AZUL (Azul S.A. American Depositary Shares, each representing two (2) Common Shares)

Expected Move & Straddle Price History

The expected move for AZUL 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 AZUL Expected Move
30-Day Straddle
$2.50
7-Day Straddle
$2.50
Avg IV
6.8%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to AZUL'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.
AZUL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260608 $2.50 $2.50 6.8% 100%
20260605 $2.50 $2.50 6.8% 100%
20260604 $2.50 $2.50 6.8% 100%
20260603 $2.50 $2.50 6.8% 100%
20250530 $0.00 $0.00 5.2% 82%
20250529 $0.00 $0.00 5.1% 79%
20250528 $0.00 $0.00 5.0% 77%
20250527 $0.17 $0.17 4.2% 59%
20250523 $0.20 $0.20 4.6% 69%
20250522 $0.20 $0.20 4.8% 74%
20250521 $0.20 $0.20 4.3% 62%
20250520 $0.23 $0.23 4.0% 56%
20250519 $0.23 $0.23 3.7% 50%
20250516 $0.23 $5.05 3.8% 44%
20250515 $0.30 $5.10 3.6% 41%
20250514 $0.28 $1.22 3.6% 41%
20250513 $0.33 $5.20 3.2% 34%
20250512 $0.35 $5.15 3.1% 33%
20250509 $5.10 $0.17 3.2% 34%
20250508 $0.25 $0.17 2.9% 27%
20250507 $0.22 $0.25 2.9% 27%
20250506 $0.25 $0.17 3.5% 40%
20250505 $0.33 $2.62 2.9% 28%
20250502 $5.25 $5.25 5.9% 83%
20250501 $0.23 $0.23 6.1% 87%
20250430 $0.38 $0.38 5.3% 73%
20250429 $0.38 $0.38 4.7% 61%
20250425 $0.47 $0.47 4.5% 57%
20250424 $0.40 $0.40 4.4% 56%
20250423 $0.52 $0.52 3.6% 41%
20250422 $0.00 $0.00 3.3% 36%
20250421 $0.50 $0.50 4.4% 56%
20250417 $0.53 $0.17 3.4% 37%
20250415 $0.50 $0.12 3.2% 34%
20250414 $0.47 $0.30 3.1% 31%
20250411 $0.55 $0.20 3.2% 34%
20250410 $0.53 $0.22 3.2% 33%
20250409 $0.42 $0.23 2.9% 28%
20250408 $0.42 $0.25 3.2% 34%
20250407 $0.38 $0.25 3.1% 31%
20250404 $0.48 $0.23 3.0% 30%
20250403 $0.47 $0.17 2.7% 24%
20250402 $0.45 $0.23 2.8% 27%
20250401 $0.28 $0.28 3.1% 32%
20250331 $0.28 $0.28 3.1% 32%
20250328 $0.45 $0.45 2.3% 17%
20250327 $0.40 $0.40 2.4% 19%
20250326 $0.45 $0.45 3.2% 33%
20250325 $0.62 $0.62 2.8% 26%
20250324 $0.60 $0.60 2.6% 22%
20250321 $0.45 $1.22 2.3% 17%
20250320 $0.47 $5.20 2.2% 14%
20250319 $0.57 $0.23 2.3% 16%
20250318 $0.30 $0.25 1.9% 10%
20250317 $5.40 $0.28 2.2% 15%
20250314 $0.50 $0.30 2.7% 25%
20250313 $0.57 $1.15 2.3% 16%
20250312 $0.45 $0.38 1.6% 5%
20250311 $0.40 $0.38 2.2% 15%
20250310 $0.62 $0.35 2.2% 16%