ATLC · Expected Move

Atlanticus Holdings Corporation

The expected move for ATLC 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).

ATLC straddle price & implied vol

36 sessions

Bars: 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 ATLC Expected Move
30-Day Straddle
—
7-Day Straddle
—
30-Day ATM IV
50.9%
IV Rank
9%
Implied one-standard-deviation move through the next 30 days. Compare to ATLC'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.
ATLC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20240112 — — 50.9% 9%
20240111 — — 51.8% 9%
20240109 — — 58.7% 14%
20240108 — — 57.3% 13%
20240105 — — 49.5% 8%
20240104 — — 53.1% 10%
20240103 — — 60.7% 16%
20240102 — — 59.9% 15%
20231229 — — 40.9% 2%
20231228 — — 47.8% 7%
20231227 — — 45.3% 5%
20231226 — — 37.9% 0%
20231222 — — 60.4% 12%
20231221 — — 58.1% 10%
20231220 — — 57.2% 9%
20231219 — — 58.3% 10%
20231218 — — 54.1% 7%
20231215 — — 51.8% 6%
20231214 — — 46.5% 2%
20231213 — — 47.8% 3%
20231212 — — 53.8% 7%
20231211 — — 44.0% 0%
20231208 — — 47.4% 2%
20231207 — — 55.4% 8%
20231206 — — 46.9% 2%
20231205 — — 50.3% 4%
20231204 — — 47.0% 2%
20231201 — — 46.1% 1%
20231130 — — 53.8% 7%
20231129 — — 51.1% 5%
20231128 — — 46.8% 1%
20231127 — — 57.3% 9%
20231124 — — 53.4% 6%
20231122 — — 55.0% 7%
20231121 — — 53.3% 6%
20231120 — — 49.2% 3%

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.