AJG · Expected Move
Arthur J. Gallagher & Co.
The expected move for AJG 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).
AJG 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 AJG Expected Move
30-Day Straddle
$21.65
7-Day Straddle
$7.20
30-Day ATM IV
35.5%
IV Rank
76%
Implied one-standard-deviation move through the next 30 days. Compare to AJG'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.
AJG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261013 | $21.65 | $7.20 | 35.5% | 76% |
| 20261012 | $21.70 | $8.05 | 34.8% | 69% |
| 20261009 | $22.05 | $8.38 | 34.4% | 65% |
| 20261008 | $23.10 | $9.62 | 34.9% | 70% |
| 20261007 | $21.80 | $9.50 | 34.2% | 63% |
| 20261006 | $22.75 | $9.70 | 35.0% | 72% |
| 20261005 | $22.40 | $10.80 | 34.3% | 64% |
| 20261002 | $11.65 | $11.65 | 33.9% | 60% |
| 20261001 | $12.30 | $12.30 | 34.6% | 67% |
| 20260930 | $12.65 | $12.65 | 34.8% | 69% |
| 20260929 | $13.35 | $13.35 | 35.2% | 74% |
| 20260928 | $13.95 | $13.95 | 34.9% | 70% |
| 20260925 | $13.95 | $13.95 | 33.0% | 50% |
| 20260924 | $14.65 | $14.65 | 33.4% | 54% |
| 20260923 | $15.15 | $15.15 | 33.7% | 57% |
| 20260922 | $15.50 | $15.50 | 33.6% | 57% |
| 20260921 | $15.80 | $15.80 | 32.5% | 45% |
| 20260918 | $16.30 | $2.08 | 30.8% | 27% |
| 20260917 | $17.10 | $4.32 | 31.3% | 31% |
| 20260916 | $18.45 | $6.15 | 32.3% | 43% |
| 20260915 | $18.35 | $6.47 | 31.7% | 36% |
| 20260914 | $19.65 | $8.12 | 32.0% | 39% |
| 20260911 | $18.10 | $8.45 | 30.6% | 24% |
| 20260910 | $19.25 | $9.35 | 30.9% | 27% |
| 20260909 | $20.60 | $10.72 | 32.2% | 41% |
| 20260908 | $20.25 | $11.15 | 31.3% | 24% |
| 20260904 | $20.80 | $11.45 | 28.9% | 4% |
| 20260903 | $22.15 | $13.10 | 29.7% | 11% |
| 20260902 | $13.45 | $13.45 | 29.4% | 8% |
| 20260901 | $13.35 | $13.35 | 29.4% | 9% |
| 20260831 | $13.80 | $13.80 | 29.2% | 7% |
| 20260828 | $14.50 | $14.50 | 28.4% | 0% |
| 20260827 | $14.60 | $14.60 | 29.0% | 0% |
| 20260826 | $15.65 | $15.65 | 29.1% | 0% |
| 20260825 | $16.15 | $16.15 | 29.4% | 3% |
| 20260824 | $17.00 | $17.00 | 29.9% | 7% |
| 20260821 | $17.40 | $4.50 | 29.1% | 0% |
| 20260820 | $17.45 | $4.78 | 30.0% | 4% |
| 20260819 | $17.70 | $5.85 | 29.9% | 3% |
| 20260818 | $17.90 | $6.38 | 30.7% | 10% |
| 20260817 | $17.60 | $7.00 | 29.8% | 3% |
| 20260814 | $18.40 | $8.25 | 29.5% | 0% |
| 20260813 | $19.75 | $10.65 | 30.4% | 8% |
| 20260812 | $20.00 | $11.60 | 30.2% | 6% |
| 20260811 | $20.60 | $11.30 | 30.8% | 11% |
| 20260810 | $20.85 | $12.10 | 32.1% | 23% |
| 20260807 | — | — | 32.3% | 24% |
| 20260806 | $23.50 | $14.60 | 34.8% | 46% |
| 20260805 | $14.80 | $14.80 | 34.8% | 47% |
| 20260804 | $15.30 | $15.30 | 35.2% | 50% |
| 20260803 | $15.25 | $15.25 | 33.6% | 36% |
| 20260731 | $15.20 | $15.20 | 32.1% | 22% |
| 20260730 | $19.60 | $19.60 | 36.1% | 58% |
| 20260729 | $21.15 | $21.15 | 37.7% | 72% |
| 20260728 | $20.30 | $20.30 | 36.1% | 58% |
| 20260727 | $20.80 | $20.80 | 37.6% | 72% |
| 20260724 | $20.90 | $20.90 | 37.6% | 71% |
| 20260723 | $20.55 | $20.55 | 37.1% | 67% |
| 20260722 | $21.15 | $21.15 | 37.7% | 72% |
| 20260721 | $21.65 | $21.65 | 37.4% | 70% |
More on AJG
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.