ATS · Expected Move
ATS Corporation
The expected move for ATS 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).
ATS 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 ATS Expected Move
30-Day Straddle
$1.75
7-Day Straddle
$0.93
30-Day ATM IV
41.6%
IV Rank
13%
Implied one-standard-deviation move through the next 30 days. Compare to ATS'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.
ATS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $1.75 | $0.93 | 41.6% | 13% |
| 20261106 | $2.60 | $0.97 | 46.4% | 22% |
| 20261105 | $1.65 | $1.25 | 38.7% | 8% |
| 20261104 | $2.12 | $2.12 | 54.6% | 36% |
| 20261103 | $2.48 | $2.48 | 67.6% | 60% |
| 20261102 | $2.27 | $2.27 | 60.9% | 48% |
| 20261030 | $3.03 | $3.03 | 52.8% | 33% |
| 20261029 | $2.10 | $2.10 | 50.0% | 28% |
| 20261028 | $2.28 | $2.28 | 56.9% | 41% |
| 20261027 | $2.20 | $2.20 | 52.6% | 33% |
| 20261026 | $2.65 | $2.65 | 70.6% | 65% |
| 20261023 | $2.50 | $2.50 | 54.6% | 37% |
| 20261022 | $2.30 | $2.30 | 50.9% | 30% |
| 20261021 | $2.30 | $2.30 | 61.2% | 48% |
| 20261020 | $2.65 | $2.65 | 49.3% | 27% |
| 20261019 | $2.73 | $2.73 | 50.0% | 28% |
| 20261016 | $2.45 | $0.83 | 51.5% | 31% |
| 20261015 | $2.98 | $0.97 | 63.9% | 53% |
| 20261014 | $2.17 | $1.12 | 58.5% | 44% |
| 20261013 | $2.62 | $0.78 | 57.7% | 42% |
| 20261012 | $1.98 | $0.68 | 46.0% | 21% |
| 20261009 | $3.95 | $0.90 | 80.1% | 83% |
| 20261008 | $2.62 | $1.18 | 54.4% | 36% |
| 20261007 | $3.05 | $1.55 | 50.7% | 30% |
| 20261006 | $3.00 | $1.90 | 55.2% | 38% |
| 20261005 | $3.00 | $1.60 | 57.4% | 41% |
| 20261002 | $2.10 | $2.10 | 54.7% | 37% |
| 20261001 | $2.38 | $2.38 | 51.0% | 30% |
| 20260930 | $1.82 | $1.82 | 57.4% | 42% |
| 20260929 | $1.93 | $1.93 | 51.1% | 30% |
| 20260928 | $1.62 | $1.62 | 45.6% | 20% |
| 20260925 | $1.82 | $1.82 | 43.9% | 17% |
| 20260924 | $2.30 | $2.30 | 59.6% | 46% |
| 20260923 | $1.85 | $1.85 | 53.0% | 34% |
| 20260922 | $2.20 | $2.20 | 55.5% | 38% |
| 20260921 | $1.90 | $1.90 | 46.9% | 23% |
| 20260918 | $1.67 | $0.62 | 42.3% | 14% |
| 20260917 | $2.15 | $1.55 | 54.4% | 36% |
| 20260916 | $1.88 | $1.55 | 43.5% | 16% |
| 20260915 | $2.65 | $1.07 | 59.1% | 45% |
| 20260914 | $2.98 | $1.55 | 47.1% | 23% |
| 20260911 | $2.85 | $1.55 | 48.3% | 25% |
| 20260910 | $1.98 | $1.68 | 45.8% | 21% |
| 20260909 | $1.68 | $8.97 | 38.5% | 7% |
| 20260908 | $2.17 | $1.35 | 44.7% | 19% |
| 20260904 | $2.08 | $1.92 | 42.8% | 15% |
| 20260903 | $2.17 | $1.78 | 43.4% | 16% |
| 20260902 | $1.93 | $1.93 | 56.4% | 40% |
| 20260901 | $3.00 | $3.00 | 49.6% | 27% |
| 20260831 | $1.42 | $1.42 | 43.7% | 17% |
| 20260828 | $1.40 | $1.40 | 41.6% | 13% |
| 20260827 | $1.57 | $1.57 | 48.8% | 26% |
| 20260826 | $1.75 | $1.75 | 45.3% | 20% |
| 20260825 | $1.42 | $1.42 | 38.5% | 7% |
| 20260824 | $1.80 | $1.80 | 47.4% | 23% |
| 20260821 | $1.43 | $2.38 | 35.8% | 2% |
| 20260820 | $1.85 | $1.45 | 46.1% | 21% |
| 20260819 | $1.50 | $0.93 | 34.4% | 0% |
| 20260818 | $1.98 | $2.67 | 38.9% | 3% |
| 20260817 | $2.00 | $0.78 | 41.4% | 7% |
More on ATS
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.