AUTL · Expected Move

Autolus Therapeutics plc American Depositary Share

The expected move for AUTL 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).

AUTL 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 AUTL Expected Move
30-Day Straddle
$0.40
7-Day Straddle
$0.73
30-Day ATM IV
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IV Rank
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Implied one-standard-deviation move through the next 30 days. Compare to AUTL'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.
AUTL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $0.40 $0.73 — —
20261106 $1.00 $0.68 168.5% 38%
20261105 $8.05 $1.15 — —
20261104 $0.75 $0.75 — —
20261103 $7.72 $7.72 — —
20261102 $0.90 $0.90 273.2% 81%
20261030 $0.53 $0.53 — —
20261029 $0.88 $0.88 — —
20261028 $0.97 $0.97 297.6% 91%
20261027 $0.80 $0.80 — —
20261026 $0.80 $0.80 211.5% 56%
20261023 $0.62 $0.62 — —
20261022 $1.05 $1.05 178.6% 42%
20261021 $0.78 $0.78 232.3% 64%
20261020 $0.85 $0.85 — —
20261019 $1.07 $1.07 208.0% 54%
20261016 $0.45 $1.07 — —
20261015 $0.68 $1.20 — —
20261014 $0.75 $1.00 157.4% 34%
20261013 $1.00 $1.00 — —
20261012 $1.00 $0.88 — —
20261009 $0.72 $0.75 — —
20261008 $0.78 $1.02 193.7% 48%
20261007 $0.60 $1.05 195.5% 49%
20261006 $0.47 $8.00 176.4% 41%
20261005 $0.60 $1.00 248.8% 71%
20261002 $0.35 $0.35 188.3% 46%
20261001 $0.85 $0.85 — —
20260930 $0.60 $0.60 — —
20260929 $8.00 $8.00 — —
20260928 $0.55 $0.55 104.9% 12%
20260925 $1.10 $1.10 — —
20260924 $0.97 $0.97 130.8% 23%
20260923 $0.97 $0.97 85.0% 4%
20260922 $0.62 $0.62 — —
20260921 $0.67 $0.67 — —
20260918 $0.65 $0.53 — —
20260917 $0.95 $0.57 — —
20260916 $0.70 $0.85 — —
20260915 $0.57 $0.53 — —
20260914 $0.68 $0.53 — —
20260911 $0.72 $0.68 — —
20260910 $7.72 $0.50 — —
20260909 $0.72 $0.43 — —
20260908 $0.60 $0.43 165.8% 37%
20260904 $0.90 $0.72 — —
20260903 $1.02 $1.02 294.9% 90%
20260902 $0.88 $0.88 115.7% 17%
20260901 $0.40 $0.40 — —
20260831 $0.47 $0.47 — —
20260828 $0.50 $0.50 139.3% 26%
20260827 $0.60 $0.60 — —
20260826 $0.62 $0.62 137.4% 26%
20260825 $0.62 $0.62 170.5% 39%
20260824 $1.00 $1.00 198.8% 51%
20260821 $0.55 $0.88 145.0% 29%
20260820 $0.50 $7.58 122.4% 19%
20260819 $0.57 $0.15 130.7% 13%
20260818 $1.00 $1.00 169.7% 15%
20260817 $0.50 $8.00 169.1% 15%

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.