AB · Expected Move
AllianceBernstein Holding, L.P.
The expected move for AB 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).
AB 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 AB Expected Move
30-Day Straddle
$1.83
7-Day Straddle
$1.83
30-Day ATM IV
23.7%
IV Rank
31%
Implied one-standard-deviation move through the next 30 days. Compare to AB'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.
AB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $1.83 | $1.83 | 23.7% | 31% |
| 20261022 | $1.80 | $1.80 | 23.3% | 29% |
| 20261021 | $1.95 | $1.95 | 24.6% | 25% |
| 20261020 | $2.27 | $2.27 | 28.1% | 40% |
| 20261019 | $1.65 | $1.65 | 22.2% | 15% |
| 20261016 | $2.12 | $0.28 | 24.6% | 25% |
| 20261015 | $2.02 | $0.45 | 22.6% | 17% |
| 20261014 | $2.28 | $0.78 | 24.3% | 24% |
| 20261013 | $2.38 | $0.95 | 27.8% | 38% |
| 20261012 | $1.88 | $0.65 | 20.8% | 10% |
| 20261009 | $2.15 | $0.72 | 22.5% | 17% |
| 20261008 | $2.17 | $0.78 | 22.9% | 18% |
| 20261007 | $2.33 | $0.77 | 23.4% | 20% |
| 20261006 | $2.10 | $0.85 | 21.6% | 13% |
| 20261005 | $1.93 | $0.90 | 25.2% | 28% |
| 20261002 | $0.98 | $0.98 | 22.9% | 18% |
| 20261001 | $1.02 | $1.02 | 22.4% | 16% |
| 20260930 | $1.12 | $1.12 | 22.9% | 18% |
| 20260929 | $1.27 | $1.27 | 20.0% | 6% |
| 20260928 | $1.10 | $1.10 | 18.5% | 0% |
| 20260925 | $1.40 | $1.40 | 21.9% | 14% |
| 20260924 | $1.35 | $1.35 | 20.2% | 7% |
| 20260923 | $1.57 | $1.57 | 25.6% | 29% |
| 20260922 | $1.80 | $1.80 | 20.7% | 9% |
| 20260921 | $1.93 | $1.93 | 21.5% | 12% |
| 20260918 | $1.90 | $1.30 | 23.0% | 18% |
| 20260917 | $1.70 | $1.52 | 20.3% | 7% |
| 20260916 | $1.55 | $0.67 | 19.0% | 2% |
| 20260915 | $1.90 | $1.18 | 20.7% | 9% |
| 20260914 | $1.93 | $1.28 | 20.7% | 9% |
| 20260911 | $1.75 | $1.45 | 18.6% | 0% |
| 20260910 | $2.10 | $1.53 | 20.7% | 6% |
| 20260909 | $2.17 | $1.85 | 21.6% | 9% |
| 20260908 | $2.50 | $2.00 | 22.1% | 12% |
| 20260904 | $2.85 | $2.50 | 31.5% | 52% |
| 20260903 | $2.70 | $2.12 | 24.9% | 23% |
| 20260902 | $1.98 | $1.98 | 21.9% | 11% |
| 20260901 | $11.80 | $11.80 | 19.7% | 1% |
| 20260831 | $2.05 | $2.05 | 21.2% | 8% |
| 20260828 | $3.00 | $3.00 | 22.0% | 11% |
| 20260827 | $2.48 | $2.48 | 21.3% | 8% |
| 20260826 | $2.05 | $2.05 | 20.4% | 4% |
| 20260825 | $1.80 | $1.80 | 20.6% | 5% |
| 20260824 | $1.80 | $1.80 | 19.6% | 1% |
| 20260821 | $1.75 | $2.08 | 19.4% | 0% |
| 20260820 | $1.93 | $1.30 | 23.7% | 14% |
| 20260819 | $1.92 | $1.45 | 20.6% | 0% |
| 20260818 | $1.98 | $1.35 | 21.3% | 1% |
| 20260817 | $2.05 | $1.32 | 21.5% | 2% |
| 20260814 | $2.27 | $2.10 | 21.1% | 0% |
| 20260813 | $2.20 | $1.77 | 22.3% | 5% |
| 20260812 | $2.20 | $1.62 | 21.6% | 1% |
| 20260811 | $2.45 | $2.55 | 30.6% | 43% |
| 20260810 | $2.52 | $2.20 | 25.4% | 19% |
| 20260807 | — | — | 28.2% | 32% |
| 20260806 | $2.85 | $2.43 | 29.7% | 39% |
| 20260805 | $2.65 | $2.65 | 30.5% | 43% |
| 20260804 | $2.73 | $2.73 | 28.6% | 34% |
| 20260803 | $1.98 | $1.98 | 30.3% | 42% |
| 20260731 | $2.17 | $2.17 | 29.5% | 38% |
More on AB
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.