ALGT · Expected Move
Allegiant Travel Company
The expected move for ALGT 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).
ALGT 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 ALGT Expected Move
30-Day Straddle
$11.10
7-Day Straddle
$2.55
30-Day ATM IV
65.9%
IV Rank
46%
Implied one-standard-deviation move through the next 30 days. Compare to ALGT'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.
ALGT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $11.10 | $2.55 | 65.9% | 46% |
| 20261015 | $11.40 | $2.42 | 64.8% | 42% |
| 20261014 | $11.40 | $3.03 | 66.3% | 48% |
| 20261013 | $12.55 | $4.10 | 66.0% | 47% |
| 20261012 | $12.75 | $3.35 | 65.8% | 46% |
| 20261009 | $13.00 | $4.72 | 61.9% | 31% |
| 20261008 | $13.60 | $5.25 | 63.9% | 39% |
| 20261007 | $13.40 | $5.78 | 62.9% | 35% |
| 20261006 | $14.00 | $6.35 | 62.2% | 32% |
| 20261005 | $13.70 | $6.10 | 63.8% | 38% |
| 20261002 | $7.33 | $7.33 | 62.0% | 31% |
| 20261001 | $7.07 | $7.07 | 61.9% | 31% |
| 20260930 | $7.65 | $7.65 | 62.6% | 34% |
| 20260929 | $8.20 | $8.20 | 62.4% | 33% |
| 20260928 | $8.50 | $8.50 | 63.2% | 36% |
| 20260925 | $8.65 | $8.65 | 59.8% | 23% |
| 20260924 | $8.97 | $8.97 | 60.7% | 26% |
| 20260923 | $8.95 | $8.95 | 58.8% | 19% |
| 20260922 | $9.50 | $9.50 | 57.7% | 15% |
| 20260921 | $8.95 | $8.95 | 55.2% | 5% |
| 20260918 | $9.40 | $1.73 | 54.3% | 2% |
| 20260917 | $9.70 | $2.55 | 55.3% | 6% |
| 20260916 | $9.50 | $3.20 | 53.8% | 0% |
| 20260915 | $10.40 | $4.40 | 56.4% | 6% |
| 20260914 | $10.70 | $4.30 | 56.6% | 7% |
| 20260911 | $10.85 | $5.15 | 55.6% | 3% |
| 20260910 | $11.30 | $5.30 | 58.9% | 16% |
| 20260909 | $11.20 | $5.43 | 57.1% | 9% |
| 20260908 | $11.55 | $6.28 | 59.3% | 17% |
| 20260904 | $11.85 | $6.77 | 54.9% | 0% |
| 20260903 | $11.70 | $6.75 | 55.9% | 0% |
| 20260902 | $6.88 | $6.88 | 58.0% | 3% |
| 20260901 | $7.65 | $7.65 | 58.3% | 5% |
| 20260831 | $7.35 | $7.35 | 57.3% | 0% |
| 20260828 | $8.47 | $8.47 | 57.2% | 0% |
| 20260827 | $9.35 | $9.35 | 59.2% | 7% |
| 20260826 | $9.90 | $9.90 | 57.8% | 1% |
| 20260825 | $9.75 | $9.75 | 57.6% | 0% |
| 20260824 | $10.00 | $10.00 | 58.5% | 4% |
| 20260821 | $10.65 | $2.27 | 57.8% | 0% |
| 20260820 | $10.45 | $3.23 | 60.4% | 0% |
| 20260819 | $10.75 | $3.95 | 62.0% | 7% |
| 20260818 | $12.70 | $5.32 | 63.9% | 16% |
| 20260817 | $12.65 | $5.68 | 63.6% | 15% |
| 20260814 | $13.00 | $4.83 | 61.0% | 2% |
| 20260813 | $13.05 | $6.45 | 60.7% | 0% |
| 20260812 | $13.45 | $6.00 | 62.2% | 5% |
| 20260811 | $13.95 | $6.78 | 61.9% | 3% |
| 20260810 | $15.30 | $9.15 | 66.4% | 27% |
| 20260807 | — | — | 63.3% | 10% |
| 20260806 | $18.15 | $11.80 | 64.4% | 16% |
| 20260805 | $11.65 | $11.65 | 64.9% | 19% |
| 20260804 | $15.65 | $15.65 | 78.8% | 94% |
| 20260803 | $14.85 | $14.85 | 74.6% | 72% |
| 20260731 | $15.30 | $15.30 | 75.4% | 76% |
| 20260730 | $15.25 | $15.25 | 74.8% | 72% |
| 20260729 | $15.65 | $15.65 | 77.5% | 87% |
| 20260728 | $15.60 | $15.60 | 73.6% | 66% |
| 20260727 | $16.05 | $16.05 | 75.8% | 78% |
| 20260724 | $16.75 | $16.75 | 76.5% | 81% |
More on ALGT
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.