ASPS · Expected Move
Altisource Portfolio Solutions S.A.
The expected move for ASPS 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).
ASPS straddle price & implied vol
37 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 ASPS Expected Move
30-Day Straddle
—
7-Day Straddle
—
30-Day ATM IV
70.6%
IV Rank
36%
Implied one-standard-deviation move through the next 30 days. Compare to ASPS'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.
ASPS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20230714 | — | — | 70.6% | 36% |
| 20230713 | — | — | 64.2% | 19% |
| 20230712 | — | — | 64.8% | 20% |
| 20230711 | — | — | 78.9% | 59% |
| 20230710 | — | — | 94.1% | 100% |
| 20230707 | — | — | 75.6% | 54% |
| 20230706 | — | — | 75.0% | 52% |
| 20230705 | — | — | 85.3% | 83% |
| 20230703 | — | — | 61.8% | 13% |
| 20230630 | — | — | 80.8% | 70% |
| 20230629 | — | — | 91.0% | 100% |
| 20230628 | — | — | 90.9% | 100% |
| 20230627 | — | — | 80.6% | 89% |
| 20230626 | — | — | 74.9% | 67% |
| 20230623 | — | — | 72.3% | 57% |
| 20230622 | — | — | 73.9% | 64% |
| 20230621 | — | — | 78.5% | 81% |
| 20230620 | — | — | 83.3% | 100% |
| 20230616 | — | — | 66.3% | — |
| 20230615 | — | — | 73.7% | — |
| 20230614 | — | — | 66.0% | — |
| 20230613 | — | — | 66.1% | — |
| 20230612 | — | — | 59.7% | — |
| 20230609 | — | — | 57.4% | — |
| 20230608 | — | — | 78.5% | — |
| 20230607 | — | — | 57.9% | — |
| 20230606 | — | — | 65.6% | — |
| 20230605 | — | — | 71.0% | — |
| 20230602 | — | — | 62.1% | — |
| 20230601 | — | — | 67.5% | — |
| 20230531 | — | — | 70.6% | — |
| 20230530 | — | — | 74.8% | — |
| 20230526 | — | — | 69.4% | — |
| 20230525 | — | — | 65.3% | — |
| 20230524 | — | — | 68.6% | — |
| 20230523 | — | — | 71.3% | — |
| 20230522 | — | — | 64.6% | — |
More on ASPS
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.