AJG (Arthur J. Gallagher & Co.)

Expected Move & Straddle Price History

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).

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.

Current AJG Expected Move
30-Day Straddle
$22.45
7-Day Straddle
$6.97
Avg IV
0.6%
IV Rank
52%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260714 $22.45 $6.97 0.6% 52%
20260713 $22.45 $7.65 0.4% 2%
20260710 $22.25 $7.70 0.5% 21%
20260709 $23.30 $9.90 0.5% 22%
20260708 $23.95 $10.50 0.5% 34%
20260707 $23.25 $10.28 0.5% 34%
20260706 $23.20 $10.50 0.5% 26%
20260702 $11.55 $11.55 0.6% 47%
20260701 $12.25 $12.25 0.7% 82%
20260630 $11.00 $11.00 0.7% 90%
20260629 $11.30 $11.30 0.7% 87%
20260626 $12.35 $12.35 0.7% 69%
20260625 $12.10 $12.10 0.6% 67%
20260624 $13.00 $13.00 0.6% 63%
20260623 $13.60 $13.60 0.6% 60%
20260622 $13.75 $13.75 0.6% 58%
20260618 $15.10 $5.35 0.6% 48%
20260617 $15.35 $6.28 0.6% 48%
20260616 $16.50 $6.95 0.6% 44%
20260615 $17.05 $7.57 0.5% 38%
20260613 $17.20 $8.05 0.6% 49%
20260612 $17.40 $8.00 0.6% 41%
20260611 $17.40 $8.05 0.5% 35%
20260610 $18.50 $8.95 0.5% 37%
20260609 $18.55 $10.20 0.5% 37%
20260608 $19.40 $10.45 0.5% 32%
20260605 $20.75 $11.40 0.5% 31%
20260604 $19.85 $11.15 0.5% 28%
20260603 $19.65 $12.05 0.5% 36%
20260602 $12.75 $12.75 0.7% 70%
20260601 $13.30 $13.30 0.7% 71%
20260529 $13.30 $13.30 0.6% 50%
20260528 $13.75 $13.75 0.6% 48%
20260527 $14.30 $14.30 0.6% 45%
20260526 $14.95 $14.95 0.5% 40%
20260522 $15.35 $15.35 0.5% 22%
20260521 $15.30 $15.30 0.5% 26%
20260520 $15.15 $15.15 0.5% 28%
20260519 $16.10 $16.10 0.5% 30%
20260518 $16.50 $16.50 0.5% 23%
20260515 $16.75 $2.95 0.5% 23%
20260514 $16.50 $4.90 0.5% 22%
20260513 $16.50 $6.10 0.5% 21%
20260512 $17.65 $6.47 0.5% 22%
20260511 $18.00 $6.72 0.4% 18%
20260510 $18.40 $7.78 0.5% 24%
20260508 $18.40 $7.78 0.4% 17%
20260507 $18.85 $9.45 0.5% 20%
20260506 $19.20 $9.90 0.5% 21%
20260505 $19.00 $9.85 0.5% 19%
20260504 $18.75 $10.75 0.4% 17%
20260502 $10.75 $10.75 0.7% 65%
20260501 $10.75 $10.75 0.7% 79%
20260430 $14.00 $14.00 0.6% 47%
20260429 $16.55 $16.55 0.6% 60%
20260428 $15.85 $15.85 0.6% 44%
20260427 $17.20 $17.20 0.6% 59%
20260424 $17.50 $17.50 0.6% 50%
20260423 $17.45 $17.45 0.5% 32%
20260422 $17.50 $17.50 0.5% 26%