DRTS · Expected Move
Alpha Tau Medical Ltd. Ordinary Shares
The expected move for DRTS 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).
DRTS 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 DRTS Expected Move
30-Day Straddle
$2.12
7-Day Straddle
$2.12
30-Day ATM IV
75.9%
IV Rank
36%
Implied one-standard-deviation move through the next 30 days. Compare to DRTS'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.
DRTS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $2.12 | $2.12 | 75.9% | 36% |
| 20261023 | $1.92 | $1.92 | 69.5% | 26% |
| 20261022 | $2.33 | $2.33 | 79.1% | 41% |
| 20261021 | $2.55 | $2.55 | 70.8% | 28% |
| 20261020 | $2.05 | $2.05 | 69.4% | 26% |
| 20261019 | $1.95 | $1.95 | 65.6% | 20% |
| 20261016 | $2.25 | $0.45 | 76.0% | 36% |
| 20261015 | $2.67 | $0.95 | 75.6% | 35% |
| 20261014 | $2.38 | $1.85 | — | — |
| 20261013 | $2.55 | $1.50 | 66.7% | 22% |
| 20261012 | $2.42 | $1.30 | 62.3% | 16% |
| 20261009 | $2.65 | $1.28 | 65.6% | 19% |
| 20261008 | $2.77 | $1.40 | 65.2% | 19% |
| 20261007 | $2.80 | $1.30 | 88.1% | 51% |
| 20261006 | $2.75 | $1.25 | 66.8% | 21% |
| 20261005 | $2.45 | $1.43 | 60.1% | 11% |
| 20261002 | $1.48 | $1.48 | 60.6% | 12% |
| 20261001 | $2.00 | $2.00 | 81.6% | 42% |
| 20260930 | $1.50 | $1.50 | 68.5% | 23% |
| 20260929 | $1.80 | $1.80 | 68.5% | 23% |
| 20260928 | $1.73 | $1.73 | 65.5% | 19% |
| 20260925 | $1.92 | $1.92 | — | — |
| 20260924 | $2.50 | $2.50 | 79.7% | 39% |
| 20260923 | $2.12 | $2.12 | 69.2% | 24% |
| 20260922 | $1.90 | $1.90 | 65.5% | 19% |
| 20260921 | $2.08 | $2.08 | 64.0% | 17% |
| 20260918 | $1.80 | $0.30 | 54.1% | 3% |
| 20260917 | $1.93 | $0.98 | 55.5% | 5% |
| 20260916 | $1.78 | $0.93 | 52.0% | 0% |
| 20260915 | $2.23 | $1.10 | 64.5% | 7% |
| 20260914 | $2.52 | $1.02 | 70.4% | 17% |
| 20260911 | $2.35 | $1.05 | 64.0% | 6% |
| 20260910 | $2.50 | $1.65 | 65.5% | 9% |
| 20260909 | $2.90 | $1.48 | 77.6% | 28% |
| 20260908 | $2.65 | $1.48 | 75.0% | 24% |
| 20260904 | $2.80 | $1.33 | 67.1% | 11% |
| 20260903 | $2.25 | $1.67 | 59.9% | 0% |
| 20260902 | $1.77 | $1.77 | 72.2% | 11% |
| 20260901 | $2.15 | $2.15 | 77.4% | 20% |
| 20260831 | $1.75 | $1.75 | 75.2% | 16% |
| 20260828 | $1.90 | $1.90 | 69.5% | 6% |
| 20260827 | $1.80 | $1.80 | 66.2% | 0% |
| 20260826 | $2.00 | $2.00 | 70.3% | 0% |
| 20260825 | $2.10 | $2.10 | 71.7% | 3% |
| 20260824 | $2.30 | $2.30 | 74.4% | 8% |
| 20260821 | $2.30 | $0.48 | 70.7% | 1% |
| 20260820 | $2.65 | $0.78 | 79.0% | 17% |
| 20260819 | $2.50 | $1.05 | 74.4% | 8% |
| 20260818 | $2.95 | $1.22 | 84.3% | 27% |
| 20260817 | $2.62 | $1.43 | 76.9% | 13% |
| 20260814 | $2.77 | $1.42 | 76.6% | 12% |
| 20260813 | $2.62 | $1.32 | 70.8% | 1% |
| 20260812 | $3.05 | $1.92 | 79.5% | 18% |
| 20260811 | $3.33 | $1.98 | 82.2% | 23% |
| 20260810 | $2.80 | $1.77 | 81.8% | 22% |
| 20260807 | — | — | 82.0% | 22% |
| 20260806 | $3.22 | $1.85 | 87.0% | 32% |
| 20260805 | $2.10 | $2.10 | 85.0% | 28% |
| 20260804 | $2.02 | $2.02 | 84.4% | 27% |
| 20260803 | $1.75 | $1.75 | 79.9% | 26% |
More on DRTS
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.