AVLN · Expected Move
Avalyn Pharma Inc. Common Stock
The expected move for AVLN 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).
AVLN straddle price & implied vol
23 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 AVLN Expected Move
30-Day Straddle
$5.20
7-Day Straddle
$4.12
30-Day ATM IV
67.6%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to AVLN'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.
AVLN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261111 | $5.20 | $4.12 | 67.6% | 18% |
| 20261110 | $5.95 | $4.90 | 78.7% | 45% |
| 20261109 | $6.00 | $4.03 | 79.4% | 46% |
| 20261106 | $5.95 | $4.15 | 75.0% | 36% |
| 20261105 | $5.05 | $4.80 | 88.3% | — |
| 20261104 | $3.73 | $3.73 | 77.5% | — |
| 20261103 | $5.28 | $5.28 | 82.2% | — |
| 20261102 | $4.10 | $4.10 | 82.0% | — |
| 20261030 | $6.00 | $6.00 | 102.0% | — |
| 20261029 | $4.15 | $4.15 | 72.0% | — |
| 20261028 | $4.12 | $4.12 | 80.8% | — |
| 20261027 | $3.67 | $3.67 | 69.8% | — |
| 20261026 | $4.68 | $4.68 | 71.6% | — |
| 20261023 | $4.40 | $4.40 | 76.2% | — |
| 20261022 | $4.33 | $4.33 | 64.7% | — |
| 20261021 | $3.58 | $3.58 | 62.5% | — |
| 20261020 | $3.65 | $3.65 | 63.8% | — |
| 20261019 | $3.45 | $3.45 | 62.0% | — |
| 20261016 | $3.73 | $1.18 | 62.3% | — |
| 20261015 | $3.80 | $0.77 | 60.8% | — |
| 20261014 | $3.77 | $1.55 | 61.6% | — |
| 20261013 | $3.75 | $1.57 | 60.1% | — |
| 20261012 | $3.90 | $1.32 | 60.1% | — |
More on AVLN
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.