AON · Expected Move
Aon plc Class A
The expected move for AON 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).
AON 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 AON Expected Move
30-Day Straddle
$17.85
7-Day Straddle
$17.85
30-Day ATM IV
28.0%
IV Rank
46%
Implied one-standard-deviation move through the next 30 days. Compare to AON'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.
AON Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261030 | $17.85 | $17.85 | 28.0% | 46% |
| 20261029 | $17.15 | $17.15 | 26.6% | 35% |
| 20261028 | $17.95 | $17.95 | 27.2% | 39% |
| 20261027 | $21.85 | $21.85 | 33.3% | 89% |
| 20261026 | $23.10 | $23.10 | 34.7% | 100% |
| 20261023 | $22.85 | $22.85 | 33.1% | 93% |
| 20261022 | $23.10 | $23.10 | 33.0% | 92% |
| 20261021 | $23.20 | $23.20 | 33.5% | 96% |
| 20261020 | $22.75 | $22.75 | 32.3% | 86% |
| 20261019 | $22.40 | $22.40 | 32.9% | 91% |
| 20261016 | $23.40 | $2.38 | 32.2% | 85% |
| 20261015 | $22.85 | $5.08 | 31.3% | 78% |
| 20261014 | $22.95 | $6.92 | 32.6% | 88% |
| 20261013 | $23.75 | $8.35 | 32.4% | 87% |
| 20261012 | $22.90 | $8.60 | 31.6% | 80% |
| 20261009 | $24.20 | $9.03 | 32.1% | 84% |
| 20261008 | $24.55 | $9.85 | 31.6% | 80% |
| 20261007 | $24.20 | $10.05 | 32.0% | 83% |
| 20261006 | $24.90 | $10.53 | 31.5% | 79% |
| 20261005 | $25.35 | $10.75 | 31.9% | 82% |
| 20261002 | $11.35 | $11.35 | 30.6% | 71% |
| 20261001 | $12.70 | $12.70 | 30.4% | 69% |
| 20260930 | $12.75 | $12.75 | 30.6% | 71% |
| 20260929 | $14.00 | $14.00 | 30.4% | 70% |
| 20260928 | $13.90 | $13.90 | 30.6% | 71% |
| 20260925 | $14.80 | $14.80 | 29.0% | 58% |
| 20260924 | $16.00 | $16.00 | 30.8% | 73% |
| 20260923 | $16.30 | $16.30 | 29.0% | 58% |
| 20260922 | $16.50 | $16.50 | 28.2% | 51% |
| 20260921 | $15.90 | $15.90 | 27.2% | 42% |
| 20260918 | $15.70 | $3.80 | 23.6% | 11% |
| 20260917 | $18.05 | $5.62 | 26.5% | 36% |
| 20260916 | $18.25 | $6.38 | 26.5% | 36% |
| 20260915 | $18.90 | $8.82 | 25.7% | 29% |
| 20260914 | $22.20 | $13.90 | 28.5% | 54% |
| 20260911 | $19.25 | $9.70 | 25.5% | 27% |
| 20260910 | $19.90 | $10.03 | 25.7% | 30% |
| 20260909 | $21.85 | $12.03 | 27.6% | 37% |
| 20260908 | $21.70 | $11.90 | 26.3% | 29% |
| 20260904 | $22.00 | $11.62 | 24.5% | 15% |
| 20260903 | $22.30 | $12.35 | 24.4% | 15% |
| 20260902 | $12.85 | $12.85 | 25.0% | 19% |
| 20260901 | $14.20 | $14.20 | 24.4% | 15% |
| 20260831 | $15.55 | $15.55 | 26.2% | 27% |
| 20260828 | $15.20 | $15.20 | 22.5% | 1% |
| 20260827 | $15.15 | $15.15 | 22.6% | 2% |
| 20260826 | $16.85 | $16.85 | 22.8% | 4% |
| 20260825 | $17.15 | $17.15 | 23.0% | 5% |
| 20260824 | $17.30 | $17.30 | 23.6% | 9% |
| 20260821 | $17.95 | $6.80 | 22.5% | 2% |
| 20260820 | $18.80 | $5.40 | 23.4% | 8% |
| 20260819 | $17.75 | $6.33 | 22.3% | 0% |
| 20260818 | $19.25 | $6.88 | 23.4% | 0% |
| 20260817 | $19.50 | $8.15 | 23.5% | 0% |
| 20260814 | $21.10 | $9.72 | 24.0% | 0% |
| 20260813 | $22.85 | $10.88 | 25.3% | 9% |
| 20260812 | $21.95 | $11.30 | 24.2% | 0% |
| 20260811 | $22.95 | $13.10 | 25.0% | 2% |
| 20260810 | $23.90 | $13.85 | 25.6% | 7% |
| 20260807 | — | — | 26.0% | 10% |
More on AON
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.