AFG · Expected Move
American Financial Group, Inc.
The expected move for AFG 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).
AFG 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 AFG Expected Move
30-Day Straddle
$8.62
7-Day Straddle
$8.62
30-Day ATM IV
24.9%
IV Rank
84%
Implied one-standard-deviation move through the next 30 days. Compare to AFG'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.
AFG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $8.62 | $8.62 | 24.9% | 84% |
| 20261016 | $8.70 | $1.67 | 23.7% | 70% |
| 20261015 | $8.75 | $2.00 | 23.6% | 62% |
| 20261014 | $8.65 | $2.77 | 23.5% | 61% |
| 20261013 | $8.00 | $3.15 | 21.6% | 43% |
| 20261012 | $8.30 | $3.35 | 21.9% | 46% |
| 20261009 | $8.95 | $4.12 | 23.4% | 60% |
| 20261008 | $8.90 | $4.15 | 22.4% | 50% |
| 20261007 | $9.20 | $3.90 | 23.7% | 63% |
| 20261006 | $8.95 | $4.50 | 23.2% | 58% |
| 20261005 | $9.15 | $3.62 | 22.6% | 52% |
| 20261002 | $5.15 | $5.15 | 22.9% | 55% |
| 20261001 | $4.55 | $4.55 | 21.4% | 40% |
| 20260930 | $4.85 | $4.85 | 20.8% | 35% |
| 20260929 | $4.83 | $4.83 | 21.4% | 41% |
| 20260928 | $4.75 | $4.75 | 20.8% | 35% |
| 20260925 | $5.55 | $5.55 | 20.3% | 30% |
| 20260924 | $5.33 | $5.33 | 20.3% | 30% |
| 20260923 | $5.35 | $5.35 | 20.4% | 31% |
| 20260922 | $5.88 | $5.88 | 20.6% | 33% |
| 20260921 | $6.40 | $6.40 | 20.9% | 36% |
| 20260918 | $6.67 | $2.02 | 20.3% | 30% |
| 20260917 | $6.53 | $2.12 | 19.6% | 24% |
| 20260916 | $6.57 | $2.48 | 19.8% | 25% |
| 20260915 | $6.25 | $2.72 | 18.8% | 15% |
| 20260914 | $6.88 | $3.15 | 20.3% | 30% |
| 20260911 | $7.20 | $3.47 | 20.1% | 28% |
| 20260910 | $7.17 | $4.12 | 20.1% | 28% |
| 20260909 | $7.18 | $4.08 | 20.0% | 27% |
| 20260908 | $7.28 | $4.75 | 19.8% | 25% |
| 20260904 | $7.35 | $3.38 | 18.0% | 7% |
| 20260903 | $6.95 | $3.85 | 17.4% | 1% |
| 20260902 | $4.15 | $4.15 | 18.6% | 13% |
| 20260901 | $4.12 | $4.12 | 18.1% | 8% |
| 20260831 | $3.90 | $3.90 | 17.2% | 0% |
| 20260828 | $5.03 | $5.03 | 18.8% | 12% |
| 20260827 | $5.17 | $5.17 | 18.7% | 11% |
| 20260826 | $4.70 | $4.70 | 17.6% | 0% |
| 20260825 | $5.75 | $5.75 | 19.7% | 7% |
| 20260824 | $6.28 | $6.28 | 19.9% | 9% |
| 20260821 | $6.25 | $1.80 | 19.6% | 6% |
| 20260820 | $6.53 | $2.75 | 20.1% | 12% |
| 20260819 | $6.75 | $2.47 | 20.6% | 17% |
| 20260818 | $6.93 | $3.05 | 19.3% | 2% |
| 20260817 | $6.90 | $3.52 | 19.6% | 6% |
| 20260814 | $7.35 | $3.08 | 19.1% | 0% |
| 20260813 | $7.57 | $3.80 | 19.9% | 3% |
| 20260812 | $7.95 | $4.75 | 21.6% | 20% |
| 20260811 | $7.88 | $4.70 | 21.3% | 18% |
| 20260810 | $8.07 | $4.45 | 21.9% | 24% |
| 20260807 | — | — | 20.2% | 6% |
| 20260806 | $7.88 | $5.53 | 20.3% | 7% |
| 20260805 | $5.97 | $5.97 | 21.7% | 22% |
| 20260804 | $7.45 | $7.45 | 26.0% | 68% |
| 20260803 | $8.15 | $8.15 | 26.5% | 73% |
| 20260731 | $8.00 | $8.00 | 25.8% | 66% |
| 20260730 | $7.95 | $7.95 | 26.0% | 68% |
| 20260729 | $7.53 | $7.53 | 25.3% | 60% |
| 20260728 | $7.58 | $7.58 | 24.7% | 55% |
| 20260727 | $7.45 | $7.45 | 24.5% | 52% |
More on AFG
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.