ADAP · Expected Move
Adaptimmune Therapeutics plc American Depositary Shares
The expected move for ADAP 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).
ADAP 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 ADAP Expected Move
30-Day Straddle
$0.48
7-Day Straddle
$0.48
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to ADAP'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.
ADAP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20251027 | $0.48 | $0.48 | — | — |
| 20251024 | $2.92 | $2.92 | — | — |
| 20251023 | $2.92 | $2.92 | — | — |
| 20251022 | $0.40 | $0.40 | — | — |
| 20251021 | $2.98 | $2.98 | — | — |
| 20251020 | $0.45 | $0.45 | — | — |
| 20251017 | $0.42 | $0.68 | — | — |
| 20251016 | $0.42 | $0.33 | — | — |
| 20251015 | $0.38 | $0.35 | — | — |
| 20251014 | $0.38 | $0.38 | — | — |
| 20251013 | $0.40 | $0.35 | — | — |
| 20251010 | $0.45 | $0.33 | — | — |
| 20251009 | $0.42 | $0.28 | — | — |
| 20251008 | $0.42 | $0.35 | — | — |
| 20251007 | $0.38 | $2.85 | — | — |
| 20251006 | $2.85 | $0.38 | — | — |
| 20251003 | $2.85 | $2.85 | — | — |
| 20251002 | $0.38 | $0.38 | — | — |
| 20251001 | $2.85 | $2.85 | — | — |
| 20250930 | $0.72 | $0.72 | — | — |
| 20250929 | $0.38 | $0.38 | — | — |
| 20250926 | $0.72 | $0.72 | — | — |
| 20250925 | $0.38 | $0.38 | — | — |
| 20250924 | $0.38 | $0.38 | — | — |
| 20250923 | $0.38 | $0.38 | — | — |
| 20250922 | $0.75 | $0.75 | — | — |
| 20250919 | $0.42 | $0.35 | — | — |
| 20250918 | $2.90 | $0.38 | — | — |
| 20250917 | $0.45 | $0.45 | — | — |
| 20250916 | $0.68 | $0.43 | — | — |
| 20250915 | $0.88 | $2.92 | — | — |
| 20250912 | $0.62 | $0.82 | — | — |
| 20250911 | $0.95 | $0.80 | — | — |
| 20250910 | $3.05 | $0.65 | — | — |
| 20250909 | $3.05 | $2.90 | — | — |
| 20250908 | $1.02 | $0.48 | — | — |
| 20250905 | $0.78 | $0.28 | — | — |
| 20250904 | $0.58 | $0.30 | — | — |
| 20250903 | $0.78 | $0.78 | — | — |
| 20250902 | $0.28 | $0.28 | — | — |
| 20250829 | $2.77 | $2.77 | — | — |
| 20250828 | $0.95 | $0.95 | — | — |
| 20250827 | $2.75 | $2.75 | — | — |
| 20250826 | $0.48 | $0.48 | — | — |
| 20250825 | $0.28 | $0.28 | — | — |
| 20250822 | $0.48 | $0.48 | — | — |
| 20250821 | $0.72 | $0.72 | — | — |
| 20250820 | $2.73 | $2.73 | — | — |
| 20250819 | $0.58 | $0.58 | — | — |
| 20250818 | $2.80 | $2.80 | — | — |
| 20250815 | $0.78 | $0.95 | — | — |
| 20250814 | $0.30 | $0.93 | — | — |
| 20250813 | $0.28 | $0.93 | — | — |
| 20250812 | $0.28 | $0.93 | — | — |
| 20250811 | $0.62 | $2.92 | — | — |
| 20250808 | $0.80 | $0.90 | — | — |
| 20250807 | $0.93 | $0.45 | — | — |
| 20250806 | $0.90 | $0.45 | — | — |
| 20250805 | $0.75 | $0.38 | — | — |
| 20250804 | $0.28 | $3.05 | — | — |
More on ADAP
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.