FIVE · Expected Move

Five Below, Inc. Common Stock

The expected move for FIVE 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).

FIVE straddle price & implied vol

60 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 FIVE Expected Move
30-Day Straddle
$20.65
7-Day Straddle
$20.65
30-Day ATM IV
38.9%
IV Rank
15%
Implied one-standard-deviation move through the next 30 days. Compare to FIVE'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.
FIVE Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $20.65 $20.65 38.9% 15%
20261020 $21.20 $21.20 39.6% 19%
20261019 $21.65 $21.65 39.5% 19%
20261016 $22.60 $2.75 40.5% 24%
20261015 $21.45 $5.90 38.1% 10%
20261014 $22.25 $6.50 40.0% 21%
20261013 $22.00 $7.20 39.8% 20%
20261012 $22.35 $7.60 39.5% 11%
20261009 $23.60 $10.15 38.5% 7%
20261008 $23.50 $9.95 41.0% 16%
20261007 $23.00 $10.25 39.6% 11%
20261006 $24.65 $10.95 41.7% 18%
20261005 $24.35 $12.50 39.2% 10%
20261002 $13.85 $13.85 40.5% 14%
20261001 $14.50 $14.50 40.7% 15%
20260930 $15.25 $15.25 41.3% 17%
20260929 $15.55 $15.55 40.8% 15%
20260928 $16.95 $16.95 41.5% 17%
20260925 $16.15 $16.15 38.5% 7%
20260924 $17.70 $17.70 40.5% 14%
20260923 $17.85 $17.85 39.1% 9%
20260922 $19.60 $19.60 40.6% 14%
20260921 $20.10 $20.10 40.1% 12%
20260918 $18.95 $4.30 36.3% 0%
20260917 $21.45 $4.88 39.2% 7%
20260916 $21.35 $7.97 38.9% 6%
20260915 $21.95 $9.00 38.7% 6%
20260914 $22.70 $8.30 38.4% 4%
20260911 $24.15 $10.78 38.4% 4%
20260910 $23.65 $11.65 39.2% 7%
20260909 $25.20 $12.90 39.6% 9%
20260908 $26.90 $14.25 40.2% 11%
20260904 $25.60 $14.70 37.1% 0%
20260903 $25.20 $15.10 38.6% 4%
20260902 $26.00 $26.00 53.4% 55%
20260901 $26.05 $26.05 51.3% 48%
20260831 $26.00 $26.00 51.7% 49%
20260828 $25.60 $25.60 50.8% 46%
20260827 $27.10 $27.10 51.5% 48%
20260826 $27.40 $27.40 50.1% 44%
20260825 $29.50 $29.50 52.9% 53%
20260824 $28.90 $28.90 50.3% 44%
20260821 $27.20 $1.18 48.5% 38%
20260820 $26.45 $6.05 48.8% 39%
20260819 $26.25 $6.72 47.1% 33%
20260818 $26.10 $7.35 47.0% 33%
20260817 $26.40 $8.00 46.7% 32%
20260814 $27.95 $8.75 44.8% 25%
20260813 $29.80 $10.70 48.5% 38%
20260812 $27.65 $10.40 45.3% 27%
20260811 $29.85 $12.12 47.2% 33%
20260810 $30.55 $14.35 48.2% 37%
20260807 — — 45.2% 27%
20260806 $30.15 $14.90 46.1% 30%
20260805 $15.15 $15.15 46.1% 30%
20260804 $15.15 $15.15 45.9% 29%
20260803 $15.90 $15.90 46.0% 29%
20260731 $15.35 $15.35 43.1% 19%
20260730 $17.35 $17.35 44.6% 25%
20260729 $16.80 $16.80 44.3% 24%

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.