ARI · Expected Move

APOLLO COMMERCIAL REAL ESTATE FINANCE, INC.

The expected move for ARI 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).

ARI 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 ARI Expected Move
30-Day Straddle
$9.00
7-Day Straddle
$9.00
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to ARI'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.
ARI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261102 $9.00 $9.00 — —
20261030 $8.20 $8.20 10.3% 1%
20261029 $4.05 $4.05 217.8% 48%
20261028 $4.10 $4.10 105.9% 23%
20261027 $4.17 $4.17 69.1% 14%
20261026 $4.12 $4.12 254.0% 56%
20261023 $4.17 $4.17 — —
20261022 $1.78 $1.78 — —
20261021 $5.05 $5.05 96.8% 21%
20261020 $4.78 $4.78 104.1% 22%
20261019 $6.60 $6.60 — —
20261016 $2.60 $1.70 175.1% 38%
20261015 $4.90 $3.47 — —
20261014 $3.08 $1.85 86.2% 18%
20261013 $5.20 $1.85 — —
20261012 $4.72 $1.95 — —
20261009 $5.80 $3.20 — —
20261008 $6.20 $2.92 201.0% 44%
20261007 $8.85 $3.25 80.4% 17%
20261006 $8.80 $2.92 172.8% 38%
20261005 $5.80 $3.20 — —
20261002 $1.32 $1.32 217.8% 48%
20261001 $2.35 $2.35 213.3% 47%
20260930 $2.72 $2.72 — —
20260929 $1.40 $1.40 226.1% 50%
20260928 $2.72 $2.72 133.4% 29%
20260925 $2.77 $2.77 — —
20260924 $1.28 $1.28 210.7% 46%
20260923 $1.05 $1.05 — —
20260922 $3.38 $3.38 81.0% 17%
20260921 $3.55 $3.55 94.2% 20%
20260918 $1.12 $2.80 — —
20260917 $1.73 $2.77 — —
20260916 $1.80 $3.05 — —
20260915 $2.00 $2.45 — —
20260914 $3.22 $1.02 86.1% 18%
20260911 $3.17 $1.32 — —
20260910 $3.35 $1.47 — —
20260909 $3.30 $3.25 141.0% 31%
20260908 $3.15 $3.10 132.4% 29%
20260904 $1.47 $3.10 55.6% 11%
20260903 $1.50 $3.08 54.2% 11%
20260902 $1.48 $1.48 — —
20260901 $6.40 $6.40 — —
20260831 $3.12 $3.12 — —
20260828 $3.10 $3.10 112.9% 24%
20260827 $3.15 $3.15 4.2% 0%
20260826 $3.25 $3.25 93.8% 17%
20260825 $1.42 $1.42 — —
20260824 $3.15 $3.15 — —
20260821 $3.15 $5.30 — —
20260820 $3.15 $4.30 — —
20260819 $3.17 $4.15 — —
20260818 $3.17 $7.00 — —
20260817 $1.68 $5.15 — —
20260814 $1.57 $4.50 — —
20260813 $1.62 $4.40 — —
20260812 $1.57 $5.35 — —
20260811 $1.60 $5.00 — —
20260810 $3.23 $5.20 — —

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.