ALGM · Expected Move
Allegro MicroSystems, Inc. Common Stock
The expected move for ALGM 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).
ALGM 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 ALGM Expected Move
30-Day Straddle
$5.62
7-Day Straddle
$5.62
30-Day ATM IV
78.8%
IV Rank
36%
Implied one-standard-deviation move through the next 30 days. Compare to ALGM'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.
ALGM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.62 | $5.62 | 78.8% | 36% |
| 20261021 | $6.45 | $6.45 | 80.8% | 40% |
| 20261020 | $6.38 | $6.38 | 77.4% | 34% |
| 20261019 | $5.92 | $5.92 | 75.5% | 31% |
| 20261016 | $6.15 | $1.00 | 76.3% | 32% |
| 20261015 | $5.95 | $1.43 | 73.7% | 28% |
| 20261014 | $6.03 | $1.58 | 73.6% | 28% |
| 20261013 | $6.15 | $1.98 | 71.6% | 24% |
| 20261012 | $6.53 | $2.25 | 71.9% | 25% |
| 20261009 | $6.85 | $2.22 | 70.0% | 22% |
| 20261008 | $7.35 | $2.90 | 70.2% | 22% |
| 20261007 | $7.40 | $2.95 | 70.6% | 23% |
| 20261006 | $7.75 | $3.25 | 68.5% | 19% |
| 20261005 | $7.95 | $3.47 | 70.2% | 22% |
| 20261002 | $3.73 | $3.73 | 69.0% | 20% |
| 20261001 | $3.72 | $3.72 | 69.0% | 20% |
| 20260930 | $4.05 | $4.05 | 69.1% | 20% |
| 20260929 | $4.17 | $4.17 | 67.5% | 18% |
| 20260928 | $4.30 | $4.30 | 69.4% | 21% |
| 20260925 | $4.42 | $4.42 | 65.9% | 15% |
| 20260924 | $4.22 | $4.22 | 64.6% | 13% |
| 20260923 | $4.38 | $4.38 | 64.8% | 13% |
| 20260922 | $4.38 | $4.38 | 63.5% | 11% |
| 20260921 | $4.60 | $4.60 | 64.0% | 12% |
| 20260918 | $4.47 | $1.07 | 56.9% | 0% |
| 20260917 | $4.30 | $1.23 | 57.9% | 1% |
| 20260916 | $4.53 | $1.43 | 59.8% | 4% |
| 20260915 | $4.93 | $1.75 | 62.9% | 9% |
| 20260914 | $5.28 | $2.27 | 62.1% | 8% |
| 20260911 | $5.42 | $2.52 | 58.6% | 2% |
| 20260910 | $5.47 | $2.60 | 62.1% | 8% |
| 20260909 | $5.75 | $3.08 | 62.7% | 9% |
| 20260908 | $6.00 | $3.38 | 62.8% | 9% |
| 20260904 | $6.10 | $3.48 | 59.7% | 4% |
| 20260903 | $5.97 | $3.25 | 60.1% | 5% |
| 20260902 | $3.60 | $3.60 | 60.8% | 6% |
| 20260901 | $3.90 | $3.90 | 63.5% | 10% |
| 20260831 | $3.45 | $3.45 | 57.4% | 0% |
| 20260828 | $3.95 | $3.95 | 60.1% | 0% |
| 20260827 | $4.55 | $4.55 | 62.9% | 3% |
| 20260826 | $4.55 | $4.55 | 61.7% | 1% |
| 20260825 | $4.45 | $4.45 | 61.2% | 0% |
| 20260824 | $4.70 | $4.70 | 62.9% | 3% |
| 20260821 | $5.28 | $1.97 | 63.7% | 4% |
| 20260820 | $5.53 | $1.75 | 65.4% | 7% |
| 20260819 | $5.80 | $1.97 | 64.3% | 5% |
| 20260818 | $6.30 | $2.17 | 67.8% | 12% |
| 20260817 | $6.35 | $2.77 | 61.4% | 0% |
| 20260814 | $7.50 | $3.10 | 66.9% | 6% |
| 20260813 | $7.40 | $3.47 | 66.2% | 4% |
| 20260812 | $7.85 | $3.20 | 72.4% | 16% |
| 20260811 | $7.65 | $3.80 | 70.2% | 13% |
| 20260810 | $8.50 | $4.42 | 75.8% | 24% |
| 20260807 | — | — | 77.8% | 27% |
| 20260806 | $9.50 | $5.95 | 82.8% | 37% |
| 20260805 | $5.97 | $5.97 | 81.6% | 35% |
| 20260804 | $6.42 | $6.42 | 86.0% | 43% |
| 20260803 | $6.50 | $6.50 | 88.2% | 47% |
| 20260731 | $7.30 | $7.30 | 88.4% | 49% |
| 20260730 | $7.12 | $7.12 | 88.3% | 49% |
More on ALGM
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.