AON (Aon plc Class A)

Expected Move & Straddle Price History

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).

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 AON Expected Move
30-Day Straddle
$18.90
7-Day Straddle
$8.82
Avg IV
0.5%
IV Rank
40%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260915 $18.90 $8.82 0.5% 40%
20260914 $22.20 $13.90 0.6% 69%
20260911 $19.25 $9.70 0.4% 32%
20260910 $19.90 $10.03 0.5% 36%
20260909 $21.85 $12.03 0.5% 24%
20260908 $21.70 $11.90 0.4% 24%
20260904 $22.00 $11.62 0.4% 16%
20260903 $22.30 $12.35 0.4% 17%
20260902 $12.85 $12.85 0.6% 50%
20260901 $14.20 $14.20 0.6% 48%
20260831 $15.55 $15.55 0.5% 44%
20260828 $15.20 $15.20 0.5% 42%
20260827 $15.15 $15.15 0.4% 21%
20260826 $16.85 $16.85 0.5% 37%
20260825 $17.15 $17.15 0.5% 30%
20260824 $17.30 $17.30 0.5% 33%
20260821 $17.95 $6.80 0.4% 21%
20260820 $18.80 $5.40 0.5% 27%
20260819 $17.75 $6.33 0.5% 25%
20260818 $19.25 $6.88 0.5% 25%
20260817 $19.50 $8.15 0.4% 16%
20260814 $21.10 $9.72 0.4% 18%
20260813 $22.85 $10.88 0.4% 22%
20260812 $21.95 $11.30 0.4% 17%
20260811 $22.95 $13.10 0.4% 19%
20260810 $23.90 $13.85 0.4% 18%
20260806 $27.35 $17.40 0.4% 15%
20260805 $16.90 $16.90 0.6% 52%
20260804 $17.85 $17.85 0.7% 72%
20260803 $18.40 $18.40 0.7% 74%
20260731 $21.55 $21.55 0.5% 25%
20260730 $18.55 $18.55 0.5% 25%
20260729 $19.20 $19.20 0.5% 40%
20260728 $26.85 $26.85 0.6% 50%
20260727 $27.30 $27.30 0.5% 32%
20260724 $27.10 $27.10 0.5% 27%
20260723 $27.45 $27.45 0.5% 25%
20260722 $26.35 $26.35 0.5% 30%
20260721 $27.45 $27.45 0.4% 16%
20260720 $29.25 $29.25 0.4% 15%
20260716 $27.40 $7.50 0.4% 4%
20260715 $27.50 $7.03 0.5% 27%
20260714 $26.35 $6.28 0.5% 25%
20260713 $26.95 $7.52 0.4% 22%
20260710 $26.10 $8.53 0.3% 0%
20260709 $27.85 $10.00 0.3% 0%
20260708 $28.00 $10.00 0.3% 0%
20260707 $28.15 $10.80 0.3% 0%
20260706 $29.45 $11.25 0.4% 0%
20260702 $12.35 $12.35 0.4% 17%
20260701 $12.90 $12.90 0.5% 30%
20260630 $14.50 $14.50 0.5% 39%
20260629 $13.90 $13.90 0.5% 34%
20260626 $15.10 $15.10 0.5% 31%
20260625 $16.60 $16.60 0.5% 32%
20260624 $16.65 $16.65 0.5% 30%
20260623 $17.00 $17.00 0.5% 27%
20260622 $18.75 $18.75 0.5% 30%
20260618 $19.25 $2.92 0.5% 21%
20260617 $19.25 $6.25 0.5% 21%