ASND · Expected Move
Ascendis Pharma A/S Ordinary Share
The expected move for ASND 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).
ASND 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 ASND Expected Move
30-Day Straddle
$26.25
7-Day Straddle
$26.25
30-Day ATM IV
47.1%
IV Rank
59%
Implied one-standard-deviation move through the next 30 days. Compare to ASND'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.
ASND Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $26.25 | $26.25 | 47.1% | 59% |
| 20261021 | $24.00 | $24.00 | 43.8% | 41% |
| 20261020 | $24.15 | $24.15 | 43.4% | 39% |
| 20261019 | $24.75 | $24.75 | 45.8% | 52% |
| 20261016 | $26.05 | $6.35 | 45.6% | 51% |
| 20261015 | $26.20 | $6.20 | 45.3% | 50% |
| 20261014 | $26.20 | $6.50 | 45.6% | 51% |
| 20261013 | $26.80 | $7.62 | 46.7% | 57% |
| 20261012 | $27.65 | $8.00 | 45.9% | 53% |
| 20261009 | $27.40 | $9.07 | 43.6% | 40% |
| 20261008 | $26.20 | $10.50 | 42.5% | 34% |
| 20261007 | $25.20 | $10.10 | 39.0% | 16% |
| 20261006 | $25.75 | $11.20 | 39.5% | 18% |
| 20261005 | $25.75 | $11.60 | 38.9% | 15% |
| 20261002 | $12.60 | $12.60 | 39.2% | 16% |
| 20261001 | $13.35 | $13.35 | 40.9% | 37% |
| 20260930 | $14.70 | $14.70 | 40.9% | 37% |
| 20260929 | $15.80 | $15.80 | 42.7% | 45% |
| 20260928 | $16.15 | $16.15 | 43.3% | 48% |
| 20260925 | $17.60 | $17.60 | 40.7% | 36% |
| 20260924 | $18.35 | $18.35 | 41.3% | 39% |
| 20260923 | $18.65 | $18.65 | 41.5% | 40% |
| 20260922 | $18.60 | $18.60 | 38.7% | 27% |
| 20260921 | $18.75 | $18.75 | 38.1% | 24% |
| 20260918 | $19.40 | $4.38 | 36.5% | 17% |
| 20260917 | $20.65 | $5.53 | 38.4% | 26% |
| 20260916 | $21.90 | $7.73 | 38.3% | 25% |
| 20260915 | $22.50 | $9.35 | 40.5% | 35% |
| 20260914 | $23.40 | $9.90 | 36.8% | 18% |
| 20260911 | $23.70 | $12.28 | 36.1% | 15% |
| 20260910 | $24.20 | $11.65 | 37.0% | 19% |
| 20260909 | $24.35 | $12.40 | 36.8% | 18% |
| 20260908 | $26.90 | $15.05 | 39.2% | 29% |
| 20260904 | $28.10 | $16.25 | 38.4% | 26% |
| 20260903 | $27.00 | $17.00 | 36.8% | 18% |
| 20260902 | $18.20 | $18.20 | 38.7% | 27% |
| 20260901 | $18.05 | $18.05 | 40.2% | 34% |
| 20260831 | $17.95 | $17.95 | 38.7% | 27% |
| 20260828 | $16.55 | $16.55 | 36.1% | 15% |
| 20260827 | $18.65 | $18.65 | 38.6% | 26% |
| 20260826 | $19.15 | $19.15 | 39.4% | 30% |
| 20260825 | $20.60 | $20.60 | 39.7% | 31% |
| 20260824 | $21.20 | $21.20 | 40.1% | 33% |
| 20260821 | $22.25 | $5.28 | 39.5% | 30% |
| 20260820 | $24.10 | $7.60 | 41.7% | 40% |
| 20260819 | $24.65 | $8.48 | 41.6% | 40% |
| 20260818 | $23.80 | $8.90 | 40.9% | 37% |
| 20260817 | $24.80 | $10.72 | 42.0% | 42% |
| 20260814 | $25.35 | $12.32 | 41.1% | 38% |
| 20260813 | $27.15 | $14.35 | 42.9% | 46% |
| 20260812 | $31.30 | $19.35 | 48.2% | 70% |
| 20260811 | $31.50 | $21.10 | 48.9% | 74% |
| 20260810 | $31.85 | $21.75 | 48.9% | 74% |
| 20260807 | — | — | 48.5% | 54% |
| 20260806 | $32.50 | $24.15 | 49.4% | 58% |
| 20260805 | $25.55 | $25.55 | 52.9% | 70% |
| 20260804 | $24.90 | $24.90 | 51.8% | 66% |
| 20260803 | $24.90 | $24.90 | 52.3% | 67% |
| 20260731 | $26.90 | $26.90 | 53.9% | 73% |
| 20260730 | $26.00 | $26.00 | 51.4% | 64% |
More on ASND
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.