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 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 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
Date30D Straddle7D StraddleATM IVIV 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%

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.