AXSM · Expected Move
Axsome Therapeutics, Inc
The expected move for AXSM 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).
AXSM 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 AXSM Expected Move
30-Day Straddle
$19.15
7-Day Straddle
$11.55
30-Day ATM IV
54.8%
IV Rank
53%
Implied one-standard-deviation move through the next 30 days. Compare to AXSM'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.
AXSM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $19.15 | $11.55 | 54.8% | 53% |
| 20261106 | $18.90 | $12.50 | 53.7% | 50% |
| 20261105 | $19.50 | $12.75 | 56.4% | 58% |
| 20261104 | $13.65 | $13.65 | 53.2% | 48% |
| 20261103 | $13.05 | $13.05 | 54.1% | 51% |
| 20261102 | $14.90 | $14.90 | 56.2% | 57% |
| 20261030 | $22.00 | $22.00 | 70.5% | 100% |
| 20261029 | $19.55 | $19.55 | 63.1% | 86% |
| 20261028 | $19.85 | $19.85 | 62.3% | 84% |
| 20261027 | $20.35 | $20.35 | 64.6% | 91% |
| 20261026 | $22.05 | $22.05 | 67.2% | 100% |
| 20261023 | $18.75 | $18.75 | 57.8% | 100% |
| 20261022 | $19.05 | $19.05 | 54.0% | 89% |
| 20261021 | $20.20 | $20.20 | 55.9% | 99% |
| 20261020 | $20.35 | $20.35 | 54.8% | 94% |
| 20261019 | $20.10 | $20.10 | 54.1% | 90% |
| 20261016 | $21.30 | $3.12 | 54.4% | 91% |
| 20261015 | $22.50 | $4.78 | 55.5% | 97% |
| 20261014 | $21.90 | $7.47 | 52.9% | 84% |
| 20261013 | $21.65 | $7.88 | 53.6% | 87% |
| 20261012 | $21.70 | $9.00 | 49.9% | 69% |
| 20261009 | $22.40 | $9.43 | 48.7% | 62% |
| 20261008 | $22.70 | $9.50 | 48.8% | 63% |
| 20261007 | $22.80 | $9.50 | 46.6% | 53% |
| 20261006 | $22.95 | $10.00 | 46.5% | 53% |
| 20261005 | $24.40 | $11.10 | 47.8% | 60% |
| 20261002 | $11.65 | $11.65 | 45.7% | 49% |
| 20261001 | $12.45 | $12.45 | 45.1% | 52% |
| 20260930 | $12.00 | $12.00 | 44.7% | 50% |
| 20260929 | $13.70 | $13.70 | 45.1% | 52% |
| 20260928 | $15.00 | $15.00 | 45.6% | 54% |
| 20260925 | $15.30 | $15.30 | 44.4% | 49% |
| 20260924 | $16.85 | $16.85 | 45.4% | 53% |
| 20260923 | $16.00 | $16.00 | 42.7% | 42% |
| 20260922 | $15.60 | $15.60 | 40.2% | 30% |
| 20260921 | $17.75 | $17.75 | 40.9% | 34% |
| 20260918 | $17.85 | $3.35 | 38.7% | 24% |
| 20260917 | $20.35 | $6.10 | 41.3% | 36% |
| 20260916 | $20.10 | $6.70 | 41.2% | 38% |
| 20260915 | $20.25 | $8.95 | 41.6% | 40% |
| 20260914 | $21.65 | $10.70 | 40.9% | 37% |
| 20260911 | $21.10 | $11.75 | 39.2% | 30% |
| 20260910 | $20.50 | $10.05 | 38.8% | 29% |
| 20260909 | $20.65 | $10.50 | 38.7% | 28% |
| 20260908 | $22.00 | $11.65 | 40.4% | 17% |
| 20260904 | $21.80 | $12.28 | 37.9% | 12% |
| 20260903 | $21.95 | $13.25 | 38.2% | 12% |
| 20260902 | $13.80 | $13.80 | 38.6% | 13% |
| 20260901 | $13.85 | $13.85 | 39.5% | 15% |
| 20260831 | $13.55 | $13.55 | 38.8% | 13% |
| 20260828 | $13.60 | $13.60 | 37.3% | 10% |
| 20260827 | $15.45 | $15.45 | 38.1% | 12% |
| 20260826 | $16.60 | $16.60 | 39.6% | 15% |
| 20260825 | $16.45 | $16.45 | 38.5% | 13% |
| 20260824 | $17.20 | $17.20 | 39.4% | 15% |
| 20260821 | $18.20 | $3.40 | 39.2% | 14% |
| 20260820 | $18.95 | $4.42 | 40.0% | 16% |
| 20260819 | $20.55 | $6.50 | 40.8% | 17% |
| 20260818 | $20.60 | $7.40 | 40.0% | 16% |
| 20260817 | $20.95 | $8.32 | 39.7% | 15% |
More on AXSM
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.