ASPN · Expected Move
Aspen Aerogels, Inc.
The expected move for ASPN 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).
ASPN 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 ASPN Expected Move
30-Day Straddle
$1.20
7-Day Straddle
$1.20
30-Day ATM IV
98.1%
IV Rank
50%
Implied one-standard-deviation move through the next 30 days. Compare to ASPN'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.
ASPN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.20 | $1.20 | 98.1% | 50% |
| 20261021 | $1.40 | $1.40 | 107.8% | 63% |
| 20261020 | $1.18 | $1.18 | 71.6% | 14% |
| 20261019 | $1.25 | $1.25 | 86.5% | 34% |
| 20261016 | $1.23 | $0.45 | 96.0% | 47% |
| 20261015 | $1.25 | $0.40 | 92.1% | 42% |
| 20261014 | $1.27 | $0.62 | 97.9% | 50% |
| 20261013 | $1.35 | $0.70 | 95.9% | 47% |
| 20261012 | $1.38 | $0.75 | 97.1% | 49% |
| 20261009 | $1.65 | $1.15 | 109.6% | 66% |
| 20261008 | $1.55 | $2.05 | 101.1% | 54% |
| 20261007 | $1.70 | $1.00 | 107.6% | 63% |
| 20261006 | $1.75 | $1.00 | 104.2% | 58% |
| 20261005 | $1.55 | $0.82 | 94.0% | 44% |
| 20261002 | $0.90 | $0.90 | 95.6% | 47% |
| 20261001 | $0.72 | $0.72 | 63.8% | 3% |
| 20260930 | $0.82 | $0.82 | 95.9% | 47% |
| 20260929 | $0.80 | $0.80 | 96.6% | 48% |
| 20260928 | $0.70 | $0.70 | 77.7% | 22% |
| 20260925 | $0.73 | $0.73 | 95.3% | 46% |
| 20260924 | $0.82 | $0.82 | 105.4% | 60% |
| 20260923 | $2.25 | $2.25 | 95.3% | 46% |
| 20260922 | $0.82 | $0.82 | 92.6% | 42% |
| 20260921 | $0.65 | $0.65 | 82.2% | 20% |
| 20260918 | $0.80 | $0.23 | 71.4% | 9% |
| 20260917 | $0.85 | $0.28 | 73.4% | 11% |
| 20260916 | $0.95 | $0.30 | 83.5% | 21% |
| 20260915 | $0.88 | $0.43 | 75.3% | 13% |
| 20260914 | $1.08 | $0.43 | — | — |
| 20260911 | $1.00 | $0.40 | 81.0% | 18% |
| 20260910 | $0.88 | $0.45 | 69.5% | 8% |
| 20260909 | $0.77 | $0.45 | 61.5% | 0% |
| 20260908 | $1.00 | $0.50 | 78.2% | 12% |
| 20260904 | $0.98 | $0.55 | 72.0% | 4% |
| 20260903 | $0.88 | $0.57 | 65.0% | 0% |
| 20260902 | $0.80 | $0.80 | 87.1% | 13% |
| 20260901 | $0.60 | $0.60 | 84.2% | 11% |
| 20260831 | $0.65 | $0.65 | 71.8% | 3% |
| 20260828 | $0.62 | $0.62 | 66.2% | 0% |
| 20260827 | $0.72 | $0.72 | 71.8% | 1% |
| 20260826 | $0.77 | $0.77 | 74.0% | 3% |
| 20260825 | $0.80 | $0.80 | 69.9% | 0% |
| 20260824 | $0.77 | $0.77 | 72.5% | 0% |
| 20260821 | $0.82 | $0.23 | 72.3% | 0% |
| 20260820 | $0.90 | $0.22 | 77.7% | 2% |
| 20260819 | $1.05 | $0.55 | 82.0% | 4% |
| 20260818 | $1.05 | $0.70 | 75.3% | 0% |
| 20260817 | $1.10 | $1.02 | 88.3% | 5% |
| 20260814 | $1.15 | $1.10 | 87.6% | 4% |
| 20260813 | $1.40 | $1.10 | 105.2% | 16% |
| 20260812 | $3.33 | $1.15 | 134.6% | 36% |
| 20260811 | $3.50 | $1.17 | 101.0% | 14% |
| 20260810 | $1.75 | $1.32 | 95.0% | 9% |
| 20260806 | $2.85 | $1.40 | 110.3% | 20% |
| 20260805 | $0.93 | $0.93 | 99.4% | 12% |
| 20260804 | $0.95 | $0.95 | 98.0% | 12% |
| 20260803 | $1.15 | $1.15 | 110.3% | 20% |
| 20260731 | $1.05 | $1.05 | 93.6% | 9% |
| 20260730 | $1.10 | $1.10 | 103.8% | 15% |
| 20260729 | $1.30 | $1.30 | 117.7% | 25% |
More on ASPN
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.