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
$3.23
7-Day Straddle
$0.73
Avg IV
1.6%
IV Rank
16%
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
20260904 $3.23 $0.73 1.6% 16%
20260903 $1.33 $0.93 1.7% 22%
20260902 $0.72 $0.72 2.5% 52%
20260901 $0.75 $0.75 2.7% 61%
20260831 $0.82 $0.82 2.7% 62%
20260828 $0.82 $0.82 2.9% 71%
20260827 $0.85 $0.85 1.6% 16%
20260826 $0.88 $0.88 2.4% 51%
20260825 $0.82 $0.82 2.0% 32%
20260824 $1.02 $1.02 1.8% 26%
20260821 $1.02 $0.38 2.5% 52%
20260820 $1.02 $0.28 2.1% 39%
20260819 $1.30 $0.55 1.6% 17%
20260818 $1.02 $0.40 1.7% 22%
20260817 $1.25 $0.35 1.9% 29%
20260814 $2.33 $0.45 2.0% 33%
20260813 $2.33 $0.55 2.0% 33%
20260812 $3.55 $0.65 1.6% 19%
20260811 $2.12 $0.68 1.6% 18%
20260810 $2.25 $0.65 1.8% 23%
20260806 $2.40 $2.45 1.7% 21%
20260805 $2.45 $2.45 2.7% 56%
20260804 $2.47 $2.47 2.4% 45%
20260803 $1.07 $1.07 2.5% 49%
20260731 $2.55 $2.55 2.8% 62%
20260730 $0.82 $0.82 2.4% 46%
20260729 $0.77 $0.77 2.4% 45%
20260728 $0.95 $0.95 2.3% 42%
20260727 $1.15 $1.15 2.6% 51%
20260724 $2.00 $2.00 2.2% 40%
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%