ACB · Expected Move
Aurora Cannabis Inc. Common Shares
The expected move for ACB 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).
ACB 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 ACB Expected Move
30-Day Straddle
$0.72
7-Day Straddle
$0.72
30-Day ATM IV
82.8%
IV Rank
43%
Implied one-standard-deviation move through the next 30 days. Compare to ACB'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.
ACB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.72 | $0.72 | 82.8% | 43% |
| 20261021 | $0.60 | $0.60 | 66.8% | 24% |
| 20261020 | $0.65 | $0.65 | 70.5% | 28% |
| 20261019 | $0.50 | $0.50 | 54.4% | 9% |
| 20261016 | $1.23 | $0.08 | — | — |
| 20261015 | $0.70 | $0.23 | 68.6% | 26% |
| 20261014 | $0.62 | $0.88 | 59.7% | 16% |
| 20261013 | $0.72 | $0.43 | — | — |
| 20261012 | $0.80 | $0.50 | 76.1% | 35% |
| 20261009 | $0.80 | $0.73 | 106.6% | 70% |
| 20261008 | $0.88 | $0.73 | 83.7% | 44% |
| 20261007 | $10.65 | $0.60 | 74.1% | 32% |
| 20261006 | $1.45 | $0.62 | 85.7% | 46% |
| 20261005 | $0.80 | $0.62 | — | — |
| 20261002 | $0.33 | $0.33 | 61.9% | 18% |
| 20261001 | $0.33 | $0.33 | 59.3% | 15% |
| 20260930 | $0.40 | $0.40 | 66.3% | 23% |
| 20260929 | $0.38 | $0.38 | 66.7% | 24% |
| 20260928 | $0.38 | $0.38 | 66.3% | 23% |
| 20260925 | $0.43 | $0.43 | 68.8% | 26% |
| 20260924 | $0.53 | $0.53 | 70.1% | 28% |
| 20260923 | $0.55 | $0.55 | 73.1% | 31% |
| 20260922 | $0.50 | $0.50 | 69.2% | 27% |
| 20260921 | $0.40 | $0.40 | 56.4% | 12% |
| 20260918 | $0.45 | $2.73 | 55.2% | 10% |
| 20260917 | $0.53 | $0.23 | 58.6% | 14% |
| 20260916 | $0.68 | $0.25 | 75.7% | 34% |
| 20260915 | $2.25 | $0.28 | 70.0% | 28% |
| 20260914 | $0.60 | $0.20 | 66.9% | 24% |
| 20260911 | $0.73 | $0.33 | 84.8% | 45% |
| 20260910 | $0.65 | $0.35 | 72.7% | 31% |
| 20260909 | $0.62 | $0.33 | 63.9% | 20% |
| 20260908 | $0.55 | $0.30 | 54.2% | 9% |
| 20260904 | $0.60 | $0.28 | 55.3% | 11% |
| 20260903 | $0.57 | $0.35 | 58.2% | 14% |
| 20260902 | $0.38 | $0.38 | 56.1% | 11% |
| 20260901 | $0.40 | $0.40 | 55.7% | 11% |
| 20260831 | $0.33 | $0.33 | 60.1% | 16% |
| 20260828 | $0.28 | $0.28 | 46.7% | 0% |
| 20260827 | $0.43 | $0.43 | 58.2% | 14% |
| 20260826 | $2.70 | $2.70 | 54.9% | 10% |
| 20260825 | $0.40 | $0.40 | 65.0% | 22% |
| 20260824 | $0.43 | $0.43 | 50.9% | 5% |
| 20260821 | $0.42 | $0.12 | 55.7% | 11% |
| 20260820 | $0.68 | $0.25 | 75.8% | 34% |
| 20260819 | $0.38 | $0.28 | 58.4% | 14% |
| 20260818 | $0.57 | $0.38 | 59.2% | 15% |
| 20260817 | $0.72 | $0.43 | — | — |
| 20260814 | $0.55 | $0.43 | 57.7% | 13% |
| 20260813 | $0.55 | $0.28 | 57.5% | 13% |
| 20260812 | $0.62 | $0.38 | 63.9% | 20% |
| 20260811 | $0.00 | $0.00 | 79.4% | 39% |
| 20260810 | $0.40 | $0.25 | — | — |
| 20260807 | — | — | 62.4% | 19% |
| 20260806 | $0.43 | $0.33 | 55.6% | 11% |
| 20260805 | $0.33 | $0.33 | 60.2% | 16% |
| 20260804 | $0.45 | $0.45 | 74.5% | 32% |
| 20260803 | $0.45 | $0.45 | 75.1% | 33% |
| 20260731 | $0.45 | $0.45 | 73.3% | 31% |
| 20260730 | $0.47 | $0.47 | 74.2% | 32% |
More on ACB
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.