EXEL (Exelixis Inc)

Expected Move & Straddle Price History

The expected move for EXEL 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 EXEL Expected Move
30-Day Straddle
$5.75
7-Day Straddle
$3.30
Avg IV
0.3%
IV Rank
2%
Implied one-standard-deviation move through the next 30 days. Compare to EXEL'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.
EXEL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260904 $5.75 $3.30 0.3% 2%
20260903 $6.25 $2.73 0.3% 0%
20260902 $3.42 $3.42 0.7% 51%
20260901 $4.45 $4.45 0.6% 38%
20260831 $2.80 $2.80 0.7% 59%
20260828 $3.65 $3.65 0.6% 44%
20260827 $3.60 $3.60 0.6% 35%
20260826 $3.42 $3.42 0.7% 45%
20260825 $5.25 $5.25 0.5% 22%
20260824 $4.05 $4.05 0.5% 24%
20260821 $4.75 $0.53 0.6% 36%
20260820 $4.30 $2.02 0.5% 16%
20260819 $3.67 $1.12 0.5% 12%
20260818 $4.55 $2.65 0.5% 25%
20260817 $4.47 $3.70 0.5% 23%
20260814 $4.40 $2.95 0.5% 13%
20260813 $4.38 $2.38 0.5% 28%
20260812 $4.55 $2.67 0.6% 30%
20260811 $4.38 $2.55 0.5% 27%
20260810 $5.42 $3.30 0.5% 12%
20260806 $6.00 $4.05 0.5% 22%
20260805 $4.95 $4.95 0.8% 71%
20260804 $5.10 $5.10 0.7% 46%
20260803 $5.57 $5.57 0.8% 75%
20260731 $5.03 $5.03 0.8% 78%
20260730 $4.80 $4.80 0.7% 48%
20260729 $4.35 $4.35 0.8% 75%
20260728 $4.70 $4.70 0.6% 33%
20260727 $5.30 $5.30 0.8% 71%
20260724 $4.10 $4.10 0.7% 61%
20260723 $4.85 $4.85 0.6% 35%
20260722 $5.20 $5.20 0.7% 51%
20260721 $6.00 $6.00 0.7% 58%
20260720 $5.00 $5.00 0.7% 53%
20260716 $6.08 $1.38 0.5% 20%
20260715 $5.53 $2.48 0.5% 20%
20260714 $5.68 $1.73 0.4% 14%
20260713 $6.00 $2.12 0.5% 32%
20260710 $6.25 $2.83 0.5% 22%
20260709 $6.28 $3.30 0.5% 20%
20260708 $6.43 $2.92 0.5% 32%
20260707 $7.70 $3.98 0.6% 41%
20260706 $6.62 $3.15 0.5% 29%
20260702 $3.75 $3.75 0.6% 47%
20260701 $3.62 $3.62 0.6% 44%
20260630 $3.12 $3.12 0.6% 46%
20260629 $3.52 $3.52 0.5% 28%
20260626 $3.55 $3.55 0.5% 24%
20260625 $4.40 $4.40 0.5% 23%
20260624 $4.08 $4.08 0.4% 16%
20260623 $4.80 $4.80 0.5% 24%
20260622 $4.42 $4.42 0.5% 27%
20260618 $4.75 $1.90 0.5% 23%
20260617 $5.33 $2.60 0.5% 21%
20260616 $4.80 $2.92 0.5% 24%
20260615 $4.72 $2.80 0.4% 17%
20260613 $4.50 $2.45 0.5% 22%
20260612 $4.50 $2.38 0.5% 19%
20260611 $4.42 $2.75 0.5% 20%
20260610 $5.17 $3.62 0.4% 17%