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
$14.50
7-Day Straddle
$14.50
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
20260828 $14.50 $14.50 0.6% 52%
20260827 $14.60 $14.60 0.6% 46%
20260826 $15.65 $15.65 0.8% 90%
20260825 $16.15 $16.15 0.5% 30%
20260824 $17.00 $17.00 0.6% 52%
20260821 $17.40 $4.50 0.5% 21%
20260820 $17.45 $4.78 0.5% 33%
20260819 $17.70 $5.85 0.6% 59%
20260818 $17.90 $6.38 0.6% 59%
20260817 $17.60 $7.00 0.5% 19%
20260814 $18.40 $8.25 0.6% 45%
20260813 $19.75 $10.65 0.6% 42%
20260812 $20.00 $11.60 0.5% 21%
20260811 $20.60 $11.30 0.6% 42%
20260810 $20.85 $12.10 0.5% 20%
20260806 $23.50 $14.60 0.5% 31%
20260805 $14.80 $14.80 0.6% 55%
20260804 $15.30 $15.30 0.7% 88%
20260803 $15.25 $15.25 0.8% 100%
20260731 $15.20 $15.20 0.6% 51%
20260730 $19.60 $19.60 0.6% 54%
20260729 $21.15 $21.15 0.6% 47%
20260728 $20.30 $20.30 0.5% 21%
20260727 $20.80 $20.80 0.7% 79%
20260724 $20.90 $20.90 0.5% 20%
20260723 $20.55 $20.55 0.6% 61%
20260722 $21.15 $21.15 0.6% 57%
20260721 $21.65 $21.65 0.6% 51%
20260720 $22.75 $22.75 0.6% 64%
20260716 $21.75 $6.75 0.5% 37%
20260715 $21.30 $6.15 0.4% 7%
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%