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
$0.93
7-Day Straddle
$0.93
Avg IV
1.8%
IV Rank
25%
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
20260723 $0.93 $0.93 1.8% 25%
20260722 $2.80 $2.80 2.3% 42%
20260721 $2.12 $2.12 2.2% 37%
20260720 $2.40 $2.40 2.7% 55%
20260716 $3.27 $0.60 2.1% 34%
20260715 $2.15 $2.98 1.5% 12%
20260714 $3.33 $0.53 1.7% 19%
20260713 $3.30 $2.65 1.2% 1%
20260710 $3.18 $2.65 1.5% 12%
20260709 $3.30 $2.65 1.5% 13%
20260708 $2.28 $0.47 1.8% 22%
20260707 $3.40 $3.10 1.2% 0%
20260706 $1.30 $2.65 1.2% 0%
20260702 $1.10 $1.10 3.5% 86%
20260701 $1.82 $1.82 3.4% 83%
20260630 $1.90 $1.90 3.2% 73%
20260629 $1.15 $1.15 3.1% 68%
20260626 $0.70 $0.70 2.8% 59%
20260625 $0.93 $0.93 3.7% 92%
20260624 $0.82 $0.82 3.1% 71%
20260623 $1.12 $1.12 2.8% 59%
20260622 $0.95 $0.95 2.6% 49%
20260618 $1.52 $0.95 2.9% 60%
20260617 $0.90 $0.83 2.6% 49%
20260616 $0.88 $1.05 2.5% 48%
20260615 $3.20 $0.62 2.7% 53%
20260613 $1.23 $1.05 2.5% 44%
20260612 $1.23 $1.05 2.4% 44%
20260611 $1.62 $0.68 2.3% 38%
20260610 $1.10 $1.92 2.8% 59%
20260609 $1.10 $1.05 2.1% 30%
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%