AGNC · Expected Move
AGNC Investment Corp. Common Stock
The expected move for AGNC 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).
AGNC straddle price & implied vol
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current AGNC Expected Move
30-Day Straddle
$0.64
7-Day Straddle
$0.34
Avg IV
61.9%
IV Rank
36%
Implied one-standard-deviation move through the next 30 days. Compare to AGNC'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.
AGNC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260929 | $0.64 | $0.34 | 61.9% | 36% |
| 20260928 | $0.65 | $0.30 | 57.1% | 32% |
| 20260925 | $0.53 | $0.27 | 43.8% | 19% |
| 20260924 | $0.58 | $0.35 | 54.0% | 29% |
| 20260923 | $0.54 | $0.35 | 47.5% | 23% |
| 20260922 | $0.52 | $0.32 | 49.7% | 25% |
| 20260921 | $0.53 | $0.20 | 50.7% | 26% |
| 20260918 | $0.52 | $0.21 | 66.2% | 41% |
| 20260917 | $0.51 | $0.26 | 65.5% | 40% |
| 20260916 | $0.52 | $0.34 | 26.3% | 2% |
| 20260915 | $0.54 | $0.30 | 59.4% | 34% |
| 20260914 | $0.54 | $0.26 | 68.9% | 43% |
| 20260911 | $0.51 | $0.28 | 48.7% | 24% |
| 20260910 | $0.55 | $0.39 | 43.9% | 19% |
| 20260909 | $0.49 | $0.28 | 47.6% | 23% |
| 20260908 | $0.45 | $0.35 | 49.1% | 24% |
| 20260904 | $0.51 | $0.29 | 62.5% | 37% |
| 20260903 | $0.49 | $0.28 | 44.7% | 20% |
| 20260902 | $0.54 | $0.29 | 47.3% | 22% |
| 20260901 | $0.55 | $0.28 | 41.5% | 17% |
| 20260831 | $0.52 | $0.31 | 46.3% | 21% |
| 20260828 | $0.45 | $0.24 | 63.9% | 38% |
| 20260827 | $0.47 | $0.24 | 43.7% | 19% |
| 20260826 | $0.49 | $0.35 | 49.4% | 24% |
| 20260825 | $0.51 | $0.30 | 56.9% | 32% |
| 20260824 | $0.54 | $0.17 | 42.8% | 18% |
| 20260821 | $0.46 | $0.21 | 67.2% | 42% |
| 20260820 | $0.47 | $0.24 | 60.7% | 35% |
| 20260819 | $0.49 | $0.28 | 57.9% | 33% |
| 20260818 | $0.51 | $0.27 | 57.9% | 33% |
| 20260817 | $0.51 | $0.20 | 51.4% | 26% |
| 20260814 | $0.45 | $0.20 | 54.7% | 30% |
| 20260813 | $0.51 | $0.24 | 38.8% | 14% |
| 20260812 | $0.44 | $0.26 | 47.7% | 23% |
| 20260811 | $0.57 | $0.29 | 44.4% | 20% |
| 20260810 | $0.45 | $0.24 | 30.2% | 6% |
| 20260806 | $0.49 | $0.30 | 51.2% | 26% |
| 20260805 | $0.61 | $0.28 | 54.3% | 29% |
| 20260804 | $0.59 | $0.38 | 50.7% | 26% |
| 20260803 | $0.60 | $0.26 | 66.0% | 40% |
| 20260731 | $0.54 | $0.28 | 77.4% | 51% |
| 20260730 | $0.54 | $0.29 | 54.9% | 30% |
| 20260729 | $0.61 | $0.32 | 93.1% | 66% |
| 20260728 | $0.50 | $0.35 | 80.4% | 54% |
| 20260727 | $0.53 | $0.27 | 86.0% | 59% |
| 20260724 | $0.51 | $0.33 | 72.3% | 46% |
| 20260723 | $0.51 | $0.32 | 88.5% | 62% |
| 20260722 | $0.51 | $0.35 | 71.8% | 46% |
| 20260721 | $0.57 | $0.45 | 74.0% | 48% |
| 20260720 | $0.58 | $0.30 | 76.5% | 50% |
| 20260716 | $0.56 | $0.30 | 68.8% | 43% |
| 20260715 | $0.58 | $0.39 | 76.0% | 50% |
| 20260714 | $0.62 | $0.41 | 66.9% | 41% |
| 20260713 | $0.62 | $0.18 | 78.8% | 53% |
| 20260710 | $0.64 | $0.26 | 63.4% | 38% |
| 20260709 | $0.55 | $0.29 | 87.3% | 61% |
| 20260708 | $0.56 | $0.28 | 87.6% | 61% |
| 20260707 | $0.58 | $0.32 | 69.8% | 41% |
| 20260706 | $0.61 | $0.27 | 50.9% | 24% |
More on AGNC
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.