ALDX · Expected Move
Aldeyra Therapeutics, Inc.
The expected move for ALDX 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).
ALDX 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 ALDX Expected Move
30-Day Straddle
$10.90
7-Day Straddle
$2.77
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to ALDX'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.
ALDX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261020 | $10.90 | $2.77 | — | — |
| 20261019 | $7.65 | $0.72 | 182.3% | 15% |
| 20261016 | $2.17 | $7.78 | 728.2% | 100% |
| 20261015 | $0.80 | $1.12 | — | — |
| 20261014 | $0.30 | $2.95 | — | — |
| 20261013 | $10.60 | $3.80 | 173.1% | 28% |
| 20261012 | $2.65 | $0.12 | — | — |
| 20261009 | $0.53 | $0.47 | — | — |
| 20261008 | $3.00 | $0.17 | 294.2% | 67% |
| 20261007 | $7.60 | $0.12 | 388.7% | 98% |
| 20261006 | $0.57 | $0.15 | 147.9% | 20% |
| 20261005 | $0.88 | $0.15 | 354.4% | 86% |
| 20261002 | $1.00 | $0.17 | 250.2% | 53% |
| 20261001 | $0.43 | $0.33 | 155.0% | 22% |
| 20260930 | $0.40 | $0.55 | 149.9% | 21% |
| 20260929 | $0.50 | $0.22 | 163.4% | 25% |
| 20260928 | $0.40 | $0.25 | 155.3% | 22% |
| 20260925 | $0.45 | $0.28 | 171.5% | 28% |
| 20260924 | $0.97 | $0.55 | 231.4% | 47% |
| 20260923 | $1.05 | $0.65 | 86.2% | 0% |
| 20260922 | $1.00 | $1.00 | 218.8% | 41% |
| 20260921 | $0.70 | $0.50 | 180.2% | 28% |
| 20260918 | $0.50 | $0.52 | 163.2% | 23% |
| 20260917 | $2.90 | $0.72 | 275.9% | 60% |
| 20260916 | $0.55 | $0.33 | 148.2% | 18% |
| 20260915 | $2.75 | $0.48 | 185.5% | 30% |
| 20260914 | $0.25 | $0.12 | 240.8% | 48% |
| 20260911 | $0.48 | $0.20 | 200.3% | 35% |
| 20260910 | $2.70 | $0.20 | 181.9% | 29% |
| 20260909 | $2.88 | $0.25 | 236.4% | 47% |
| 20260908 | $0.78 | $0.20 | 259.7% | 55% |
| 20260904 | $0.60 | $0.90 | 223.9% | 43% |
| 20260903 | $0.55 | $0.45 | 176.3% | 27% |
| 20260902 | $2.85 | $0.47 | 154.0% | 20% |
| 20260901 | $0.45 | $0.20 | 179.0% | 28% |
| 20260831 | $1.27 | $0.23 | 343.9% | 83% |
| 20260828 | $7.83 | $1.75 | 242.4% | 49% |
| 20260827 | $1.50 | $0.42 | 193.7% | 33% |
| 20260826 | $1.40 | $8.38 | 216.0% | 40% |
| 20260825 | $1.62 | $0.82 | 94.5% | 0% |
| 20260824 | $0.70 | $0.12 | 205.5% | 36% |
| 20260821 | $0.57 | $0.20 | 194.6% | 32% |
| 20260820 | $0.75 | $0.23 | 209.8% | 37% |
| 20260819 | $0.60 | $0.62 | 184.1% | 28% |
| 20260818 | $0.65 | $0.45 | 274.0% | 59% |
| 20260817 | $3.08 | $0.15 | 143.6% | 15% |
| 20260814 | $1.40 | $0.20 | 295.9% | 66% |
| 20260813 | $0.60 | $0.38 | 263.0% | 55% |
| 20260812 | $2.75 | $0.42 | 208.1% | 36% |
| 20260811 | $1.02 | $0.23 | 264.0% | 55% |
| 20260810 | $0.98 | $0.28 | 203.4% | 35% |
| 20260806 | $5.00 | $5.00 | 213.6% | 38% |
| 20260805 | $1.15 | $7.62 | 210.9% | 37% |
| 20260804 | $4.00 | $3.38 | 183.8% | 28% |
| 20260803 | $1.45 | $0.22 | 396.3% | 81% |
| 20260731 | $7.97 | $7.62 | 227.4% | 35% |
| 20260730 | $4.75 | $0.65 | — | — |
| 20260729 | $2.10 | $0.62 | — | — |
| 20260728 | $15.00 | $7.88 | 194.6% | 26% |
| 20260727 | $2.75 | $7.62 | — | — |
More on ALDX
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.