AVY · Expected Move
Avery Dennison Corp.
The expected move for AVY 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).
AVY 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 AVY Expected Move
30-Day Straddle
$11.80
7-Day Straddle
$11.80
30-Day ATM IV
28.8%
IV Rank
51%
Implied one-standard-deviation move through the next 30 days. Compare to AVY'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.
AVY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $11.80 | $11.80 | 28.8% | 51% |
| 20261023 | $12.00 | $12.00 | 29.0% | 52% |
| 20261022 | $13.05 | $13.05 | 31.2% | 68% |
| 20261021 | $12.35 | $12.35 | 29.5% | 56% |
| 20261020 | $11.40 | $11.40 | 27.9% | 44% |
| 20261019 | $12.25 | $12.25 | 29.1% | 53% |
| 20261016 | $12.55 | $1.62 | 29.0% | 52% |
| 20261015 | $13.35 | $2.77 | 29.9% | 59% |
| 20261014 | $12.75 | $4.50 | 28.6% | 49% |
| 20261013 | $13.25 | $3.60 | 30.3% | 62% |
| 20261012 | $13.90 | $4.42 | 31.3% | 69% |
| 20261009 | $13.80 | $5.38 | 29.9% | 59% |
| 20261008 | $14.00 | $5.97 | 29.5% | 56% |
| 20261007 | $14.25 | $6.18 | 30.2% | 61% |
| 20261006 | $14.85 | $6.33 | 30.5% | 63% |
| 20261005 | $14.20 | $6.20 | 29.2% | 54% |
| 20261002 | $7.10 | $7.10 | 29.2% | 54% |
| 20261001 | $7.40 | $7.40 | 28.3% | 47% |
| 20260930 | $7.08 | $7.08 | 28.8% | 51% |
| 20260929 | $7.67 | $7.67 | 29.8% | 59% |
| 20260928 | $8.97 | $8.97 | 30.2% | 61% |
| 20260925 | $8.70 | $8.70 | 28.4% | 48% |
| 20260924 | $9.30 | $9.30 | 29.5% | 56% |
| 20260923 | $9.45 | $9.45 | 28.2% | 47% |
| 20260922 | $8.85 | $8.85 | 27.3% | 40% |
| 20260921 | $9.15 | $9.15 | 27.7% | 43% |
| 20260918 | $10.15 | $3.17 | 26.3% | 32% |
| 20260917 | $10.03 | $3.75 | 25.9% | 29% |
| 20260916 | $11.50 | $4.50 | 28.4% | 48% |
| 20260915 | $11.50 | $4.30 | 27.3% | 40% |
| 20260914 | $9.95 | $4.08 | 24.7% | 20% |
| 20260911 | $11.60 | $5.50 | 27.8% | 43% |
| 20260910 | $11.40 | $5.70 | 27.0% | 38% |
| 20260909 | $11.40 | $6.18 | 26.9% | 37% |
| 20260908 | $12.60 | $6.45 | 28.3% | 47% |
| 20260904 | $12.25 | $6.57 | 25.7% | 28% |
| 20260903 | $11.95 | $7.20 | 25.2% | 25% |
| 20260902 | $7.72 | $7.72 | 26.6% | 35% |
| 20260901 | $7.90 | $7.90 | 25.6% | 27% |
| 20260831 | $8.20 | $8.20 | 26.2% | 31% |
| 20260828 | $8.35 | $8.35 | 26.0% | 30% |
| 20260827 | $8.65 | $8.65 | 25.6% | 27% |
| 20260826 | $9.03 | $9.03 | 24.4% | 18% |
| 20260825 | $9.10 | $9.10 | 25.6% | 27% |
| 20260824 | $9.35 | $9.35 | 24.8% | 22% |
| 20260821 | $9.70 | $1.50 | 23.7% | 13% |
| 20260820 | $10.15 | $3.35 | 24.0% | 15% |
| 20260819 | $10.30 | $4.25 | 23.7% | 13% |
| 20260818 | $9.60 | $3.85 | 21.9% | 0% |
| 20260817 | $10.30 | $4.55 | 23.9% | 10% |
| 20260814 | $10.30 | $4.42 | 22.9% | 2% |
| 20260813 | $11.20 | $4.70 | 24.9% | 18% |
| 20260812 | $11.45 | $5.50 | 24.3% | 13% |
| 20260811 | $10.35 | $5.57 | 22.6% | 0% |
| 20260810 | $10.65 | $6.38 | 23.2% | 0% |
| 20260807 | — | — | 23.1% | 0% |
| 20260806 | $12.20 | $7.20 | 25.6% | 17% |
| 20260805 | $7.20 | $7.20 | 24.8% | 10% |
| 20260804 | $7.88 | $7.88 | 25.2% | 13% |
| 20260803 | $8.22 | $8.22 | 26.9% | 28% |
More on AVY
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.