ANNX · Expected Move
Annexon, Inc. Common Stock
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).
ANNX 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 ANNX Expected Move
30-Day Straddle
$2.70
7-Day Straddle
$2.70
30-Day ATM IV
—
IV Rank
—
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.70 | $2.70 | — | — |
| 20261021 | $1.12 | $1.12 | 135.6% | 18% |
| 20261020 | $2.17 | $2.17 | — | — |
| 20261019 | $1.15 | $1.15 | 138.8% | 19% |
| 20261016 | $1.95 | $1.15 | 244.2% | 50% |
| 20261015 | $2.05 | $1.57 | — | — |
| 20261014 | $2.40 | $7.67 | — | — |
| 20261013 | $1.23 | $0.57 | 146.8% | 21% |
| 20261012 | $1.48 | $2.88 | 145.5% | 21% |
| 20261009 | $4.90 | $0.60 | 161.8% | 25% |
| 20261008 | $2.45 | $0.62 | 255.2% | 53% |
| 20261007 | $2.17 | $0.85 | 169.3% | 28% |
| 20261006 | $1.38 | $0.85 | 166.6% | 27% |
| 20261005 | $2.55 | $0.80 | 245.0% | 50% |
| 20261002 | $2.98 | $2.98 | 117.6% | 13% |
| 20261001 | $0.95 | $0.95 | 125.0% | 15% |
| 20260930 | $0.85 | $0.85 | 150.6% | 22% |
| 20260929 | $7.80 | $7.80 | 121.3% | 14% |
| 20260928 | $0.62 | $0.62 | 152.1% | 23% |
| 20260925 | $0.75 | $0.75 | 125.3% | 15% |
| 20260924 | $5.00 | $5.00 | 124.3% | 14% |
| 20260923 | $3.02 | $3.02 | — | — |
| 20260922 | $0.88 | $0.88 | 119.9% | 13% |
| 20260921 | $4.05 | $4.05 | 127.6% | 15% |
| 20260918 | $0.97 | $0.45 | 115.9% | 12% |
| 20260917 | $1.95 | $0.43 | — | — |
| 20260916 | $0.95 | $7.65 | 125.2% | 15% |
| 20260915 | $1.12 | $0.53 | 122.4% | 14% |
| 20260914 | $1.88 | $0.35 | — | — |
| 20260911 | $1.23 | $0.32 | 113.1% | 11% |
| 20260910 | $1.75 | $0.47 | — | — |
| 20260909 | $1.20 | $2.98 | — | — |
| 20260908 | $1.12 | $0.50 | 91.5% | 5% |
| 20260904 | $3.23 | $0.73 | — | — |
| 20260903 | $1.33 | $0.93 | 112.6% | 11% |
| 20260902 | $0.72 | $0.72 | 108.3% | 10% |
| 20260901 | $0.75 | $0.75 | 100.0% | 7% |
| 20260831 | $0.82 | $0.82 | 113.3% | 11% |
| 20260828 | $0.82 | $0.82 | 102.7% | 8% |
| 20260827 | $0.85 | $0.85 | 134.6% | 17% |
| 20260826 | $0.88 | $0.88 | 101.6% | 8% |
| 20260825 | $0.82 | $0.82 | 103.7% | 8% |
| 20260824 | $1.02 | $1.02 | 97.8% | 7% |
| 20260821 | $1.02 | $0.38 | 96.4% | 6% |
| 20260820 | $1.02 | $0.28 | 88.5% | 4% |
| 20260819 | $1.30 | $0.55 | 106.5% | 9% |
| 20260818 | $1.02 | $0.40 | — | — |
| 20260817 | $1.25 | $0.35 | — | — |
| 20260814 | $2.33 | $0.45 | — | — |
| 20260813 | $2.33 | $0.55 | 104.3% | 9% |
| 20260812 | $3.55 | $0.65 | — | — |
| 20260811 | $2.12 | $0.68 | 218.0% | 42% |
| 20260810 | $2.25 | $0.65 | 91.7% | 5% |
| 20260807 | — | — | 98.2% | 7% |
| 20260806 | $2.40 | $2.45 | — | — |
| 20260805 | $2.45 | $2.45 | — | — |
| 20260804 | $2.47 | $2.47 | 96.9% | 6% |
| 20260803 | $1.07 | $1.07 | — | — |
| 20260731 | $2.55 | $2.55 | — | — |
| 20260730 | $0.82 | $0.82 | — | — |
More on ANNX
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.