EVAX · Expected Move

Evaxion A/S American Depositary Share

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The expected move for EVAX 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).

EVAX straddle price & implied vol

36 sessions

Bars: 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 EVAX Expected Move

30-Day Straddle

$2.23

7-Day Straddle

$2.23

30-Day ATM IV

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IV Rank

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Implied one-standard-deviation move through the next 30 days. Compare to EVAX'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.

EVAX Straddle Price — Last 60 Days

Date	30D Straddle	7D Straddle	ATM IV	IV Rank
20240719	$2.23	$2.23	—	—
20240718	$2.23	$2.23	—	—
20240717	$2.45	$2.45	—	—
20240716	$2.45	$2.45	—	—
20240715	$2.40	$2.40	—	—
20240712	$2.23	$2.23	—	—
20240710	$2.17	$2.17	—	—
20240709	$2.23	$2.23	—	—
20240705	$2.23	$2.23	—	—
20240703	$2.23	$2.23	—	—
20240702	$2.23	$2.23	—	—
20240701	$2.23	$2.23	—	—
20240628	$2.23	$2.23	—	—
20240627	$2.23	$2.23	—	—
20240626	$2.23	$2.23	—	—
20240625	$2.23	$2.23	—	—
20240624	$2.23	$2.23	—	—
20240621	$2.23	$2.23	—	—
20240620	$2.23	$2.23	—	—
20240618	$2.27	$2.27	—	—
20240617	$2.23	$2.23	—	—
20240614	$2.27	$2.27	—	—
20240613	$2.27	$2.27	—	—
20240611	$2.30	$2.30	—	—
20240610	$2.30	$2.30	—	—
20240607	$2.30	$2.30	—	—
20240606	$2.30	$2.30	—	—
20240605	$2.30	$2.30	—	—
20240604	$2.30	$2.30	—	—
20240603	$1.47	$1.47	—	—
20240531	$2.25	$2.25	—	—
20240530	$4.85	$4.85	—	—
20240529	$2.25	$2.25	—	—
20240528	$4.85	$4.85	—	—
20240524	$4.85	$4.85	—	—
20240523	$4.85	$4.85	—	—