ALNY · Expected Move
Alnylam Pharmaceuticals, Inc.
The expected move for ALNY 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).
ALNY 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 ALNY Expected Move
30-Day Straddle
$33.35
7-Day Straddle
$4.03
30-Day ATM IV
58.2%
IV Rank
95%
Implied one-standard-deviation move through the next 30 days. Compare to ALNY'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.
ALNY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $33.35 | $4.03 | 58.2% | 95% |
| 20261015 | $34.15 | $8.20 | 58.0% | 94% |
| 20261014 | $33.45 | $8.05 | 58.3% | 96% |
| 20261013 | $33.35 | $8.93 | 57.0% | 90% |
| 20261012 | $33.80 | $9.48 | 56.2% | 86% |
| 20261009 | $35.45 | $11.48 | 55.5% | 82% |
| 20261008 | $34.15 | $12.12 | 54.3% | 77% |
| 20261007 | $33.70 | $13.40 | 52.9% | 70% |
| 20261006 | $33.85 | $13.70 | 52.8% | 70% |
| 20261005 | $33.25 | $14.80 | 52.9% | 70% |
| 20261002 | $14.35 | $14.35 | 50.4% | 58% |
| 20261001 | $16.90 | $16.90 | 49.9% | 57% |
| 20260930 | $19.35 | $19.35 | 50.3% | 58% |
| 20260929 | $19.45 | $19.45 | 47.6% | 46% |
| 20260928 | $21.75 | $21.75 | 47.9% | 47% |
| 20260925 | $22.00 | $22.00 | 46.3% | 40% |
| 20260924 | $22.10 | $22.10 | 47.4% | 45% |
| 20260923 | $22.10 | $22.10 | 46.3% | 40% |
| 20260922 | $23.15 | $23.15 | 46.1% | 39% |
| 20260921 | $23.45 | $23.45 | 46.1% | 39% |
| 20260918 | $22.85 | $3.60 | 43.3% | 26% |
| 20260917 | $24.20 | $6.20 | 43.5% | 27% |
| 20260916 | $25.55 | $8.20 | 46.6% | 43% |
| 20260915 | $25.30 | $9.70 | 45.5% | 39% |
| 20260914 | $26.25 | $10.15 | 44.7% | 36% |
| 20260911 | $27.50 | $11.60 | 44.5% | 35% |
| 20260910 | $27.70 | $13.40 | 44.1% | 33% |
| 20260909 | $29.75 | $15.20 | 45.3% | 38% |
| 20260908 | $31.70 | $16.35 | 47.6% | 49% |
| 20260904 | $33.35 | $19.20 | 45.4% | 39% |
| 20260903 | $32.50 | $18.20 | 43.6% | 31% |
| 20260902 | $19.75 | $19.75 | 44.4% | 34% |
| 20260901 | $18.50 | $18.50 | 40.9% | 19% |
| 20260831 | $18.65 | $18.65 | 44.3% | 34% |
| 20260828 | $20.50 | $20.50 | 44.6% | 35% |
| 20260827 | $24.00 | $24.00 | 50.5% | 61% |
| 20260826 | $22.70 | $22.70 | 47.1% | 47% |
| 20260825 | $20.90 | $20.90 | 42.8% | 27% |
| 20260824 | $21.70 | $21.70 | 44.3% | 34% |
| 20260821 | $21.95 | $4.50 | 41.9% | 23% |
| 20260820 | $24.20 | $5.42 | 46.8% | 45% |
| 20260819 | $25.40 | $7.55 | 44.9% | 37% |
| 20260818 | $21.70 | $7.47 | 40.7% | 18% |
| 20260817 | $22.25 | $9.18 | 40.9% | 19% |
| 20260814 | $22.00 | $8.43 | 38.4% | 8% |
| 20260813 | $22.70 | $11.30 | 39.4% | 12% |
| 20260812 | $22.80 | $12.03 | 39.8% | 14% |
| 20260811 | $23.80 | $12.10 | 41.6% | 22% |
| 20260810 | $25.70 | $14.65 | 44.9% | 36% |
| 20260807 | — | — | 43.9% | 32% |
| 20260806 | $27.85 | $16.50 | 43.0% | 28% |
| 20260805 | $16.90 | $16.90 | 43.7% | 31% |
| 20260804 | $18.75 | $18.75 | 47.4% | 48% |
| 20260803 | $18.25 | $18.25 | 46.9% | 45% |
| 20260731 | $20.20 | $20.20 | 50.4% | 61% |
| 20260730 | $23.90 | $23.90 | 57.3% | 92% |
| 20260729 | $33.30 | $33.30 | 56.1% | 87% |
| 20260728 | $34.00 | $34.00 | 56.2% | 87% |
| 20260727 | $35.30 | $35.30 | 59.2% | 100% |
| 20260724 | $33.95 | $33.95 | 56.2% | 89% |
More on ALNY
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.