AROW · Expected Move
Arrow Financial Corp
The expected move for AROW 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).
AROW 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 AROW Expected Move
30-Day Straddle
$5.25
7-Day Straddle
$5.25
30-Day ATM IV
32.5%
IV Rank
29%
Implied one-standard-deviation move through the next 30 days. Compare to AROW'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.
AROW Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.25 | $5.25 | 32.5% | 29% |
| 20261021 | $4.40 | $4.40 | 35.1% | 37% |
| 20261020 | $5.80 | $5.80 | 34.4% | 35% |
| 20261019 | $5.25 | $5.25 | 28.9% | 17% |
| 20261016 | $5.25 | $4.80 | 32.7% | 29% |
| 20261015 | $4.72 | $3.05 | 42.3% | 60% |
| 20261014 | $4.10 | $2.65 | 42.5% | 61% |
| 20261013 | $3.90 | $3.12 | 34.2% | 34% |
| 20261012 | $5.33 | $4.95 | 53.0% | 94% |
| 20261009 | $4.05 | $4.03 | 32.7% | 29% |
| 20261008 | $4.80 | $4.40 | 33.2% | 31% |
| 20261007 | $5.55 | $5.10 | 40.7% | 55% |
| 20261006 | $5.05 | $3.72 | 39.7% | 52% |
| 20261005 | $6.20 | $4.65 | 31.8% | 26% |
| 20261002 | $5.15 | $5.15 | 31.6% | 26% |
| 20261001 | $3.62 | $3.62 | 37.1% | 43% |
| 20260930 | $3.00 | $3.00 | 50.9% | 87% |
| 20260929 | $5.35 | $5.35 | 30.2% | 21% |
| 20260928 | $5.22 | $5.22 | 33.9% | 33% |
| 20260925 | $3.48 | $3.48 | 35.1% | 37% |
| 20260924 | $5.10 | $5.10 | 32.0% | 27% |
| 20260923 | $3.88 | $3.88 | 34.1% | 34% |
| 20260922 | $5.80 | $5.80 | 33.0% | 30% |
| 20260921 | $5.00 | $5.00 | 31.0% | 24% |
| 20260918 | $5.05 | $4.10 | 30.8% | 23% |
| 20260917 | $5.40 | $5.25 | 36.2% | 40% |
| 20260916 | $4.88 | $4.88 | 33.3% | 31% |
| 20260915 | $4.00 | $3.70 | 23.5% | 0% |
| 20260914 | $4.03 | $2.17 | 40.5% | 50% |
| 20260911 | $4.95 | $3.05 | 37.2% | 39% |
| 20260910 | $4.90 | $4.85 | 47.0% | 73% |
| 20260909 | $5.10 | $3.80 | 32.4% | 22% |
| 20260908 | $4.30 | $3.35 | 32.5% | 23% |
| 20260904 | $4.05 | $4.90 | 28.9% | 10% |
| 20260903 | $4.85 | $4.85 | 44.0% | 62% |
| 20260902 | $4.85 | $4.85 | 37.5% | 40% |
| 20260901 | $3.78 | $3.78 | 32.9% | 24% |
| 20260831 | $2.77 | $2.77 | 34.6% | 30% |
| 20260828 | $4.00 | $4.00 | 33.0% | 24% |
| 20260827 | $4.95 | $4.95 | 40.2% | 49% |
| 20260826 | $5.05 | $5.05 | 31.1% | 18% |
| 20260825 | $3.55 | $3.55 | 40.9% | 52% |
| 20260824 | $3.42 | $3.42 | 41.3% | 53% |
| 20260821 | $4.90 | $3.40 | 33.9% | 27% |
| 20260820 | $4.85 | $4.17 | 29.3% | 11% |
| 20260819 | $4.90 | $4.03 | 30.2% | 15% |
| 20260818 | $4.95 | $4.80 | 36.8% | 37% |
| 20260817 | $5.10 | $4.80 | 36.7% | 37% |
| 20260814 | $4.30 | $4.05 | 41.9% | 55% |
| 20260813 | $4.22 | $4.82 | 43.7% | 61% |
| 20260812 | $5.00 | $4.05 | 33.7% | 27% |
| 20260811 | $5.05 | $4.95 | 48.7% | 79% |
| 20260810 | $4.75 | $4.80 | 33.1% | 25% |
| 20260807 | — | — | 47.1% | 73% |
| 20260806 | $4.40 | $3.60 | 41.4% | 53% |
| 20260805 | $4.07 | $4.07 | 45.7% | 68% |
| 20260804 | $4.88 | $4.88 | 44.9% | 65% |
| 20260803 | $4.85 | $4.85 | 53.5% | 95% |
| 20260731 | $4.90 | $4.90 | 43.5% | 61% |
| 20260730 | $4.62 | $4.62 | 44.1% | 63% |
More on AROW
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.