AVXL (Anavex Life Sciences)

Expected Move & Straddle Price History

The expected move for AVXL 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).

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.

Current AVXL Expected Move
30-Day Straddle
$0.65
7-Day Straddle
$0.55
Avg IV
2.5%
IV Rank
46%
Implied one-standard-deviation move through the next 30 days. Compare to AVXL'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.
AVXL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260911 $0.65 $0.55 2.5% 46%
20260910 $0.68 $0.57 2.1% 32%
20260909 $0.57 $0.47 2.1% 34%
20260908 $0.53 $0.33 2.1% 32%
20260904 $0.43 $0.40 1.9% 27%
20260903 $0.62 $0.55 2.1% 35%
20260902 $0.50 $0.50 1.5% 16%
20260901 $0.60 $0.60 1.8% 25%
20260831 $0.40 $0.40 2.0% 30%
20260828 $0.30 $0.30 1.9% 27%
20260827 $1.88 $1.88 1.7% 23%
20260826 $0.53 $0.53 2.0% 30%
20260825 $0.72 $0.72 1.4% 13%
20260824 $0.62 $0.62 1.3% 11%
20260821 $0.57 $0.62 1.5% 15%
20260820 $0.62 $0.35 2.1% 34%
20260819 $0.70 $0.62 1.4% 12%
20260818 $0.60 $0.30 1.0% 0%
20260817 $0.72 $0.33 1.2% 5%
20260814 $0.68 $0.35 1.1% 2%
20260813 $0.88 $0.53 1.5% 15%
20260812 $0.75 $8.07 1.5% 14%
20260811 $0.97 $1.23 1.4% 9%
20260810 $0.88 $0.55 1.1% 1%
20260806 $0.73 $0.62 1.4% 10%
20260805 $0.40 $0.40 2.1% 31%
20260804 $0.50 $0.50 1.7% 21%
20260803 $0.48 $0.48 2.5% 45%
20260731 $0.53 $0.53 1.9% 25%
20260730 $1.35 $1.35 2.9% 57%
20260729 $1.45 $1.45 2.3% 38%
20260728 $0.70 $0.70 1.9% 25%
20260727 $0.57 $0.57 1.9% 26%
20260724 $1.45 $1.45 2.0% 28%
20260723 $1.98 $1.98 1.4% 10%
20260722 $0.67 $0.67 1.6% 18%
20260721 $0.70 $0.70 1.5% 12%
20260720 $0.57 $0.57 1.2% 5%
20260716 $0.72 $1.85 1.5% 14%
20260715 $0.70 $1.32 1.7% 19%
20260714 $0.57 $0.40 1.4% 12%
20260713 $0.67 $1.88 1.1% 2%
20260710 $0.78 $1.68 1.8% 22%
20260709 $0.73 $2.80 1.2% 5%
20260708 $0.70 $0.40 1.1% 0%
20260707 $0.70 $0.45 1.1% 0%
20260706 $0.70 $0.42 1.4% 0%
20260702 $0.47 $0.47 2.9% 49%
20260701 $0.50 $0.50 2.7% 43%
20260630 $0.53 $0.53 2.6% 42%
20260629 $0.55 $0.55 2.3% 32%
20260626 $0.57 $0.57 2.5% 40%
20260625 $0.97 $0.97 2.2% 30%
20260624 $0.62 $0.62 2.0% 23%
20260623 $0.57 $0.57 2.3% 33%
20260622 $0.62 $0.62 2.0% 23%
20260618 $0.65 $0.35 1.8% 16%
20260617 $0.62 $0.38 2.5% 39%
20260616 $0.75 $0.53 1.9% 21%
20260615 $1.07 $0.50 1.9% 20%