AUDC · Expected Move
AudioCodes Ltd
The expected move for AUDC 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).
AUDC 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 AUDC Expected Move
30-Day Straddle
$1.55
7-Day Straddle
$1.25
30-Day ATM IV
46.5%
IV Rank
21%
Implied one-standard-deviation move through the next 30 days. Compare to AUDC'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.
AUDC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $1.55 | $1.25 | 46.5% | 21% |
| 20261015 | $1.85 | $1.15 | 52.7% | 30% |
| 20261014 | $1.90 | $1.70 | 54.5% | 32% |
| 20261013 | $1.85 | $1.05 | 50.8% | 27% |
| 20261012 | $1.73 | $1.23 | 49.2% | 25% |
| 20261009 | $1.90 | $1.12 | 60.4% | 41% |
| 20261008 | $1.95 | $1.40 | 66.9% | 51% |
| 20261007 | $1.05 | $1.23 | 53.8% | 31% |
| 20261006 | $2.00 | $1.32 | 61.6% | 43% |
| 20261005 | $1.80 | $1.45 | 58.7% | 39% |
| 20261002 | $1.52 | $1.52 | 56.5% | 35% |
| 20261001 | $1.77 | $1.77 | 55.1% | 33% |
| 20260930 | $1.35 | $1.35 | 43.1% | 16% |
| 20260929 | $1.02 | $1.02 | 45.2% | 19% |
| 20260928 | $1.55 | $1.55 | 50.3% | 26% |
| 20260925 | $0.90 | $0.90 | 57.8% | 37% |
| 20260924 | $0.90 | $0.90 | 57.6% | 37% |
| 20260923 | $0.90 | $0.90 | 40.2% | 11% |
| 20260922 | $0.75 | $0.75 | 40.4% | 12% |
| 20260921 | $0.88 | $0.88 | 39.9% | 11% |
| 20260918 | $1.30 | $0.45 | 44.3% | 17% |
| 20260917 | $0.82 | $0.53 | 41.4% | 13% |
| 20260916 | $0.80 | $0.55 | — | — |
| 20260915 | $0.80 | $0.40 | 34.0% | 2% |
| 20260914 | $0.75 | $0.70 | 39.3% | 10% |
| 20260911 | $1.20 | $0.90 | 49.3% | 25% |
| 20260910 | $1.50 | $0.97 | 63.3% | 45% |
| 20260909 | $0.88 | $0.45 | 37.7% | 8% |
| 20260908 | $0.98 | $0.43 | 38.1% | 8% |
| 20260904 | $0.75 | $0.62 | 41.0% | 5% |
| 20260903 | $1.05 | $0.45 | 35.2% | 2% |
| 20260902 | $0.55 | $0.55 | 35.2% | 2% |
| 20260901 | $0.70 | $0.70 | 34.2% | 1% |
| 20260831 | $0.53 | $0.53 | 32.6% | 0% |
| 20260828 | $0.65 | $0.65 | 35.3% | 0% |
| 20260827 | $0.70 | $0.70 | 37.9% | 0% |
| 20260826 | $0.88 | $0.88 | 54.8% | 9% |
| 20260825 | $0.75 | $0.75 | 39.9% | 0% |
| 20260824 | $1.08 | $1.08 | 50.4% | 6% |
| 20260821 | $1.00 | $0.45 | — | — |
| 20260820 | $1.00 | $0.82 | 46.8% | 3% |
| 20260819 | $1.10 | $0.62 | 51.8% | 7% |
| 20260818 | $0.93 | $0.65 | 41.1% | 0% |
| 20260817 | $1.00 | $0.50 | 44.3% | 0% |
| 20260814 | $1.15 | $0.55 | 53.1% | 5% |
| 20260813 | $1.05 | $0.42 | 59.1% | 9% |
| 20260812 | $1.10 | $0.62 | 46.3% | 1% |
| 20260811 | $1.15 | $0.73 | — | — |
| 20260810 | $1.12 | $0.73 | 49.0% | 2% |
| 20260806 | $1.40 | $1.05 | 58.1% | 8% |
| 20260805 | $1.00 | $1.00 | 52.0% | 4% |
| 20260804 | $0.95 | $0.95 | 49.7% | 3% |
| 20260803 | $1.38 | $1.38 | 79.0% | 21% |
| 20260731 | $1.40 | $1.40 | 80.6% | 22% |
| 20260730 | $1.38 | $1.38 | 67.4% | 14% |
| 20260729 | $1.62 | $1.62 | 81.3% | 23% |
| 20260728 | $1.05 | $1.05 | 59.2% | 9% |
| 20260727 | $2.05 | $2.05 | 88.7% | 27% |
| 20260724 | $2.00 | $2.00 | — | — |
| 20260723 | $1.53 | $1.53 | 75.8% | 19% |
More on AUDC
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.