ARX · Expected Move
Accelerant Holdings
The expected move for ARX 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).
ARX 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 ARX Expected Move
30-Day Straddle
$5.00
7-Day Straddle
$5.00
30-Day ATM IV
152.6%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to ARX'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.
ARX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.00 | $5.00 | 152.6% | 100% |
| 20261021 | $2.95 | $2.95 | 30.7% | 13% |
| 20261020 | $3.10 | $3.10 | 146.6% | 100% |
| 20261019 | $4.15 | $4.15 | 49.6% | 28% |
| 20261016 | $1.80 | $1.20 | 23.4% | 8% |
| 20261015 | $3.10 | $5.00 | 139.3% | 100% |
| 20261014 | $3.67 | $5.00 | 31.3% | 16% |
| 20261013 | $3.00 | $3.67 | 20.1% | 6% |
| 20261012 | $0.60 | $0.88 | 21.4% | 7% |
| 20261009 | $3.67 | $2.52 | 123.8% | 100% |
| 20261008 | $5.00 | $5.00 | 23.3% | 9% |
| 20261007 | $4.30 | $3.80 | 21.3% | 7% |
| 20261006 | $4.30 | $3.12 | 117.0% | 100% |
| 20261005 | $5.00 | $1.40 | 24.9% | 12% |
| 20261002 | $2.92 | $2.92 | 26.5% | 13% |
| 20261001 | $5.00 | $5.00 | 25.5% | 12% |
| 20260930 | $2.92 | $2.92 | 23.6% | 10% |
| 20260929 | $5.00 | $5.00 | 37.5% | 25% |
| 20260928 | $3.70 | $3.70 | 73.4% | 64% |
| 20260925 | $4.30 | $4.30 | 86.5% | 78% |
| 20260924 | $5.00 | $5.00 | 82.7% | 73% |
| 20260923 | $1.85 | $1.85 | 47.8% | 36% |
| 20260922 | $2.98 | $2.98 | 51.1% | 40% |
| 20260921 | $3.00 | $3.00 | 63.4% | 53% |
| 20260918 | $1.65 | $3.00 | 27.3% | 14% |
| 20260917 | $3.50 | $1.77 | 27.7% | 15% |
| 20260916 | $5.00 | $2.70 | 25.7% | 13% |
| 20260915 | $3.65 | $0.23 | 41.5% | 29% |
| 20260914 | $3.77 | $5.00 | 26.1% | 13% |
| 20260911 | $2.77 | $5.00 | 26.1% | 13% |
| 20260910 | $1.62 | $5.00 | 24.7% | 12% |
| 20260909 | $4.30 | $5.00 | 21.9% | 9% |
| 20260908 | $2.70 | $0.23 | 23.6% | 10% |
| 20260904 | $2.00 | $5.00 | 13.9% | 0% |
| 20260903 | $4.30 | $2.70 | 30.8% | 12% |
| 20260902 | $4.35 | $4.35 | 28.2% | 9% |
| 20260901 | $2.73 | $2.73 | 20.2% | 0% |
| 20260831 | $2.73 | $2.73 | 39.6% | 21% |
| 20260828 | $2.73 | $2.73 | 25.0% | 4% |
| 20260827 | $2.73 | $2.73 | 24.1% | 3% |
| 20260826 | $2.73 | $2.73 | 46.5% | 29% |
| 20260825 | $2.88 | $2.88 | 46.5% | 29% |
| 20260824 | $0.35 | $0.35 | 26.7% | 6% |
| 20260821 | $2.90 | $0.43 | 24.0% | 3% |
| 20260820 | $0.48 | $2.77 | 21.5% | 0% |
| 20260819 | $0.78 | $0.35 | 21.9% | 0% |
| 20260818 | $2.83 | $0.43 | 23.5% | 0% |
| 20260817 | $0.53 | $0.43 | 42.3% | 0% |
| 20260814 | $0.45 | $2.90 | 70.1% | 40% |
| 20260813 | $0.65 | $0.50 | 45.5% | 0% |
| 20260812 | $3.92 | $2.08 | 100.8% | 88% |
| 20260811 | $2.30 | $1.58 | 74.6% | 42% |
| 20260810 | $3.05 | $1.57 | 96.6% | 81% |
| 20260807 | — | — | 76.2% | 45% |
| 20260806 | $2.52 | $1.85 | 82.9% | 57% |
| 20260805 | $1.90 | $1.90 | 80.8% | 53% |
| 20260804 | $1.90 | $1.90 | 78.6% | 49% |
| 20260803 | $1.98 | $1.98 | 79.6% | 51% |
| 20260731 | $2.05 | $2.05 | 83.3% | 58% |
| 20260730 | $3.05 | $3.05 | 105.1% | 96% |
More on ARX
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.