AQN · Expected Move

Algonquin Power & Utilities Corp

The expected move for AQN 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).

AQN straddle price & implied vol

60 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 AQN Expected Move
30-Day Straddle
$1.95
7-Day Straddle
$1.95
30-Day ATM IV
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IV Rank
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Implied one-standard-deviation move through the next 30 days. Compare to AQN'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.
AQN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261023 $1.95 $1.95 — —
20261022 $0.57 $0.57 — —
20261021 $0.60 $0.60 56.0% 13%
20261020 $0.45 $0.45 41.8% 7%
20261019 $0.33 $0.33 33.4% 3%
20261016 $2.45 $0.28 — —
20261015 $0.53 $1.18 47.3% 9%
20261014 $1.75 $0.40 — —
20261013 $4.67 $2.82 — —
20261012 $4.90 $5.85 — —
20261009 $3.98 $0.38 — —
20261008 $0.60 $2.30 45.0% 8%
20261007 $2.33 $0.90 34.4% 4%
20261006 $17.50 $0.20 32.7% 3%
20261005 $2.35 $0.28 34.5% 4%
20261002 $0.22 $0.22 30.1% 2%
20261001 $0.25 $0.25 37.4% 5%
20260930 $0.22 $0.22 26.5% 0%
20260929 $2.08 $2.08 — —
20260928 $0.20 $0.20 29.4% 1%
20260925 $0.20 $0.20 28.0% 0%
20260924 $0.30 $0.30 38.0% 0%
20260923 $0.22 $0.22 39.5% 0%
20260922 $0.45 $0.45 54.2% 7%
20260921 $0.33 $0.33 44.7% 2%
20260918 $0.47 $0.42 53.5% 7%
20260917 $0.40 $0.50 70.7% 15%
20260916 $0.38 $0.93 41.0% 1%
20260915 $1.65 $0.50 — —
20260914 $0.45 $3.02 — —
20260911 $0.45 $0.53 51.5% 6%
20260910 $2.33 $0.55 — —
20260909 $0.65 $2.58 48.9% 5%
20260908 $0.62 $2.08 75.0% 17%
20260904 $0.70 $0.68 70.9% 18%
20260903 $0.78 $1.55 58.3% 13%
20260902 $8.18 $8.18 53.7% 11%
20260901 $2.62 $2.62 — —
20260831 $0.92 $0.92 62.8% 15%
20260828 $0.70 $0.70 54.0% 11%
20260827 $0.78 $0.78 57.1% 13%
20260826 $0.88 $0.88 48.8% 9%
20260825 $0.78 $0.78 66.6% 17%
20260824 $0.70 $0.70 — —
20260821 $2.52 $0.85 50.6% 13%
20260820 $0.85 $0.90 66.0% 20%
20260819 $0.83 $0.88 — —
20260818 $0.85 $0.90 43.7% 10%
20260817 $0.65 $0.68 — —
20260814 $1.30 $0.93 251.8% 100%
20260813 $1.23 $1.52 143.5% 86%
20260812 $2.62 $2.77 — —
20260811 $0.82 $2.62 — —
20260810 $0.88 $0.72 66.7% 33%
20260806 $2.73 $2.73 — —
20260805 $2.75 $2.75 — —
20260804 $2.77 $2.77 — —
20260803 $0.85 $0.85 — —
20260731 $2.95 $2.95 — —
20260730 $8.47 $8.47 — —

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.