AVXL · Expected Move
Anavex Life Sciences
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).
AVXL 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 AVXL Expected Move
30-Day Straddle
$1.00
7-Day Straddle
$1.00
30-Day ATM IV
—
IV Rank
—
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261027 | $1.00 | $1.00 | — | — |
| 20261026 | $0.80 | $0.80 | — | — |
| 20261023 | $0.55 | $0.55 | 218.8% | 79% |
| 20261022 | $13.88 | $13.88 | — | — |
| 20261021 | $13.60 | $13.60 | — | — |
| 20261020 | $2.77 | $2.77 | 101.4% | 17% |
| 20261019 | $0.47 | $0.47 | — | — |
| 20261016 | $0.55 | $0.33 | — | — |
| 20261015 | $3.02 | $0.38 | — | — |
| 20261014 | $7.95 | $0.48 | 149.1% | 42% |
| 20261013 | $1.75 | $0.33 | — | — |
| 20261012 | $0.62 | $0.50 | — | — |
| 20261009 | $0.88 | $0.58 | — | — |
| 20261008 | $0.72 | $0.42 | 258.4% | 100% |
| 20261007 | $0.95 | $0.42 | — | — |
| 20261006 | $0.75 | $2.95 | — | — |
| 20261005 | $0.62 | $0.45 | 160.3% | 50% |
| 20261002 | $0.25 | $0.25 | 124.4% | 30% |
| 20261001 | $0.28 | $0.28 | 101.1% | 18% |
| 20260930 | $0.28 | $0.28 | 108.5% | 22% |
| 20260929 | $0.70 | $0.70 | 102.9% | 19% |
| 20260928 | $0.60 | $0.60 | 138.1% | 38% |
| 20260925 | $0.57 | $0.57 | — | — |
| 20260924 | $0.55 | $0.55 | — | — |
| 20260923 | $0.62 | $0.62 | 104.8% | 20% |
| 20260922 | $0.57 | $0.57 | 90.2% | 12% |
| 20260921 | $0.60 | $0.60 | 99.1% | 17% |
| 20260918 | $0.57 | $0.45 | — | — |
| 20260917 | $0.62 | $0.50 | 111.0% | 23% |
| 20260916 | $0.48 | $1.73 | 177.6% | 60% |
| 20260915 | $0.72 | $1.85 | 114.4% | 25% |
| 20260914 | $0.65 | $1.02 | — | — |
| 20260911 | $0.65 | $0.55 | 100.5% | 17% |
| 20260910 | $0.68 | $0.57 | 93.3% | 13% |
| 20260909 | $0.57 | $0.47 | 78.7% | 5% |
| 20260908 | $0.53 | $0.33 | 93.1% | 13% |
| 20260904 | $0.43 | $0.40 | 86.1% | 10% |
| 20260903 | $0.62 | $0.55 | 95.7% | 15% |
| 20260902 | $0.50 | $0.50 | 103.0% | 19% |
| 20260901 | $0.60 | $0.60 | 100.5% | 17% |
| 20260831 | $0.40 | $0.40 | 68.7% | 0% |
| 20260828 | $0.30 | $0.30 | 70.5% | 0% |
| 20260827 | $1.88 | $1.88 | 101.4% | 16% |
| 20260826 | $0.53 | $0.53 | — | — |
| 20260825 | $0.72 | $0.72 | 93.4% | 12% |
| 20260824 | $0.62 | $0.62 | 89.1% | 10% |
| 20260821 | $0.57 | $0.62 | 83.9% | 7% |
| 20260820 | $0.62 | $0.35 | 87.6% | 9% |
| 20260819 | $0.70 | $0.62 | — | — |
| 20260818 | $0.60 | $0.30 | 101.6% | 17% |
| 20260817 | $0.72 | $0.33 | 93.2% | 12% |
| 20260814 | $0.68 | $0.35 | 86.2% | 8% |
| 20260813 | $0.88 | $0.53 | 98.7% | 15% |
| 20260812 | $0.75 | $8.07 | 86.7% | 8% |
| 20260811 | $0.97 | $1.23 | 90.1% | 10% |
| 20260810 | $0.88 | $0.55 | — | — |
| 20260807 | — | — | 102.3% | 17% |
| 20260806 | $0.73 | $0.62 | — | — |
| 20260805 | $0.40 | $0.40 | 92.7% | 12% |
| 20260804 | $0.50 | $0.50 | 85.0% | 7% |
More on AVXL
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.