ATRA · Expected Move

Atara Biotherapeutics, Inc

The expected move for ATRA 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).

ATRA straddle price & implied vol

60 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 ATRA Expected Move
30-Day Straddle
$4.80
7-Day Straddle
$4.80
30-Day ATM IV
—
IV Rank
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Implied one-standard-deviation move through the next 30 days. Compare to ATRA'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.
ATRA Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20241220 $4.80 $4.80 — —
20241219 $4.60 $4.60 — —
20241218 $4.80 $4.80 — —
20241217 $4.80 $4.80 — —
20241216 $4.80 $4.80 — —
20241213 $4.80 $4.80 — —
20241212 $4.70 $4.70 — —
20241211 $4.70 $4.70 — —
20241210 $4.70 $4.70 — —
20241209 $4.70 $4.70 — —
20241206 $4.70 $4.70 — —
20241129 $4.70 $4.70 — —
20241127 $4.70 $4.70 — —
20241126 $4.70 $4.70 — —
20241125 $4.73 $4.73 — —
20241122 $4.80 $4.80 — —
20241121 $4.80 $4.80 — —
20241120 $4.70 $4.70 — —
20241119 $4.70 $4.70 — —
20241118 $4.70 $4.70 — —
20241115 $4.70 $4.70 — —
20241114 $4.65 $4.65 — —
20241113 $7.25 $7.25 — —
20241112 $4.70 $4.70 — —
20241111 $4.70 $4.70 — —
20241108 $4.80 $4.80 — —
20241107 $4.80 $4.80 — —
20241106 $4.80 $4.80 — —
20241105 $4.70 $4.70 — —
20241104 $4.80 $4.80 — —
20241101 $4.80 $4.80 — —
20241031 $4.80 $4.80 — —
20241030 $4.80 $4.80 — —
20241029 $4.80 $4.80 — —
20241028 $4.90 $4.90 — —
20241025 $4.90 $4.90 — —
20241024 $4.90 $4.90 — —
20241023 $4.80 $4.80 — —
20241022 $4.80 $4.80 — —
20241021 $4.80 $4.80 — —
20241018 $4.80 $4.80 — —
20241017 $4.85 $4.85 — —
20241016 $4.83 $4.83 — —
20241015 $4.90 $4.90 — —
20241014 $4.83 $4.83 — —
20241011 $4.90 $4.90 — —
20241010 $4.90 $4.90 — —
20241009 $4.90 $4.90 — —
20241008 $4.90 $4.90 — —
20241007 $4.90 $4.90 — —
20241004 $4.90 $4.90 — —
20241003 $4.90 $4.90 — —
20241002 $4.90 $4.90 — —
20241001 $4.90 $4.90 — —
20240930 $4.90 $4.90 — —
20240927 $4.90 $4.90 — —
20240926 $4.90 $4.90 — —
20240925 $4.90 $4.90 — —
20240924 $4.90 $4.90 — —
20240923 $4.90 $4.90 — —

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.