ALL · Expected Move

The Allstate Corporation

The expected move for ALL 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).

ALL straddle price & implied vol

60 sessions

Bars: 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 ALL Expected Move
30-Day Straddle
$17.65
7-Day Straddle
$7.38
30-Day ATM IV
27.9%
IV Rank
58%
Implied one-standard-deviation move through the next 30 days. Compare to ALL'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.
ALL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261008 $17.65 $7.38 27.9% 58%
20261007 $18.35 $7.62 28.1% 59%
20261006 $18.50 $8.28 28.0% 59%
20261005 $19.30 $9.07 28.4% 63%
20261002 $9.90 $9.90 28.4% 63%
20261001 $10.00 $10.00 27.5% 53%
20260930 $9.85 $9.85 27.8% 57%
20260929 $10.97 $10.97 28.1% 60%
20260928 $10.70 $10.70 29.8% 78%
20260925 $11.95 $11.95 28.3% 62%
20260924 $12.40 $12.40 29.9% 79%
20260923 $12.70 $12.70 28.3% 63%
20260922 $12.30 $12.30 27.0% 49%
20260921 $12.85 $12.85 25.8% 39%
20260918 $13.15 $0.75 23.9% 21%
20260917 $14.00 $3.83 24.1% 22%
20260916 $15.10 $6.08 24.3% 25%
20260915 $14.20 $6.00 23.5% 19%
20260914 $15.75 $6.28 25.5% 40%
20260911 $15.45 $7.70 23.7% 23%
20260910 $17.95 $8.07 27.9% 63%
20260909 $16.40 $8.95 24.7% 32%
20260908 $16.95 $9.38 25.2% 37%
20260904 $16.65 $9.35 23.7% 23%
20260903 $17.30 $10.50 23.1% 18%
20260902 $9.20 $9.20 23.4% 20%
20260901 $10.95 $10.95 24.8% 34%
20260831 $10.75 $10.75 24.0% 26%
20260828 $11.65 $11.65 23.8% 24%
20260827 $12.00 $12.00 24.2% 28%
20260826 $12.60 $12.60 23.9% 25%
20260825 $12.65 $12.65 24.0% 26%
20260824 $12.65 $12.65 23.7% 23%
20260821 $13.75 $4.80 23.8% 24%
20260820 $13.85 $5.58 23.2% 19%
20260819 $14.10 $4.28 23.8% 24%
20260818 $14.15 $4.72 23.1% 18%
20260817 $14.10 $5.12 23.1% 18%
20260814 $14.70 $5.85 22.7% 13%
20260813 $15.70 $7.45 26.0% 45%
20260812 $16.20 $7.27 23.9% 25%
20260811 $16.65 $8.20 24.4% 30%
20260810 $18.40 $9.70 26.1% 46%
20260807 — — 24.7% 32%
20260806 $19.90 $12.85 27.5% 59%
20260805 $15.25 $15.25 29.7% 80%
20260804 $16.65 $16.65 31.3% 95%
20260803 $16.40 $16.40 30.8% 91%
20260731 $17.00 $17.00 30.5% 88%
20260730 $18.70 $18.70 31.8% 100%
20260729 $18.05 $18.05 30.3% 100%
20260728 $17.30 $17.30 30.0% 99%
20260727 $16.90 $16.90 29.9% 97%
20260724 $17.35 $17.35 30.1% 100%
20260723 $17.85 $17.85 30.0% 100%
20260722 $17.30 $17.30 29.7% 99%
20260721 $17.15 $17.15 29.1% 93%
20260720 $18.50 $18.50 29.7% 100%
20260716 $16.85 $3.95 27.9% 85%
20260715 $17.65 $4.45 29.1% 100%

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.