AFRM · Expected Move

Affirm Holdings, Inc. Class A Common Stock

The expected move for AFRM 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).

AFRM straddle price & implied vol

60 sessions

Bars: 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 AFRM Expected Move
30-Day Straddle
$12.57
7-Day Straddle
$5.01
30-Day ATM IV
75.4%
IV Rank
95%
Implied one-standard-deviation move through the next 30 days. Compare to AFRM'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.
AFRM Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $12.57 $5.01 75.4% 95%
20261015 $12.15 $5.37 70.9% 79%
20261014 $11.02 $5.23 68.5% 70%
20261013 $12.07 $5.28 67.3% 66%
20261012 $11.32 $3.70 63.7% 53%
20261009 $11.90 $4.30 65.5% 60%
20261008 $11.88 $5.16 68.3% 69%
20261007 $10.93 $5.02 65.7% 60%
20261006 $11.85 $5.21 66.6% 63%
20261005 $11.18 $3.54 61.0% 44%
20261002 $8.78 $3.76 59.1% 37%
20261001 $8.04 $4.51 54.8% 22%
20260930 $8.62 $5.31 55.2% 23%
20260929 $8.04 $5.45 51.0% 9%
20260928 $8.62 $3.50 53.8% 19%
20260925 $8.23 $4.01 51.9% 12%
20260924 $8.48 $4.54 54.0% 19%
20260923 $7.82 $4.75 50.6% 7%
20260922 $8.90 $5.33 53.6% 18%
20260921 $8.95 $3.28 52.9% 15%
20260918 $7.88 $3.56 49.9% 5%
20260917 $8.05 $4.09 51.4% 10%
20260916 $9.40 $4.84 55.5% 19%
20260915 $9.03 $5.41 53.5% 14%
20260914 $9.05 $3.63 52.0% 10%
20260911 $7.90 $3.94 51.6% 9%
20260910 $7.55 $4.17 50.2% 5%
20260909 $8.50 $4.50 54.6% 17%
20260908 $8.55 $5.04 51.5% 8%
20260904 $7.34 $3.82 48.5% 0%
20260903 $8.12 $4.35 49.3% 0%
20260902 $9.07 $4.96 53.6% 12%
20260901 $8.50 $4.92 52.3% 8%
20260831 $9.45 $3.72 52.5% 9%
20260828 $8.70 $4.67 49.1% 0%
20260827 $12.77 $9.88 73.1% 54%
20260826 $11.80 $9.20 69.2% 43%
20260825 $12.38 $10.20 69.2% 43%
20260824 $12.40 $8.55 70.2% 46%
20260821 $11.97 $8.97 70.4% 47%
20260820 $11.55 $8.72 68.4% 41%
20260819 $12.43 $9.45 70.2% 46%
20260818 $11.75 $9.20 68.2% 39%
20260817 $11.45 $3.35 65.8% 33%
20260814 $11.95 $3.99 69.6% 43%
20260813 $12.90 $4.89 73.5% 54%
20260812 $11.32 $4.33 68.0% 39%
20260811 $12.18 $5.17 69.7% 44%
20260810 $12.43 $3.40 70.6% 46%
20260807 — — 69.2% 42%
20260806 $13.70 $5.72 77.0% 64%
20260805 $13.82 $6.12 75.5% 60%
20260804 $13.25 $6.57 73.6% 55%
20260803 $12.75 $4.33 71.9% 50%
20260731 $11.62 $4.79 73.0% 53%
20260730 $12.32 $5.56 73.9% 56%
20260729 $11.55 $6.40 72.4% 51%
20260728 $12.65 $6.42 74.7% 58%
20260727 $12.85 $4.40 71.5% 49%
20260724 $9.38 $4.54 63.9% 27%

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.