ATR · Expected Move
AptarGroup, Inc.
The expected move for ATR 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).
ATR 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 ATR Expected Move
30-Day Straddle
$9.97
7-Day Straddle
$6.30
30-Day ATM IV
27.0%
IV Rank
26%
Implied one-standard-deviation move through the next 30 days. Compare to ATR'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.
ATR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $9.97 | $6.30 | 27.0% | 26% |
| 20261106 | $10.50 | $7.17 | 27.8% | 30% |
| 20261105 | $10.25 | $7.08 | 26.9% | 25% |
| 20261104 | $6.30 | $6.30 | 24.2% | 8% |
| 20261103 | $7.22 | $7.22 | 25.5% | 16% |
| 20261102 | $6.90 | $6.90 | 24.6% | 11% |
| 20261030 | $7.08 | $7.08 | 25.7% | 17% |
| 20261029 | $8.57 | $8.57 | 30.9% | 50% |
| 20261028 | $8.03 | $8.03 | 29.7% | 42% |
| 20261027 | $8.80 | $8.80 | 32.1% | 57% |
| 20261026 | $8.77 | $8.77 | 31.3% | 52% |
| 20261023 | $9.03 | $9.03 | 30.8% | 50% |
| 20261022 | $9.30 | $9.30 | 30.9% | 50% |
| 20261021 | $8.12 | $8.12 | 28.0% | 32% |
| 20261020 | $8.88 | $8.88 | 30.2% | 45% |
| 20261019 | $8.80 | $8.80 | 29.7% | 42% |
| 20261016 | $9.48 | $1.27 | 30.7% | 49% |
| 20261015 | $9.20 | $2.08 | 29.2% | 40% |
| 20261014 | $9.40 | $3.00 | 30.8% | 50% |
| 20261013 | $9.45 | $3.08 | 30.8% | 49% |
| 20261012 | $9.10 | $3.40 | 29.5% | 41% |
| 20261009 | $9.65 | $4.20 | 29.6% | 42% |
| 20261008 | $9.88 | $4.18 | 29.4% | 40% |
| 20261007 | $9.55 | $4.50 | 28.7% | 36% |
| 20261006 | $10.30 | $4.70 | 30.5% | 47% |
| 20261005 | $10.40 | $4.00 | 29.4% | 40% |
| 20261002 | $5.20 | $5.20 | 29.0% | 38% |
| 20261001 | $5.20 | $5.20 | 28.2% | 33% |
| 20260930 | $5.40 | $5.40 | 27.7% | 30% |
| 20260929 | $5.65 | $5.65 | 27.1% | 26% |
| 20260928 | $5.88 | $5.88 | 27.6% | 29% |
| 20260925 | $6.40 | $6.40 | 27.5% | 28% |
| 20260924 | $5.97 | $5.97 | 26.2% | 20% |
| 20260923 | $6.22 | $6.22 | 26.6% | 23% |
| 20260922 | $6.60 | $6.60 | 26.9% | 25% |
| 20260921 | $7.00 | $7.00 | 27.7% | 30% |
| 20260918 | $7.18 | $2.42 | 26.3% | 21% |
| 20260917 | $7.25 | $1.82 | 25.3% | 15% |
| 20260916 | $7.62 | $3.40 | 26.7% | 24% |
| 20260915 | $7.33 | $2.58 | 25.4% | 15% |
| 20260914 | $7.90 | $3.65 | 26.9% | 25% |
| 20260911 | $8.07 | $4.38 | 26.5% | 23% |
| 20260910 | $8.00 | $4.85 | 25.4% | 16% |
| 20260909 | $8.10 | $4.92 | 26.3% | 21% |
| 20260908 | $7.72 | $4.80 | 24.7% | 11% |
| 20260904 | $8.18 | $5.43 | 24.2% | 8% |
| 20260903 | $8.62 | $5.30 | 23.7% | 5% |
| 20260902 | $5.05 | $5.05 | 23.5% | 4% |
| 20260901 | $5.53 | $5.53 | 23.7% | 5% |
| 20260831 | $5.40 | $5.40 | 22.9% | 0% |
| 20260828 | $6.22 | $6.22 | 24.3% | 2% |
| 20260827 | $6.25 | $6.25 | 24.0% | 0% |
| 20260826 | $6.97 | $6.97 | 25.6% | 3% |
| 20260825 | $7.18 | $7.18 | 25.7% | 3% |
| 20260824 | $7.83 | $7.83 | 26.9% | 12% |
| 20260821 | $8.18 | $1.27 | 27.1% | 14% |
| 20260820 | $7.88 | $2.90 | 25.7% | 3% |
| 20260819 | $8.25 | $3.83 | 26.3% | 8% |
| 20260818 | $9.12 | $4.35 | 28.3% | 23% |
| 20260817 | $8.55 | $4.42 | 26.9% | 12% |
More on ATR
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.