EXEL · Expected Move
Exelixis Inc
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).
EXEL 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 EXEL Expected Move
30-Day Straddle
$5.85
7-Day Straddle
$5.85
30-Day ATM IV
39.6%
IV Rank
47%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $5.85 | $5.85 | 39.6% | 47% |
| 20261020 | $6.33 | $6.33 | 42.6% | 62% |
| 20261019 | $7.12 | $7.12 | 43.7% | 67% |
| 20261016 | $6.72 | $3.45 | 43.3% | 65% |
| 20261015 | $6.65 | $2.52 | 40.5% | 52% |
| 20261014 | $5.97 | $2.00 | 38.9% | 44% |
| 20261013 | $6.28 | $2.70 | 40.6% | 52% |
| 20261012 | $6.85 | $2.35 | 43.9% | 67% |
| 20261009 | $5.97 | $3.10 | 37.2% | 37% |
| 20261008 | $6.08 | $3.05 | 38.0% | 40% |
| 20261007 | $6.82 | $2.97 | 39.1% | 45% |
| 20261006 | $6.15 | $3.20 | 38.6% | 43% |
| 20261005 | $6.80 | $3.33 | 40.1% | 50% |
| 20261002 | $3.35 | $3.35 | 37.1% | 36% |
| 20261001 | $3.83 | $3.83 | 40.6% | 52% |
| 20260930 | $3.85 | $3.85 | 40.3% | 51% |
| 20260929 | $3.75 | $3.75 | 37.6% | 38% |
| 20260928 | $3.45 | $3.45 | 38.0% | 40% |
| 20260925 | $3.85 | $3.85 | 35.0% | 26% |
| 20260924 | $4.88 | $4.88 | 41.4% | 56% |
| 20260923 | $4.60 | $4.60 | 40.1% | 50% |
| 20260922 | $4.15 | $4.15 | 37.7% | 39% |
| 20260921 | $4.85 | $4.85 | 37.1% | 36% |
| 20260918 | $4.57 | $1.27 | 34.7% | 25% |
| 20260917 | $5.12 | $2.40 | 38.5% | 43% |
| 20260916 | $5.55 | $3.00 | 40.1% | 50% |
| 20260915 | $5.38 | $2.88 | 38.7% | 43% |
| 20260914 | $5.78 | $2.48 | 42.1% | 59% |
| 20260911 | $5.50 | $2.60 | 38.0% | 40% |
| 20260910 | $6.33 | $4.55 | 39.9% | 49% |
| 20260909 | $5.50 | $3.65 | 37.0% | 35% |
| 20260908 | $6.53 | $3.05 | 40.3% | 51% |
| 20260904 | $5.75 | $3.30 | 35.9% | 30% |
| 20260903 | $6.25 | $2.73 | 36.1% | 31% |
| 20260902 | $3.42 | $3.42 | 36.3% | 32% |
| 20260901 | $4.45 | $4.45 | 38.6% | 43% |
| 20260831 | $2.80 | $2.80 | 33.9% | 21% |
| 20260828 | $3.65 | $3.65 | 36.5% | 33% |
| 20260827 | $3.60 | $3.60 | 34.1% | 22% |
| 20260826 | $3.42 | $3.42 | 32.7% | 15% |
| 20260825 | $5.25 | $5.25 | 40.9% | 53% |
| 20260824 | $4.05 | $4.05 | 35.8% | 30% |
| 20260821 | $4.75 | $0.53 | 39.8% | 48% |
| 20260820 | $4.30 | $2.02 | 34.2% | 23% |
| 20260819 | $3.67 | $1.12 | 30.0% | 3% |
| 20260818 | $4.55 | $2.65 | 35.4% | 28% |
| 20260817 | $4.47 | $3.70 | 34.3% | 23% |
| 20260814 | $4.40 | $2.95 | 33.7% | 20% |
| 20260813 | $4.38 | $2.38 | 34.3% | 23% |
| 20260812 | $4.55 | $2.67 | 35.9% | 30% |
| 20260811 | $4.38 | $2.55 | 33.7% | 20% |
| 20260810 | $5.42 | $3.30 | 36.2% | 32% |
| 20260807 | — | — | 29.4% | 0% |
| 20260806 | $6.00 | $4.05 | 41.0% | 52% |
| 20260805 | $4.95 | $4.95 | 48.8% | 90% |
| 20260804 | $5.10 | $5.10 | 48.0% | 87% |
| 20260803 | $5.57 | $5.57 | 50.9% | 100% |
| 20260731 | $5.03 | $5.03 | 46.0% | 81% |
| 20260730 | $4.80 | $4.80 | 44.0% | 71% |
| 20260729 | $4.35 | $4.35 | 41.7% | 61% |
More on EXEL
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.