AN · Expected Move
AutoNation, Inc.
The expected move for AN 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).
AN 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 AN Expected Move
30-Day Straddle
$18.20
7-Day Straddle
$2.27
30-Day ATM IV
45.3%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to AN'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.
AN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $18.20 | $2.27 | 45.3% | 100% |
| 20261015 | $17.80 | $4.05 | 44.6% | 100% |
| 20261014 | $16.80 | $5.00 | 42.9% | 89% |
| 20261013 | $17.75 | $5.20 | 44.4% | 100% |
| 20261012 | $17.80 | $5.78 | 43.9% | 100% |
| 20261009 | $18.15 | $6.78 | 41.8% | 87% |
| 20261008 | $18.85 | $8.25 | 43.6% | 100% |
| 20261007 | $18.30 | $7.78 | 41.4% | 86% |
| 20261006 | $18.20 | $8.25 | 40.3% | 78% |
| 20261005 | $18.95 | $8.00 | 39.9% | 75% |
| 20261002 | $9.53 | $9.53 | 39.5% | 72% |
| 20261001 | $10.20 | $10.20 | 40.0% | 75% |
| 20260930 | $10.32 | $10.32 | 39.6% | 72% |
| 20260929 | $10.25 | $10.25 | 39.0% | 68% |
| 20260928 | $10.68 | $10.68 | 38.5% | 64% |
| 20260925 | $11.90 | $11.90 | 37.2% | 54% |
| 20260924 | $11.70 | $11.70 | 37.3% | 55% |
| 20260923 | $12.75 | $12.75 | 38.9% | 67% |
| 20260922 | $13.10 | $13.10 | 38.0% | 60% |
| 20260921 | $13.15 | $13.15 | 37.3% | 54% |
| 20260918 | $12.05 | $1.60 | 32.2% | 15% |
| 20260917 | $14.00 | $3.57 | 35.7% | 42% |
| 20260916 | $14.00 | $5.58 | 31.4% | 9% |
| 20260915 | $15.70 | $7.03 | 31.9% | 13% |
| 20260914 | $15.85 | $7.75 | 31.9% | 13% |
| 20260911 | $15.60 | $8.57 | 30.4% | 2% |
| 20260910 | $17.25 | $8.57 | 33.0% | 22% |
| 20260909 | $17.05 | $8.88 | 32.4% | 17% |
| 20260908 | $17.20 | $9.50 | 32.2% | 15% |
| 20260904 | $17.80 | $10.00 | 30.2% | 0% |
| 20260903 | $17.25 | $10.70 | 30.6% | 2% |
| 20260902 | $10.52 | $10.52 | 30.6% | 2% |
| 20260901 | $11.68 | $11.68 | 31.7% | 11% |
| 20260831 | $11.90 | $11.90 | 32.6% | 18% |
| 20260828 | $11.30 | $11.30 | 30.3% | 0% |
| 20260827 | $12.45 | $12.45 | 32.2% | 12% |
| 20260826 | $13.35 | $13.35 | 33.6% | 23% |
| 20260825 | $13.25 | $13.25 | 32.7% | 16% |
| 20260824 | $14.85 | $14.85 | 36.3% | 44% |
| 20260821 | $14.75 | $2.25 | 33.6% | 23% |
| 20260820 | $14.65 | $3.55 | 32.7% | 16% |
| 20260819 | $15.80 | $5.65 | 34.3% | 29% |
| 20260818 | $16.45 | $6.05 | 34.8% | 33% |
| 20260817 | $18.05 | $8.82 | 35.1% | 35% |
| 20260814 | $17.50 | $8.07 | 33.9% | 25% |
| 20260813 | $18.35 | $9.10 | 34.8% | 33% |
| 20260812 | $18.20 | $9.12 | 34.4% | 29% |
| 20260811 | $18.40 | $9.70 | 34.4% | 30% |
| 20260810 | $18.55 | $10.47 | 34.3% | 29% |
| 20260807 | — | — | 34.8% | 33% |
| 20260806 | $21.05 | $12.90 | 34.1% | 27% |
| 20260805 | $12.90 | $12.90 | 34.2% | 28% |
| 20260804 | $13.45 | $13.45 | 35.3% | 37% |
| 20260803 | $14.20 | $14.20 | 35.7% | 40% |
| 20260731 | $13.60 | $13.60 | 33.4% | 22% |
| 20260730 | $19.65 | $19.65 | 43.2% | 99% |
| 20260729 | $19.40 | $19.40 | 41.0% | 82% |
| 20260728 | $20.60 | $20.60 | 43.2% | 100% |
| 20260727 | $19.45 | $19.45 | 42.1% | 94% |
| 20260724 | $18.80 | $18.80 | 40.4% | 79% |
More on AN
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.