AGEN · Expected Move

Agenus Inc.

The expected move for AGEN 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).

AGEN 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 AGEN Expected Move
30-Day Straddle
$1.42
7-Day Straddle
$1.42
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to AGEN'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.
AGEN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $1.42 $1.42 — —
20261021 $1.42 $1.42 95.5% 28%
20261020 $1.25 $1.25 72.8% 0%
20261019 $1.60 $1.60 108.6% 36%
20261016 $1.48 $0.53 — —
20261015 $1.60 $0.47 91.8% 11%
20261014 $1.57 $0.70 102.5% 19%
20261013 $1.68 $0.60 93.8% 10%
20261012 $1.70 $0.90 91.6% 8%
20261009 $2.17 $0.83 101.7% 18%
20261008 $2.25 $1.05 108.0% 24%
20261007 $2.28 $0.93 100.5% 17%
20261006 $1.98 $1.45 99.6% 16%
20261005 $2.30 $1.00 93.0% 9%
20261002 $1.15 $1.15 91.5% 8%
20261001 $1.42 $1.42 100.4% 17%
20260930 $1.65 $1.65 96.5% 13%
20260929 $1.55 $1.55 97.6% 14%
20260928 $1.85 $1.85 108.4% 25%
20260925 $2.05 $2.05 122.5% 39%
20260924 $1.60 $1.60 91.0% 7%
20260923 $1.40 $1.40 96.2% 12%
20260922 $2.00 $2.00 102.4% 19%
20260921 $1.58 $1.58 108.3% 25%
20260918 $1.77 $0.38 99.3% 15%
20260917 $1.55 $0.57 91.8% 8%
20260916 $1.83 $1.00 110.9% 27%
20260915 $1.77 $0.53 107.5% 24%
20260914 $1.80 $1.00 108.2% 24%
20260911 $1.92 $0.98 112.1% 28%
20260910 $1.93 $1.08 110.5% 27%
20260909 $2.48 $0.75 122.0% 38%
20260908 $2.42 $1.25 124.0% 40%
20260904 $2.35 $1.05 101.2% 17%
20260903 $2.20 $1.12 96.5% 13%
20260902 $1.32 $1.32 99.1% 15%
20260901 $1.50 $1.50 109.3% 26%
20260831 $1.55 $1.55 108.7% 25%
20260828 $1.60 $1.60 113.8% 30%
20260827 $1.55 $1.55 107.9% 24%
20260826 $1.68 $1.68 102.6% 19%
20260825 $1.67 $1.67 103.1% 19%
20260824 $1.60 $1.60 103.1% 19%
20260821 $1.88 $0.20 112.0% 28%
20260820 $1.90 $0.53 110.3% 27%
20260819 $2.17 $0.68 116.9% 33%
20260818 $1.60 $0.88 90.8% 7%
20260817 $2.40 $0.78 128.2% 45%
20260814 $1.88 $0.82 101.3% 17%
20260813 $1.88 $0.93 108.3% 25%
20260812 $1.60 $1.00 93.4% 10%
20260811 $1.68 $1.02 97.6% 10%
20260810 $1.62 $0.95 92.6% 6%
20260807 — — 111.8% 20%
20260806 $3.00 $1.58 126.0% 30%
20260805 $1.60 $1.60 111.4% 20%
20260804 $1.50 $1.50 109.7% 19%
20260803 $1.77 $1.77 119.0% 25%
20260731 $1.90 $1.90 123.7% 29%
20260730 $2.10 $2.10 124.7% 29%

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.