10 $4.00 0.8% 35%
20260622 $8.55 $3.20 0.7% 26%
20260618 $7.95 $3.71 1.0% 63%
20260617 $8.28 $4.40 1.1% 77%
20260616 $9.00 $4.61 0.9% 58%
20260615 $9.15 $3.34 0.8% 46%
20260613 $8.88 $4.26 0.7% 20%
20260612 $8.93 $4.30 0.7% 20%
20260611 $9.62 $4.97 0.7% 22%
20260610 $9.88 $5.38 0.7% 26%
20260609 $10.38 $6.33 0.7% 23%
20260608 $11.22 $4.65 0.7% 24%
20260605 $10.15 $5.21 0.7% 24%