ANNX (Annexon, Inc. Common Stock)

Expected Move & Straddle Price History

The expected move for ANNX 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 ANNX Expected Move
30-Day Straddle
$1.10
7-Day Straddle
$0.73
Avg IV
2.3%
IV Rank
39%
Implied one-standard-deviation move through the next 30 days. Compare to ANNX'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.
ANNX Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260608 $1.10 $0.73 2.3% 39%
20260605 $1.57 $1.05 2.3% 37%
20260604 $1.25 $0.73 1.7% 15%
20260603 $1.27 $1.05 2.0% 27%
20260602 $1.05 $1.05 3.0% 65%
20260601 $2.75 $2.75 2.7% 56%
20260529 $1.10 $1.10 1.9% 26%
20260528 $0.85 $0.85 2.1% 33%
20260527 $1.00 $1.00 2.2% 36%
20260526 $0.90 $0.90 1.6% 21%
20260522 $1.07 $1.07 2.4% 48%
20260521 $0.90 $0.90 1.8% 28%
20260520 $1.27 $1.27 1.8% 27%
20260519 $0.68 $0.68 2.1% 36%
20260518 $2.88 $2.88 2.6% 53%
20260515 $2.73 $1.80 2.0% 35%
20260514 $4.65 $0.70 1.7% 22%
20260513 $1.32 $1.95 1.6% 19%
20260512 $4.70 $2.33 1.7% 22%
20260511 $2.93 $2.68 1.5% 20%
20260510 $1.20 $1.20 1.4% 14%
20260508 $1.20 $1.20 1.5% 20%
20260507 $3.12 $2.68 1.5% 18%
20260506 $3.45 $0.70 1.7% 25%
20260505 $3.20 $1.18 1.5% 17%
20260504 $4.97 $1.40 1.6% 21%
20260502 $2.98 $2.98 2.7% 61%
20260501 $2.98 $2.98 2.6% 58%
20260430 $2.92 $2.92 3.0% 69%
20260429 $2.90 $2.90 2.2% 44%
20260428 $0.93 $0.93 2.1% 40%
20260427 $1.58 $1.58 2.1% 38%
20260424 $0.98 $0.98 2.5% 52%
20260423 $0.82 $0.82 2.2% 42%
20260422 $0.68 $0.68 1.3% 13%
20260421 $1.12 $1.12 2.1% 40%
20260420 $1.12 $1.12 1.9% 32%
20260417 $3.17 $2.53 1.6% 23%
20260416 $3.53 $1.35 2.0% 36%
20260415 $3.30 $1.35 1.7% 26%
20260414 $3.35 $0.60 1.8% 29%
20260413 $4.93 $0.88 2.0% 35%
20260410 $4.90 $0.88 1.9% 31%
20260409 $3.65 $1.65 1.5% 19%
20260408 $1.60 $2.85 1.8% 28%
20260407 $5.17 $1.23 1.7% 25%
20260406 $3.17 $3.27 1.5% 18%
20260402 $3.17 $0.80 1.3% 13%
20260401 $0.97 $0.97 3.9% 100%
20260331 $1.07 $1.07 2.9% 78%
20260330 $0.62 $0.62 3.4% 96%
20260327 $0.60 $0.60 3.5% 100%
20260326 $0.82 $0.82 2.3% 66%
20260325 $0.95 $0.95 2.6% 80%
20260324 $0.72 $0.72 3.0% 100%
20260323 $1.20 $1.20 2.4% 76%
20260320 $1.02 $8.15 2.5% 79%
20260319 $1.27 $1.07 2.0% 54%
20260318 $1.25 $1.60 2.6% 84%
20260317 $3.55 $1.30 2.2% 64%