ALC · Expected Move
Alcon Inc. Ordinary Shares
The expected move for ALC 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).
ALC 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 ALC Expected Move
30-Day Straddle
$7.05
7-Day Straddle
$5.47
30-Day ATM IV
38.1%
IV Rank
86%
Implied one-standard-deviation move through the next 30 days. Compare to ALC'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.
ALC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $7.05 | $5.47 | 38.1% | 86% |
| 20261106 | $7.20 | $5.38 | 37.9% | 85% |
| 20261105 | $7.32 | $5.88 | 37.8% | 85% |
| 20261104 | $5.60 | $5.60 | 36.9% | 80% |
| 20261103 | $5.43 | $5.43 | 37.3% | 81% |
| 20261102 | $5.95 | $5.95 | 38.6% | 89% |
| 20261030 | $5.75 | $5.75 | 36.9% | 80% |
| 20261029 | $5.53 | $5.53 | 36.1% | 75% |
| 20261028 | $5.30 | $5.30 | 35.7% | 72% |
| 20261027 | $5.60 | $5.60 | 36.7% | 78% |
| 20261026 | $5.70 | $5.70 | 37.3% | 82% |
| 20261023 | $5.95 | $5.95 | 37.5% | 83% |
| 20261022 | $6.12 | $6.12 | 37.8% | 85% |
| 20261021 | $5.83 | $5.83 | 37.8% | 85% |
| 20261020 | $6.03 | $6.03 | 38.0% | 86% |
| 20261019 | $5.97 | $5.97 | 37.1% | 80% |
| 20261016 | $6.15 | $2.33 | 36.7% | 78% |
| 20261015 | $6.28 | $1.35 | 37.2% | 81% |
| 20261014 | $6.07 | $1.68 | 36.0% | 74% |
| 20261013 | $6.00 | $1.75 | 36.7% | 78% |
| 20261012 | $5.70 | $1.73 | 33.7% | 61% |
| 20261009 | $5.88 | $2.08 | 32.7% | 55% |
| 20261008 | $5.62 | $2.05 | 31.4% | 48% |
| 20261007 | $5.50 | $2.00 | 30.4% | 42% |
| 20261006 | $5.67 | $1.88 | 32.6% | 54% |
| 20261005 | $5.78 | $2.23 | 30.2% | 41% |
| 20261002 | $2.50 | $2.50 | 28.3% | 30% |
| 20261001 | $2.55 | $2.55 | 28.4% | 31% |
| 20260930 | $2.55 | $2.55 | 28.5% | 31% |
| 20260929 | $2.73 | $2.73 | 28.2% | 29% |
| 20260928 | $2.80 | $2.80 | 27.2% | 23% |
| 20260925 | $2.88 | $2.88 | 26.2% | 18% |
| 20260924 | $3.03 | $3.03 | 26.2% | 18% |
| 20260923 | $3.17 | $3.17 | 26.3% | 18% |
| 20260922 | $3.22 | $3.22 | 25.6% | 14% |
| 20260921 | $3.25 | $3.25 | 25.9% | 16% |
| 20260918 | $3.33 | $0.80 | 23.1% | 0% |
| 20260917 | $3.55 | $0.88 | 24.1% | 5% |
| 20260916 | $3.77 | $1.65 | 24.3% | 6% |
| 20260915 | $3.85 | $1.40 | 24.2% | 5% |
| 20260914 | $3.92 | $1.55 | 24.3% | 6% |
| 20260911 | $4.08 | $2.08 | 23.7% | 2% |
| 20260910 | $4.12 | $2.15 | 24.7% | 8% |
| 20260909 | $4.40 | $2.33 | 24.4% | 7% |
| 20260908 | $4.53 | $2.40 | 25.1% | 11% |
| 20260904 | $4.58 | $2.62 | 23.5% | 1% |
| 20260903 | $4.70 | $2.75 | 23.6% | 2% |
| 20260902 | $2.85 | $2.85 | 23.8% | 3% |
| 20260901 | $2.98 | $2.98 | 25.3% | 12% |
| 20260831 | $3.02 | $3.02 | 24.1% | 5% |
| 20260828 | $3.20 | $3.20 | 23.3% | 0% |
| 20260827 | $3.35 | $3.35 | 23.8% | 0% |
| 20260826 | $3.52 | $3.52 | 24.1% | 0% |
| 20260825 | $3.75 | $3.75 | 24.2% | 0% |
| 20260824 | $3.98 | $3.98 | 24.4% | 1% |
| 20260821 | $4.15 | $1.10 | 24.2% | 0% |
| 20260820 | $4.22 | $1.27 | 25.5% | 5% |
| 20260819 | $4.28 | $1.47 | 24.7% | 0% |
| 20260818 | $4.45 | $1.92 | 25.0% | 3% |
| 20260817 | $4.40 | $1.77 | 25.8% | 7% |
More on ALC
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.