ALSN (ALLISON TRANSMISSION HOLDINGS, INC.)
Expected Move & Straddle Price History
The expected move for ALSN 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).
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.
Current ALSN Expected Move
30-Day Straddle
$9.15
7-Day Straddle
$9.15
Avg IV
0.6%
IV Rank
38%
Implied one-standard-deviation move through the next 30 days. Compare to ALSN'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.
ALSN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260921 | $9.15 | $9.15 | 0.6% | 38% |
| 20260918 | $9.78 | $3.72 | 0.5% | 36% |
| 20260917 | $9.60 | $3.27 | 0.5% | 31% |
| 20260916 | $9.45 | $4.15 | 0.5% | 31% |
| 20260915 | $10.55 | $4.85 | 0.5% | 32% |
| 20260914 | $9.95 | $4.97 | 0.5% | 24% |
| 20260911 | $10.95 | $5.50 | 0.5% | 25% |
| 20260910 | $11.95 | $5.90 | 0.5% | 10% |
| 20260909 | $12.00 | $6.25 | 0.5% | 13% |
| 20260908 | $11.80 | $6.62 | 0.5% | 13% |
| 20260904 | $11.95 | $7.45 | 0.4% | 2% |
| 20260903 | $11.85 | $6.88 | 0.4% | 9% |
| 20260902 | $7.83 | $7.83 | 0.7% | 27% |
| 20260901 | $8.45 | $8.45 | 0.7% | 26% |
| 20260831 | $7.50 | $7.50 | 0.6% | 24% |
| 20260828 | $7.70 | $7.70 | 0.6% | 22% |
| 20260827 | $8.75 | $8.75 | 0.4% | 5% |
| 20260826 | $8.72 | $8.72 | 0.6% | 22% |
| 20260825 | $9.10 | $9.10 | 0.5% | 10% |
| 20260824 | $9.10 | $9.10 | 0.6% | 23% |
| 20260821 | $9.35 | $2.62 | 0.6% | 20% |
| 20260820 | $9.25 | $2.67 | 0.4% | 5% |
| 20260819 | $9.80 | $3.77 | 0.4% | 8% |
| 20260818 | $9.50 | $3.53 | 0.3% | 0% |
| 20260817 | $9.65 | $4.33 | 0.4% | 4% |
| 20260814 | $10.10 | $4.28 | 0.4% | 5% |
| 20260813 | $10.22 | $5.40 | 0.3% | 0% |
| 20260812 | $11.15 | $5.50 | 0.4% | 4% |
| 20260811 | $11.50 | $6.53 | 0.4% | 0% |
| 20260810 | $10.95 | $6.42 | 0.4% | 6% |
| 20260806 | $11.95 | $8.28 | 0.4% | 3% |
| 20260805 | $8.10 | $8.10 | 0.7% | 30% |
| 20260804 | $8.57 | $8.57 | 0.9% | 46% |
| 20260803 | $10.35 | $10.35 | 0.7% | 28% |
| 20260731 | $10.05 | $10.05 | 0.8% | 32% |
| 20260730 | $11.05 | $11.05 | 0.7% | 30% |
| 20260729 | $9.90 | $9.90 | 0.6% | 24% |
| 20260728 | $11.85 | $11.85 | 0.7% | 24% |
| 20260727 | $11.80 | $11.80 | 0.6% | 17% |
| 20260724 | $12.65 | $12.65 | 0.6% | 20% |
| 20260723 | $12.60 | $12.60 | 0.7% | 24% |
| 20260722 | $12.85 | $12.85 | 0.6% | 17% |
| 20260721 | $11.85 | $11.85 | 0.5% | 15% |
| 20260720 | $10.95 | $10.95 | 0.6% | 19% |
| 20260716 | $12.45 | $3.00 | 0.5% | 12% |
| 20260715 | $12.30 | $3.40 | 0.5% | 9% |
| 20260714 | $12.00 | $3.60 | 0.5% | 16% |
| 20260713 | $13.15 | $4.42 | 0.6% | 16% |
| 20260710 | $13.15 | $4.33 | 0.6% | 17% |
| 20260709 | $12.90 | $5.60 | 0.6% | 16% |
| 20260708 | $12.70 | $5.22 | 0.5% | 15% |
| 20260707 | $12.30 | $6.17 | 0.5% | 12% |
| 20260706 | $12.85 | $6.22 | 0.5% | 15% |
| 20260702 | $6.88 | $6.88 | 0.6% | 23% |
| 20260701 | $8.22 | $8.22 | 0.7% | 28% |
| 20260630 | $7.30 | $7.30 | 0.7% | 25% |
| 20260629 | $6.95 | $6.95 | 0.7% | 26% |
| 20260626 | $8.55 | $8.55 | 0.5% | 14% |
| 20260625 | $8.75 | $8.75 | 0.5% | 14% |