AU · Expected Move
AngloGold Ashanti plc
The expected move for AU 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).
AU 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 AU Expected Move
30-Day Straddle
$9.62
7-Day Straddle
$9.62
30-Day ATM IV
44.7%
IV Rank
11%
Implied one-standard-deviation move through the next 30 days. Compare to AU'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.
AU Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $9.62 | $9.62 | 44.7% | 11% |
| 20261020 | $10.80 | $10.80 | 51.3% | 43% |
| 20261019 | $10.55 | $10.55 | 47.5% | 24% |
| 20261016 | $10.25 | $3.08 | 46.3% | 16% |
| 20261015 | $12.00 | $2.12 | 49.8% | 33% |
| 20261014 | $10.78 | $2.90 | 46.7% | 18% |
| 20261013 | $11.57 | $4.08 | 47.1% | 20% |
| 20261012 | $10.65 | $4.47 | 42.8% | 0% |
| 20261009 | $11.85 | $4.45 | 46.1% | 0% |
| 20261008 | $12.35 | $4.62 | 48.7% | 12% |
| 20261007 | $11.60 | $4.92 | 46.6% | 1% |
| 20261006 | $13.15 | $5.70 | 48.9% | 14% |
| 20261005 | $13.25 | $5.35 | 48.5% | 11% |
| 20261002 | $6.12 | $6.12 | 48.5% | 11% |
| 20261001 | $6.80 | $6.80 | 47.9% | 8% |
| 20260930 | $7.20 | $7.20 | 49.0% | 14% |
| 20260929 | $7.45 | $7.45 | 54.1% | 43% |
| 20260928 | $7.83 | $7.83 | 50.5% | 22% |
| 20260925 | $8.35 | $8.35 | 47.4% | 5% |
| 20260924 | $9.50 | $9.50 | 50.4% | 22% |
| 20260923 | $9.95 | $9.95 | 51.5% | 28% |
| 20260922 | $10.55 | $10.55 | 51.0% | 25% |
| 20260921 | $10.40 | $10.40 | 50.7% | 24% |
| 20260918 | $11.65 | $2.55 | 49.3% | 16% |
| 20260917 | $11.40 | $3.62 | 47.5% | 6% |
| 20260916 | $11.60 | $4.62 | 51.1% | 26% |
| 20260915 | $12.15 | $4.42 | 52.0% | 31% |
| 20260914 | $13.05 | $5.15 | 55.0% | 48% |
| 20260911 | $13.75 | $5.82 | 52.8% | 35% |
| 20260910 | $13.20 | $6.80 | 51.4% | 27% |
| 20260909 | $14.65 | $8.07 | 53.2% | 37% |
| 20260908 | $15.75 | $8.18 | 54.6% | 45% |
| 20260904 | $14.25 | $8.65 | 49.0% | 14% |
| 20260903 | $16.45 | $9.90 | 53.6% | 40% |
| 20260902 | $10.70 | $10.70 | 52.3% | 33% |
| 20260901 | $10.10 | $10.10 | 53.9% | 41% |
| 20260831 | $10.70 | $10.70 | 53.8% | 41% |
| 20260828 | $12.05 | $12.05 | 54.2% | 43% |
| 20260827 | $13.45 | $13.45 | 57.0% | 59% |
| 20260826 | $13.45 | $13.45 | 56.6% | 57% |
| 20260825 | $14.20 | $14.20 | 56.6% | 57% |
| 20260824 | $14.55 | $14.55 | 58.1% | 65% |
| 20260821 | $15.80 | $2.08 | 59.3% | 71% |
| 20260820 | $14.20 | $2.58 | 55.3% | 49% |
| 20260819 | $13.60 | $3.77 | 53.7% | 40% |
| 20260818 | $11.75 | $4.50 | 49.2% | 15% |
| 20260817 | $11.65 | $4.65 | 49.6% | 17% |
| 20260814 | $12.70 | $5.03 | 52.7% | 30% |
| 20260813 | $13.20 | $6.10 | 55.7% | 44% |
| 20260812 | $13.30 | $7.05 | 52.9% | 31% |
| 20260811 | $11.65 | $6.80 | 46.5% | 0% |
| 20260810 | $13.85 | $7.93 | 52.9% | 23% |
| 20260807 | — | — | 51.9% | 14% |
| 20260806 | $12.75 | $7.88 | 52.0% | 15% |
| 20260805 | $8.10 | $8.10 | 51.2% | 11% |
| 20260804 | $7.22 | $7.22 | 48.7% | 0% |
| 20260803 | $7.50 | $7.50 | 48.7% | 0% |
| 20260731 | $7.70 | $7.70 | 49.4% | 0% |
| 20260730 | $9.02 | $9.02 | 51.8% | 9% |
| 20260729 | $9.25 | $9.25 | 54.6% | 22% |
More on AU
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.