FENC · Expected Move
Fennec Pharmaceuticals Inc. Common Stock
The expected move for FENC 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).
FENC 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 FENC Expected Move
30-Day Straddle
$5.60
7-Day Straddle
$5.60
30-Day ATM IV
55.2%
IV Rank
3%
Implied one-standard-deviation move through the next 30 days. Compare to FENC'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.
FENC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $5.60 | $5.60 | 55.2% | 3% |
| 20261023 | $5.33 | $5.33 | 56.6% | 4% |
| 20261022 | $5.00 | $5.00 | 97.8% | 24% |
| 20261021 | $5.00 | $5.00 | 97.1% | 23% |
| 20261020 | $5.00 | $5.00 | 96.7% | 23% |
| 20261019 | $5.10 | $5.10 | 144.7% | 46% |
| 20261016 | $5.00 | $2.25 | 102.1% | 26% |
| 20261015 | $5.25 | $2.25 | 195.7% | 71% |
| 20261014 | $5.22 | $1.18 | 142.7% | 45% |
| 20261013 | $5.22 | $1.50 | — | — |
| 20261012 | $5.22 | $2.25 | 101.0% | 25% |
| 20261009 | $5.22 | $2.25 | 129.9% | 39% |
| 20261008 | $5.22 | $5.00 | 125.1% | 37% |
| 20261007 | $5.12 | $2.25 | 121.3% | 35% |
| 20261006 | $5.17 | $2.25 | 119.0% | 34% |
| 20261005 | $5.22 | $2.50 | 122.3% | 24% |
| 20261002 | $3.00 | $3.00 | 123.8% | 25% |
| 20261001 | $3.75 | $3.75 | 77.0% | 9% |
| 20260930 | $3.75 | $3.75 | 87.7% | 13% |
| 20260929 | $3.75 | $3.75 | 97.9% | 16% |
| 20260928 | $3.75 | $3.75 | 106.8% | 19% |
| 20260925 | $3.75 | $3.75 | 106.3% | 19% |
| 20260924 | $3.75 | $3.75 | 107.5% | 20% |
| 20260923 | $3.12 | $3.12 | 105.4% | 19% |
| 20260922 | $5.00 | $5.00 | 77.7% | 10% |
| 20260921 | $5.00 | $5.00 | 75.2% | 9% |
| 20260918 | $2.83 | $7.50 | 99.3% | 17% |
| 20260917 | $3.02 | $5.12 | 68.6% | 7% |
| 20260916 | $3.02 | $7.50 | — | — |
| 20260915 | $5.00 | $2.65 | 53.8% | 2% |
| 20260914 | $5.00 | $2.62 | 71.4% | 8% |
| 20260911 | $3.17 | $5.00 | 147.8% | 33% |
| 20260910 | $5.00 | $3.67 | 84.4% | 12% |
| 20260909 | $5.00 | $3.60 | 48.4% | 0% |
| 20260908 | $5.00 | $1.20 | 59.7% | 2% |
| 20260904 | $5.00 | $3.10 | 55.9% | 0% |
| 20260903 | $5.00 | $5.00 | 57.8% | 1% |
| 20260902 | $5.00 | $5.00 | 66.5% | 4% |
| 20260901 | $3.45 | $3.45 | 59.9% | 2% |
| 20260831 | $5.00 | $5.00 | 68.2% | 5% |
| 20260828 | $3.65 | $3.65 | 92.0% | 13% |
| 20260827 | $5.28 | $5.28 | 113.5% | 20% |
| 20260826 | $2.75 | $2.75 | 92.4% | 13% |
| 20260825 | $3.77 | $3.77 | — | — |
| 20260824 | $3.65 | $3.65 | 92.9% | 13% |
| 20260821 | $4.35 | $2.90 | 99.0% | 15% |
| 20260820 | $5.00 | $2.73 | 79.4% | 8% |
| 20260819 | $4.00 | $2.83 | — | — |
| 20260818 | $5.00 | $2.90 | 127.2% | 24% |
| 20260817 | $5.00 | $2.75 | 72.3% | 10% |
| 20260814 | $4.00 | $2.65 | 255.7% | 69% |
| 20260813 | $5.05 | $2.65 | 109.4% | 22% |
| 20260812 | $5.05 | $3.00 | 115.8% | 24% |
| 20260811 | $5.00 | $2.70 | 84.1% | 14% |
| 20260810 | $5.05 | $3.50 | 135.9% | 30% |
| 20260806 | $5.05 | $3.50 | 143.7% | 33% |
| 20260805 | $5.00 | $5.00 | 101.6% | 19% |
| 20260804 | $3.50 | $3.50 | 54.7% | 4% |
| 20260803 | $3.50 | $3.50 | 58.1% | 5% |
| 20260731 | $3.90 | $3.90 | 127.9% | 28% |
More on FENC
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.