AXS · Expected Move
Axis Capital Holders Limited
The expected move for AXS 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).
AXS 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 AXS Expected Move
30-Day Straddle
$6.12
7-Day Straddle
$6.12
30-Day ATM IV
26.0%
IV Rank
48%
Implied one-standard-deviation move through the next 30 days. Compare to AXS'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.
AXS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $6.12 | $6.12 | 26.0% | 48% |
| 20261016 | $6.80 | $2.07 | 27.5% | 62% |
| 20261015 | $6.78 | $2.67 | 27.3% | 60% |
| 20261014 | $6.60 | $2.75 | 25.2% | 40% |
| 20261013 | $7.23 | $2.60 | 28.3% | 70% |
| 20261012 | $7.05 | $3.00 | 27.1% | 59% |
| 20261009 | $7.20 | $3.03 | 25.9% | 48% |
| 20261008 | $8.12 | $3.40 | 28.0% | 68% |
| 20261007 | $7.03 | $3.70 | 27.1% | 59% |
| 20261006 | $6.92 | $3.27 | 25.5% | 43% |
| 20261005 | $7.53 | $3.20 | 26.8% | 55% |
| 20261002 | $3.70 | $3.70 | 28.1% | 69% |
| 20261001 | $4.57 | $4.57 | 27.5% | 63% |
| 20260930 | $3.80 | $3.80 | 26.6% | 54% |
| 20260929 | $3.78 | $3.78 | 25.3% | 42% |
| 20260928 | $4.55 | $4.55 | 28.0% | 67% |
| 20260925 | $4.80 | $4.80 | 26.6% | 54% |
| 20260924 | $4.68 | $4.68 | 26.4% | 52% |
| 20260923 | $4.55 | $4.55 | 24.8% | 37% |
| 20260922 | $4.88 | $4.88 | 24.2% | 31% |
| 20260921 | $5.58 | $5.58 | 25.7% | 45% |
| 20260918 | $4.97 | $2.72 | 22.5% | 15% |
| 20260917 | $5.70 | $2.35 | 25.5% | 43% |
| 20260916 | $6.05 | $3.20 | 26.7% | 55% |
| 20260915 | $5.53 | $2.55 | 23.4% | 24% |
| 20260914 | $5.90 | $2.10 | 25.1% | 40% |
| 20260911 | $5.60 | $3.35 | 22.6% | 16% |
| 20260910 | $5.30 | $4.25 | 22.7% | 17% |
| 20260909 | $6.07 | $3.75 | 24.1% | 30% |
| 20260908 | $6.42 | $2.85 | 25.8% | 46% |
| 20260904 | $5.78 | $2.92 | 20.9% | 0% |
| 20260903 | $5.78 | $3.38 | 21.5% | 0% |
| 20260902 | $4.43 | $4.43 | 22.7% | 4% |
| 20260901 | $4.28 | $4.28 | 23.0% | 8% |
| 20260831 | $4.30 | $4.30 | 22.5% | 3% |
| 20260828 | $4.38 | $4.38 | 22.4% | 1% |
| 20260827 | $4.28 | $4.28 | 22.3% | 0% |
| 20260826 | $5.03 | $5.03 | 23.6% | 0% |
| 20260825 | $5.00 | $5.00 | 23.6% | 0% |
| 20260824 | $4.90 | $4.90 | 23.6% | 0% |
| 20260821 | $5.47 | $2.95 | 24.3% | 6% |
| 20260820 | $5.57 | $3.55 | 24.6% | 9% |
| 20260819 | $6.00 | $3.05 | 26.6% | 35% |
| 20260818 | $5.88 | $3.67 | 24.6% | 9% |
| 20260817 | $5.60 | $3.90 | 23.9% | 0% |
| 20260814 | $6.10 | $3.12 | 24.2% | 3% |
| 20260813 | $6.10 | $3.60 | 24.9% | 11% |
| 20260812 | $5.85 | $3.58 | 24.3% | 4% |
| 20260811 | $6.32 | $3.47 | 23.9% | 0% |
| 20260810 | $7.82 | $5.20 | 28.5% | 53% |
| 20260807 | — | — | 24.8% | 10% |
| 20260806 | $7.22 | $5.10 | 26.8% | 32% |
| 20260805 | $4.90 | $4.90 | 26.7% | 31% |
| 20260804 | $5.45 | $5.45 | 26.8% | 33% |
| 20260803 | $5.00 | $5.00 | 24.0% | 0% |
| 20260731 | $5.15 | $5.15 | 24.6% | 7% |
| 20260730 | $5.55 | $5.55 | 26.3% | 26% |
| 20260729 | $5.72 | $5.72 | 26.1% | 24% |
| 20260728 | $7.62 | $7.62 | 29.9% | 68% |
| 20260727 | $8.02 | $8.02 | 30.7% | 78% |
More on AXS
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.