ABR · Expected Move
Arbor Realty Trust, Inc.
The expected move for ABR 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).
ABR 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 ABR Expected Move
30-Day Straddle
$0.50
7-Day Straddle
$0.33
30-Day ATM IV
114.8%
IV Rank
34%
Implied one-standard-deviation move through the next 30 days. Compare to ABR'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.
ABR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $0.50 | $0.33 | 114.8% | 34% |
| 20261106 | $0.57 | $0.32 | 120.9% | 37% |
| 20261105 | $1.65 | $0.40 | 233.6% | 85% |
| 20261104 | $0.60 | $2.00 | 148.9% | 49% |
| 20261103 | $0.33 | $0.38 | 103.4% | 29% |
| 20261102 | $0.82 | $0.23 | 178.8% | 62% |
| 20261030 | $1.47 | $0.33 | 113.4% | 34% |
| 20261029 | $1.52 | $0.48 | 177.2% | 61% |
| 20261028 | $0.57 | $0.43 | 83.5% | 21% |
| 20261027 | $0.57 | $0.35 | 96.8% | 27% |
| 20261026 | $0.72 | $0.30 | 104.9% | 30% |
| 20261023 | $0.68 | $0.38 | 103.3% | 29% |
| 20261022 | $0.62 | $0.40 | 95.3% | 26% |
| 20261021 | $0.75 | $0.33 | 110.9% | 33% |
| 20261020 | $0.65 | $0.25 | 102.5% | 29% |
| 20261019 | $0.57 | $0.20 | 154.3% | 51% |
| 20261016 | $10.45 | $10.28 | 217.9% | 79% |
| 20261015 | $0.80 | $0.40 | 115.2% | 34% |
| 20261014 | $0.83 | $0.40 | 133.4% | 42% |
| 20261013 | $2.17 | $0.35 | 267.6% | 100% |
| 20261012 | $0.97 | $0.60 | 149.8% | 88% |
| 20261009 | $1.75 | $0.68 | 165.3% | 100% |
| 20261008 | $0.43 | $0.22 | 61.2% | 38% |
| 20261007 | $0.45 | $0.33 | 57.3% | 32% |
| 20261006 | $0.73 | $0.23 | 68.6% | 49% |
| 20261005 | $0.72 | $0.20 | 83.0% | 70% |
| 20261002 | $0.57 | $0.25 | 49.3% | 21% |
| 20261001 | $0.60 | $0.38 | 69.1% | 50% |
| 20260930 | $0.47 | $0.30 | 54.6% | 29% |
| 20260929 | $0.60 | $0.28 | 68.7% | 49% |
| 20260928 | $0.48 | $0.17 | 52.3% | 25% |
| 20260925 | $0.35 | $0.15 | 50.6% | 23% |
| 20260924 | $0.38 | $0.20 | 42.5% | 11% |
| 20260923 | $0.47 | $0.55 | 49.7% | 21% |
| 20260922 | $0.67 | $0.22 | 41.3% | 9% |
| 20260921 | $0.65 | $0.20 | 47.1% | 18% |
| 20260918 | $0.50 | $0.33 | 57.9% | 33% |
| 20260917 | $0.65 | $0.23 | 61.9% | 39% |
| 20260916 | $0.57 | $0.28 | 45.8% | 16% |
| 20260915 | $0.57 | $0.17 | 57.6% | 33% |
| 20260914 | $0.53 | $0.78 | 43.4% | 12% |
| 20260911 | $0.33 | $0.30 | 48.8% | 20% |
| 20260910 | $0.47 | $0.25 | 58.3% | 34% |
| 20260909 | $0.43 | $0.25 | 38.2% | 4% |
| 20260908 | $0.60 | $0.25 | 50.1% | 22% |
| 20260904 | $0.33 | $0.28 | 45.1% | 15% |
| 20260903 | $0.47 | $0.33 | 46.0% | 16% |
| 20260902 | $0.57 | $0.28 | 57.9% | 33% |
| 20260901 | $0.50 | $0.25 | 36.7% | 2% |
| 20260831 | $0.40 | $0.17 | 36.8% | 2% |
| 20260828 | $0.43 | $0.22 | 39.9% | 7% |
| 20260827 | $0.52 | $0.20 | 35.2% | 0% |
| 20260826 | $0.52 | $0.17 | 45.1% | 9% |
| 20260825 | $0.52 | $0.30 | 41.4% | 4% |
| 20260824 | $0.65 | $0.28 | 49.7% | 17% |
| 20260821 | $0.47 | $0.25 | 47.1% | 13% |
| 20260820 | $0.55 | $0.30 | 44.2% | 8% |
| 20260819 | $0.47 | $0.30 | 41.7% | 4% |
| 20260818 | $0.45 | $0.28 | 40.6% | 2% |
| 20260817 | $0.47 | $0.20 | 40.4% | 2% |
More on ABR
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.