AA · Expected Move
Alcoa Corporation
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).
AA 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 AA Expected Move
30-Day Straddle
$4.33
7-Day Straddle
$2.19
30-Day ATM IV
46.7%
IV Rank
6%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $4.33 | $2.19 | 46.7% | 6% |
| 20261015 | $3.74 | $2.79 | 45.5% | 0% |
| 20261014 | $4.66 | $3.04 | 51.0% | 22% |
| 20261013 | $4.72 | $3.34 | 48.3% | 8% |
| 20261012 | $4.88 | $2.73 | 49.2% | 11% |
| 20261009 | $4.51 | $2.92 | 47.7% | 4% |
| 20261008 | $4.67 | $3.07 | 48.3% | 7% |
| 20261007 | $4.53 | $3.30 | 46.7% | 0% |
| 20261006 | $4.83 | $3.34 | 50.9% | 13% |
| 20261005 | $5.01 | $1.71 | 48.6% | 2% |
| 20261002 | $4.46 | $1.80 | 49.3% | 5% |
| 20261001 | $4.66 | $2.00 | 49.5% | 6% |
| 20260930 | $4.63 | $2.35 | 48.5% | 1% |
| 20260929 | $4.76 | $2.47 | 49.1% | 4% |
| 20260928 | $4.79 | $1.78 | 48.6% | 2% |
| 20260925 | $4.52 | $1.76 | 48.2% | 0% |
| 20260924 | $4.75 | $2.21 | 49.2% | 5% |
| 20260923 | $5.01 | $2.48 | 49.9% | 8% |
| 20260922 | $5.48 | $2.83 | 52.4% | 20% |
| 20260921 | $5.35 | $2.09 | 50.3% | 10% |
| 20260918 | $5.30 | $2.80 | 52.9% | 23% |
| 20260917 | $5.67 | $2.64 | 51.3% | 15% |
| 20260916 | $5.63 | $2.87 | 52.5% | 21% |
| 20260915 | $5.83 | $3.29 | 52.3% | 20% |
| 20260914 | $5.91 | $2.13 | 50.9% | 13% |
| 20260911 | $5.38 | $2.60 | 51.5% | 16% |
| 20260910 | $5.40 | $2.85 | 49.6% | 7% |
| 20260909 | $5.91 | $3.33 | 50.8% | 13% |
| 20260908 | $6.16 | $3.62 | 51.1% | 14% |
| 20260904 | $5.27 | $2.33 | 48.2% | 0% |
| 20260903 | $5.67 | $2.66 | 49.4% | 5% |
| 20260902 | $5.63 | $2.98 | 48.5% | 0% |
| 20260901 | $5.73 | $3.29 | 48.9% | 1% |
| 20260831 | $6.35 | $2.24 | 52.6% | 20% |
| 20260828 | $5.32 | $2.50 | 48.7% | 0% |
| 20260827 | $5.71 | $2.71 | 49.4% | 4% |
| 20260826 | $5.87 | $3.12 | 50.7% | 10% |
| 20260825 | $5.88 | $3.61 | 49.4% | 4% |
| 20260824 | $5.86 | $2.44 | 50.6% | 10% |
| 20260821 | $5.69 | $2.66 | 48.8% | 1% |
| 20260820 | $5.81 | $3.17 | 50.8% | 11% |
| 20260819 | $5.78 | $3.34 | 48.8% | 0% |
| 20260818 | $5.69 | $3.34 | 49.2% | 2% |
| 20260817 | $6.06 | $2.24 | 48.7% | 0% |
| 20260814 | $5.31 | $2.55 | 48.8% | 0% |
| 20260813 | $5.47 | $3.15 | 48.9% | 1% |
| 20260812 | $5.70 | $3.15 | 48.7% | 0% |
| 20260811 | $6.35 | $3.70 | 51.0% | 7% |
| 20260810 | $6.98 | $2.45 | 53.9% | 17% |
| 20260807 | — | — | 49.4% | 0% |
| 20260806 | $5.55 | $3.21 | 52.4% | 6% |
| 20260805 | $6.08 | $3.06 | 54.4% | 13% |
| 20260804 | $5.88 | $3.43 | 54.0% | 12% |
| 20260803 | $5.72 | $2.21 | 54.1% | 12% |
| 20260731 | $5.25 | $2.63 | 52.4% | 6% |
| 20260730 | $5.30 | $2.92 | 53.3% | 9% |
| 20260729 | $5.19 | $3.00 | 53.0% | 8% |
| 20260728 | $5.71 | $4.01 | 54.5% | 14% |
| 20260727 | $5.68 | $2.19 | 54.8% | 15% |
| 20260724 | $5.35 | $2.71 | 54.5% | 14% |
More on AA
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.