ALSN · Expected Move
ALLISON TRANSMISSION HOLDINGS, INC.
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).
ALSN 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 ALSN Expected Move
30-Day Straddle
$11.55
7-Day Straddle
$6.90
30-Day ATM IV
37.3%
IV Rank
34%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261106 | $11.55 | $6.90 | 37.3% | 34% |
| 20261105 | $12.45 | $7.97 | 40.0% | 51% |
| 20261104 | $8.12 | $8.12 | 37.8% | 37% |
| 20261103 | $9.20 | $9.20 | 41.2% | 59% |
| 20261102 | $11.65 | $11.65 | 47.7% | 100% |
| 20261030 | $10.10 | $10.10 | 41.7% | 65% |
| 20261029 | $9.68 | $9.68 | 41.5% | 64% |
| 20261028 | $10.65 | $10.65 | 43.3% | 75% |
| 20261027 | $11.35 | $11.35 | 44.8% | 85% |
| 20261026 | $9.85 | $9.85 | 41.2% | 62% |
| 20261023 | $10.30 | $10.30 | 42.7% | 72% |
| 20261022 | $11.75 | $11.75 | 47.0% | 100% |
| 20261021 | $9.70 | $9.70 | 38.5% | 45% |
| 20261020 | $10.85 | $10.85 | 42.5% | 72% |
| 20261019 | $9.95 | $9.95 | 37.8% | 40% |
| 20261016 | $11.15 | $2.45 | 40.2% | 56% |
| 20261015 | $11.55 | $3.35 | 38.6% | 45% |
| 20261014 | $9.95 | $3.20 | 35.7% | 25% |
| 20261013 | $10.80 | $3.40 | 36.8% | 33% |
| 20261012 | $11.20 | $3.90 | 37.7% | 39% |
| 20261009 | $10.95 | $4.17 | 36.8% | 33% |
| 20261008 | $11.10 | $4.60 | 36.7% | 32% |
| 20261007 | $11.10 | $4.85 | 36.0% | 28% |
| 20261006 | $12.50 | $6.10 | 39.2% | 49% |
| 20261005 | $12.15 | $5.97 | 37.0% | 34% |
| 20261002 | $6.08 | $6.08 | 35.3% | 23% |
| 20261001 | $6.65 | $6.65 | 34.8% | 19% |
| 20260930 | $6.95 | $6.95 | 37.4% | 37% |
| 20260929 | $8.52 | $8.52 | 39.4% | 50% |
| 20260928 | $8.45 | $8.45 | 39.6% | 52% |
| 20260925 | $8.40 | $8.40 | 38.2% | 43% |
| 20260924 | $8.20 | $8.20 | 37.4% | 37% |
| 20260923 | $8.38 | $8.38 | 36.7% | 34% |
| 20260922 | $9.35 | $9.35 | 39.0% | 49% |
| 20260921 | $9.15 | $9.15 | 37.0% | 36% |
| 20260918 | $9.78 | $3.72 | 37.3% | 38% |
| 20260917 | $9.60 | $3.27 | 35.7% | 27% |
| 20260916 | $9.45 | $4.15 | 34.8% | 28% |
| 20260915 | $10.55 | $4.85 | 35.1% | 33% |
| 20260914 | $9.95 | $4.97 | 33.6% | 24% |
| 20260911 | $10.95 | $5.50 | 34.6% | 30% |
| 20260910 | $11.95 | $5.90 | 35.6% | 36% |
| 20260909 | $12.00 | $6.25 | 35.6% | 35% |
| 20260908 | $11.80 | $6.62 | 35.4% | 35% |
| 20260904 | $11.95 | $7.45 | 33.7% | 25% |
| 20260903 | $11.85 | $6.88 | 33.4% | 23% |
| 20260902 | $7.83 | $7.83 | 34.1% | 27% |
| 20260901 | $8.45 | $8.45 | 34.1% | 27% |
| 20260831 | $7.50 | $7.50 | 32.3% | 16% |
| 20260828 | $7.70 | $7.70 | 31.9% | 14% |
| 20260827 | $8.75 | $8.75 | 34.1% | 27% |
| 20260826 | $8.72 | $8.72 | 32.7% | 19% |
| 20260825 | $9.10 | $9.10 | 33.2% | 22% |
| 20260824 | $9.10 | $9.10 | 33.0% | 21% |
| 20260821 | $9.35 | $2.62 | 32.0% | 15% |
| 20260820 | $9.25 | $2.67 | 32.2% | 16% |
| 20260819 | $9.80 | $3.77 | 34.3% | 28% |
| 20260818 | $9.50 | $3.53 | 32.5% | 18% |
| 20260817 | $9.65 | $4.33 | 32.0% | 15% |
| 20260814 | $10.10 | $4.28 | 32.7% | 19% |
More on ALSN
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.