ALRM · Expected Move
Alarm.com Holdings, Inc.
The expected move for ALRM 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).
ALRM 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 ALRM Expected Move
30-Day Straddle
$5.65
7-Day Straddle
$5.65
30-Day ATM IV
40.6%
IV Rank
58%
Implied one-standard-deviation move through the next 30 days. Compare to ALRM'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.
ALRM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261104 | $5.65 | $5.65 | 40.6% | 58% |
| 20261103 | $5.35 | $5.35 | 39.3% | 52% |
| 20261102 | $6.35 | $6.35 | 42.5% | 66% |
| 20261030 | $5.62 | $5.62 | 42.2% | 65% |
| 20261029 | $5.30 | $5.30 | 37.7% | 45% |
| 20261028 | $4.78 | $4.78 | 35.5% | 36% |
| 20261027 | $5.15 | $5.15 | 37.2% | 43% |
| 20261026 | $5.38 | $5.38 | 38.5% | 49% |
| 20261023 | $4.97 | $4.97 | 35.8% | 37% |
| 20261022 | $4.92 | $4.92 | 34.8% | 33% |
| 20261021 | $5.35 | $5.35 | 38.8% | 50% |
| 20261020 | $5.03 | $5.03 | 36.3% | 39% |
| 20261019 | $4.43 | $4.43 | 32.7% | 23% |
| 20261016 | $5.45 | $2.35 | 38.5% | 49% |
| 20261015 | $5.35 | $1.02 | 37.1% | 43% |
| 20261014 | $4.97 | $2.73 | 33.8% | 28% |
| 20261013 | $5.22 | $2.52 | 34.4% | 31% |
| 20261012 | $5.60 | $3.60 | 37.4% | 44% |
| 20261009 | $5.75 | $2.98 | 37.1% | 43% |
| 20261008 | $5.78 | $2.42 | 37.4% | 44% |
| 20261007 | $5.67 | $3.28 | 38.4% | 46% |
| 20261006 | $5.67 | $2.60 | 36.7% | 39% |
| 20261005 | $6.05 | $2.48 | 36.0% | 36% |
| 20261002 | $3.05 | $3.05 | 37.2% | 41% |
| 20261001 | $2.58 | $2.58 | 34.8% | 31% |
| 20260930 | $3.10 | $3.10 | 36.7% | 39% |
| 20260929 | $2.85 | $2.85 | 33.9% | 27% |
| 20260928 | $3.58 | $3.58 | 34.5% | 30% |
| 20260925 | $3.27 | $3.27 | 33.1% | 24% |
| 20260924 | $4.33 | $4.33 | 37.2% | 41% |
| 20260923 | $3.62 | $3.62 | 35.2% | 33% |
| 20260922 | $4.03 | $4.03 | 36.1% | 36% |
| 20260921 | $3.92 | $3.92 | 33.7% | 27% |
| 20260918 | $3.67 | $2.70 | 33.0% | 24% |
| 20260917 | $3.55 | $2.45 | 32.6% | 22% |
| 20260916 | $3.50 | $2.73 | 27.4% | 0% |
| 20260915 | $3.85 | $2.75 | 29.7% | 6% |
| 20260914 | $4.15 | $3.23 | 30.9% | 11% |
| 20260911 | $4.75 | $2.65 | 33.5% | 23% |
| 20260910 | $4.55 | $3.95 | 32.8% | 20% |
| 20260909 | $4.38 | $2.52 | 31.8% | 15% |
| 20260908 | $4.90 | $2.70 | 30.8% | 11% |
| 20260904 | $4.85 | $3.15 | 30.6% | 10% |
| 20260903 | $4.78 | $2.62 | 30.7% | 10% |
| 20260902 | $3.15 | $3.15 | 29.4% | 5% |
| 20260901 | $3.42 | $3.42 | 29.9% | 7% |
| 20260831 | $3.12 | $3.12 | 29.4% | 4% |
| 20260828 | $3.65 | $3.65 | 30.0% | 7% |
| 20260827 | $3.50 | $3.50 | 30.3% | 8% |
| 20260826 | $3.17 | $3.17 | 28.7% | 1% |
| 20260825 | $4.25 | $4.25 | 33.1% | 21% |
| 20260824 | $3.90 | $3.90 | 31.7% | 14% |
| 20260821 | $3.70 | $1.35 | 29.4% | 4% |
| 20260820 | $4.62 | $1.15 | 34.7% | 28% |
| 20260819 | $4.12 | $2.42 | 31.1% | 12% |
| 20260818 | $3.92 | $2.75 | 28.9% | 2% |
| 20260817 | $3.67 | $2.80 | 28.4% | 0% |
| 20260814 | $4.45 | $3.10 | 29.3% | 0% |
| 20260813 | $4.72 | $2.58 | 32.4% | 8% |
| 20260812 | $4.65 | $3.10 | 32.9% | 10% |
More on ALRM
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.