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
$11.55
7-Day Straddle
$7.75
Avg IV
0.4%
IV Rank
5%
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 |
|---|---|---|---|---|
| 20260807 | $11.55 | $7.75 | 0.4% | 5% |
| 20260806 | $11.30 | $7.72 | 0.4% | 4% |
| 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% |
| 20260624 | $9.05 | $9.05 | 0.5% | 13% |
| 20260623 | $9.03 | $9.03 | 0.6% | 18% |
| 20260622 | $9.55 | $9.55 | 0.5% | 9% |
| 20260618 | $9.25 | $1.95 | 0.6% | 17% |
| 20260617 | $9.75 | $2.85 | 0.4% | 6% |
| 20260616 | $9.85 | $4.38 | 0.5% | 11% |
| 20260615 | $9.75 | $4.57 | 0.5% | 12% |
| 20260613 | $10.60 | $4.85 | 0.5% | 10% |
| 20260612 | $10.35 | $4.85 | 0.5% | 10% |
| 20260611 | $10.35 | $5.15 | 0.6% | 19% |
| 20260610 | $11.00 | $6.22 | 0.5% | 10% |
| 20260609 | $11.50 | $6.70 | 0.4% | 7% |
| 20260608 | $11.20 | $6.35 | 0.5% | 11% |
| 20260605 | $11.95 | $7.15 | 0.5% | 10% |
| 20260604 | $13.05 | $8.30 | 0.5% | 8% |
| 20260603 | $10.95 | $6.65 | 0.4% | 6% |
| 20260602 | $8.55 | $8.55 | 0.7% | 25% |
| 20260601 | $7.38 | $7.38 | 0.7% | 24% |
| 20260529 | $7.78 | $7.78 | 0.6% | 18% |
| 20260528 | $8.02 | $8.02 | 0.6% | 16% |
| 20260527 | $7.78 | $7.78 | 0.6% | 17% |
| 20260526 | $8.38 | $8.38 | 0.6% | 18% |
| 20260522 | $8.35 | $8.35 | 0.5% | 15% |
| 20260521 | $8.52 | $8.52 | 0.6% | 16% |
| 20260520 | $9.05 | $9.05 | 0.5% | 13% |
| 20260519 | $9.30 | $9.30 | 0.6% | 16% |
| 20260518 | $9.80 | $9.80 | 0.5% | 10% |
| 20260515 | $9.75 | $3.45 | 0.5% | 12% |
| 20260514 | $10.03 | $3.57 | 0.4% | 5% |
| 20260513 | $10.50 | $4.45 | 0.4% | 6% |