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
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 AGNC Expected Move
30-Day Straddle
$0.53
7-Day Straddle
$0.37
30-Day ATM IV
26.1%
IV Rank
41%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261113 | $0.53 | $0.37 | 26.1% | 41% |
| 20261112 | $0.58 | $0.35 | 30.1% | 59% |
| 20261111 | $0.55 | $0.29 | 27.8% | 49% |
| 20261110 | $0.52 | $0.42 | 27.8% | 49% |
| 20261109 | $0.60 | $0.17 | 26.5% | 43% |
| 20261106 | $0.63 | $0.34 | 27.9% | 49% |
| 20261105 | $0.59 | $0.35 | 28.9% | 54% |
| 20261104 | $0.57 | $0.32 | 26.9% | 44% |
| 20261103 | $0.55 | $0.34 | 27.1% | 46% |
| 20261102 | $0.61 | $0.31 | 39.0% | 100% |
| 20261030 | $0.46 | $0.27 | 25.5% | 44% |
| 20261029 | $0.49 | $0.28 | 28.8% | 62% |
| 20261028 | $0.53 | $0.36 | 24.4% | 38% |
| 20261027 | $0.58 | $0.37 | 25.8% | 46% |
| 20261026 | $0.63 | $0.36 | 27.6% | 56% |
| 20261023 | $0.58 | $0.38 | 28.7% | 62% |
| 20261022 | $0.59 | $0.37 | 28.0% | 58% |
| 20261021 | $0.65 | $0.43 | 28.6% | 61% |
| 20261020 | $0.60 | $0.46 | 28.3% | 59% |
| 20261019 | $0.61 | $0.32 | 29.9% | 45% |
| 20261016 | $0.64 | $0.44 | 31.6% | 51% |
| 20261015 | $0.62 | $0.34 | 30.4% | 47% |
| 20261014 | $0.60 | $0.41 | 31.0% | 49% |
| 20261013 | $0.63 | $0.44 | 31.1% | 49% |
| 20261012 | $0.62 | $0.30 | 30.7% | 48% |
| 20261009 | $0.62 | $0.32 | 30.8% | 48% |
| 20261008 | $0.66 | $0.38 | 30.3% | 47% |
| 20261007 | $0.67 | $0.34 | 33.8% | 59% |
| 20261006 | $0.66 | $0.37 | 31.6% | 51% |
| 20261005 | $0.64 | $0.31 | 31.2% | 50% |
| 20261002 | $0.68 | $0.32 | 31.8% | 52% |
| 20261001 | $0.65 | $0.33 | 31.5% | 51% |
| 20260930 | $0.67 | $0.34 | 31.0% | 27% |
| 20260929 | $0.64 | $0.34 | 28.2% | 22% |
| 20260928 | $0.65 | $0.30 | 26.2% | 18% |
| 20260925 | $0.53 | $0.27 | 25.3% | 16% |
| 20260924 | $0.58 | $0.35 | 24.8% | 15% |
| 20260923 | $0.54 | $0.35 | 24.9% | 15% |
| 20260922 | $0.52 | $0.32 | 21.4% | 9% |
| 20260921 | $0.53 | $0.20 | 22.5% | 11% |
| 20260918 | $0.52 | $0.21 | 22.0% | 10% |
| 20260917 | $0.51 | $0.26 | 22.3% | 10% |
| 20260916 | $0.52 | $0.34 | 22.0% | 10% |
| 20260915 | $0.54 | $0.30 | 23.2% | 12% |
| 20260914 | $0.54 | $0.26 | 22.3% | 10% |
| 20260911 | $0.51 | $0.28 | 21.5% | 9% |
| 20260910 | $0.55 | $0.39 | 22.9% | 12% |
| 20260909 | $0.49 | $0.28 | 19.9% | 6% |
| 20260908 | $0.45 | $0.35 | 20.7% | 7% |
| 20260904 | $0.51 | $0.29 | 20.1% | 6% |
| 20260903 | $0.49 | $0.28 | 18.7% | 3% |
| 20260902 | $0.54 | $0.29 | 20.9% | 8% |
| 20260901 | $0.55 | $0.28 | 21.1% | 8% |
| 20260831 | $0.52 | $0.31 | 19.8% | 5% |
| 20260828 | $0.45 | $0.24 | 17.9% | 2% |
| 20260827 | $0.47 | $0.24 | 19.3% | 4% |
| 20260826 | $0.49 | $0.35 | 17.2% | 0% |
| 20260825 | $0.51 | $0.30 | 19.2% | 4% |
| 20260824 | $0.54 | $0.17 | 20.2% | 6% |
| 20260821 | $0.46 | $0.21 | 18.7% | 3% |
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.