ANVS · Expected Move

Annovis Bio, Inc.

The expected move for ANVS 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).

ANVS straddle price & implied vol

59 sessions

Bars: 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 ANVS Expected Move
30-Day Straddle
$4.95
7-Day Straddle
$2.90
30-Day ATM IV
388.4%
IV Rank
62%
Implied one-standard-deviation move through the next 30 days. Compare to ANVS'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.
ANVS Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $4.95 $2.90 388.4% 62%
20261023 $1.00 $0.23 410.3% 67%
20261022 $3.08 $0.98 343.0% 51%
20261021 $15.00 $0.57 395.0% 63%
20261020 $15.00 $1.00 392.6% 63%
20261019 $2.38 $2.95 — —
20261016 $4.90 $1.70 398.8% 64%
20261015 $4.90 $1.30 386.8% 61%
20261014 $2.30 $2.95 394.6% 63%
20261013 $4.75 $0.50 284.9% 36%
20261012 $2.93 $0.22 367.3% 57%
20261009 $4.90 $7.80 544.1% 100%
20261008 $4.90 $8.50 — —
20261007 $4.90 $15.00 — —
20261006 $4.00 $0.55 — —
20261005 $4.90 $7.75 — —
20261002 $4.90 $9.95 396.1% 100%
20261001 $4.80 $7.78 370.4% 96%
20260930 $3.30 $3.10 — —
20260929 $4.90 $4.90 276.4% 57%
20260928 $0.93 $0.28 180.8% 22%
20260925 $2.85 $4.90 356.2% 91%
20260924 $2.75 $3.58 328.9% 80%
20260923 $2.62 $4.90 — —
20260922 $4.85 $4.90 340.3% 84%
20260921 $4.90 $2.00 318.4% 76%
20260918 $0.33 $4.90 323.2% 78%
20260917 $0.65 $1.68 336.4% 83%
20260916 $0.50 $1.68 — —
20260915 $1.48 $2.27 316.2% 75%
20260914 $15.00 $1.23 312.5% 74%
20260911 $0.85 $0.53 375.3% 98%
20260910 $2.50 $0.20 285.3% 63%
20260909 $3.58 $0.90 304.8% 71%
20260908 $4.90 $0.28 187.8% 25%
20260904 $2.53 $2.62 308.0% 72%
20260903 $3.15 $2.48 234.8% 43%
20260902 $2.15 $1.15 — —
20260901 $0.70 $2.75 200.6% 30%
20260831 $4.90 $5.58 177.3% 21%
20260828 $3.88 $4.60 188.7% 25%
20260827 $1.70 $2.83 298.1% 68%
20260826 $2.78 $0.90 166.9% 17%
20260825 $0.93 $0.90 151.1% 11%
20260824 $2.78 $1.22 172.7% 19%
20260821 $1.25 $1.75 165.9% 16%
20260820 $1.50 $1.08 — —
20260819 $1.27 $1.52 136.4% 5%
20260818 $1.10 $0.70 227.5% 41%
20260817 $1.80 $0.48 212.7% 36%
20260814 $0.35 $1.02 — —
20260813 $2.12 $0.97 183.5% 25%
20260812 $2.95 $0.97 327.4% 80%
20260811 $0.90 $0.62 — —
20260810 $0.88 $0.97 — —
20260806 $2.83 $5.03 185.5% 25%
20260805 $2.68 $2.95 179.5% 23%
20260804 $4.95 $1.55 267.9% 57%
20260803 $4.10 $1.40 295.0% 67%

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.