FANG · Expected Move
Diamondback Energy, Inc.
The expected move for FANG 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).
FANG 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 FANG Expected Move
30-Day Straddle
$18.50
7-Day Straddle
$4.80
30-Day ATM IV
36.6%
IV Rank
54%
Implied one-standard-deviation move through the next 30 days. Compare to FANG'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.
FANG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $18.50 | $4.80 | 36.6% | 54% |
| 20261015 | $17.35 | $3.20 | 35.5% | 44% |
| 20261014 | $18.20 | $4.97 | 36.4% | 52% |
| 20261013 | $18.45 | $5.18 | 35.5% | 43% |
| 20261012 | $18.10 | $5.90 | 35.8% | 46% |
| 20261009 | $18.25 | $6.93 | 34.6% | 35% |
| 20261008 | $19.45 | $7.85 | 36.5% | 53% |
| 20261007 | $18.85 | $8.05 | 36.7% | 54% |
| 20261006 | $18.75 | $8.28 | 36.1% | 49% |
| 20261005 | $19.90 | $9.30 | 37.5% | 62% |
| 20261002 | $9.75 | $9.75 | 36.8% | 56% |
| 20261001 | $10.40 | $10.40 | 36.9% | 56% |
| 20260930 | $11.30 | $11.30 | 36.6% | 54% |
| 20260929 | $11.30 | $11.30 | 36.6% | 54% |
| 20260928 | $11.40 | $11.40 | 36.4% | 52% |
| 20260925 | $12.70 | $12.70 | 36.3% | 51% |
| 20260924 | $12.70 | $12.70 | 35.6% | 44% |
| 20260923 | $12.45 | $12.45 | 35.4% | 43% |
| 20260922 | $13.75 | $13.75 | 37.0% | 58% |
| 20260921 | $13.95 | $13.95 | 36.2% | 50% |
| 20260918 | $13.85 | $2.80 | 32.9% | 19% |
| 20260917 | $16.30 | $4.08 | 36.6% | 54% |
| 20260916 | $16.85 | $6.12 | 38.0% | 67% |
| 20260915 | $17.35 | $6.62 | 35.2% | 41% |
| 20260914 | $17.95 | $8.07 | 36.4% | 52% |
| 20260911 | $17.70 | $9.10 | 34.8% | 37% |
| 20260910 | $19.45 | $10.03 | 35.8% | 46% |
| 20260909 | $19.05 | $9.85 | 36.6% | 54% |
| 20260908 | $18.20 | $10.15 | 35.9% | 47% |
| 20260904 | $18.50 | $10.35 | 34.0% | 29% |
| 20260903 | $19.15 | $10.98 | 33.6% | 26% |
| 20260902 | $11.75 | $11.75 | 33.8% | 27% |
| 20260901 | $12.25 | $12.25 | 34.3% | 32% |
| 20260831 | $12.00 | $12.00 | 33.8% | 28% |
| 20260828 | $12.15 | $12.15 | 32.1% | 11% |
| 20260827 | $13.15 | $13.15 | 33.5% | 25% |
| 20260826 | $12.75 | $12.75 | 32.9% | 18% |
| 20260825 | $13.90 | $13.90 | 33.6% | 26% |
| 20260824 | $14.90 | $14.90 | 34.3% | 32% |
| 20260821 | $15.40 | $1.88 | 33.2% | 22% |
| 20260820 | $16.50 | $4.50 | 34.8% | 37% |
| 20260819 | $15.75 | $4.72 | 32.8% | 18% |
| 20260818 | $16.35 | $6.05 | 33.7% | 27% |
| 20260817 | $16.20 | $7.10 | 32.4% | 14% |
| 20260814 | $15.60 | $7.50 | 30.9% | 0% |
| 20260813 | $16.55 | $7.82 | 33.1% | 0% |
| 20260812 | $17.75 | $8.15 | 34.7% | 17% |
| 20260811 | $18.30 | $9.15 | 35.1% | 21% |
| 20260810 | $18.40 | $10.30 | 35.4% | 25% |
| 20260807 | — | — | 33.2% | 0% |
| 20260806 | $18.40 | $11.45 | 35.8% | 13% |
| 20260805 | $10.85 | $10.85 | 34.9% | 2% |
| 20260804 | $13.25 | $13.25 | 37.0% | 29% |
| 20260803 | $14.45 | $14.45 | 39.0% | 54% |
| 20260731 | $16.35 | $16.35 | 39.5% | 61% |
| 20260730 | $15.80 | $15.80 | 39.6% | 62% |
| 20260729 | $17.25 | $17.25 | 41.5% | 87% |
| 20260728 | $15.75 | $15.75 | 39.1% | 56% |
| 20260727 | $16.70 | $16.70 | 39.6% | 62% |
| 20260724 | $17.85 | $17.85 | 38.6% | 49% |
More on FANG
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.