FRHC · Expected Move

Freedom Holding Corp.

The expected move for FRHC 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).

FRHC 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 FRHC Expected Move
30-Day Straddle
$21.15
7-Day Straddle
$7.80
30-Day ATM IV
45.8%
IV Rank
44%
Implied one-standard-deviation move through the next 30 days. Compare to FRHC'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.
FRHC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261009 $21.15 $7.80 45.8% 44%
20261008 $23.00 $9.70 49.7% 58%
20261007 $22.55 $9.93 46.6% 47%
20261006 $21.90 $10.55 44.9% 41%
20261005 $22.25 $10.30 44.7% 40%
20261002 $11.23 $11.23 43.5% 35%
20261001 $9.43 $9.43 37.1% 12%
20260930 $10.47 $10.47 37.7% 14%
20260929 $11.10 $11.10 38.0% 15%
20260928 $11.95 $11.95 38.2% 16%
20260925 $10.95 $10.95 35.0% 4%
20260924 $11.90 $11.90 36.0% 8%
20260923 $11.80 $11.80 36.4% 10%
20260922 $13.70 $13.70 38.6% 18%
20260921 $11.90 $11.90 33.8% 0%
20260918 $12.85 $2.53 35.2% 1%
20260917 $12.85 $3.77 34.9% 0%
20260916 $14.45 $5.05 38.0% 3%
20260915 $15.15 $6.25 39.5% 10%
20260914 $15.20 $5.08 39.0% 7%
20260911 $15.25 $6.67 37.4% 1%
20260910 $16.15 $7.70 39.9% 11%
20260909 $17.25 $8.85 40.0% 12%
20260908 $17.35 $9.32 40.4% 13%
20260904 $16.65 $10.03 37.8% 2%
20260903 $17.70 $11.00 39.4% 9%
20260902 $10.95 $10.95 37.8% 3%
20260901 $11.25 $11.25 37.8% 3%
20260831 $12.15 $12.15 38.6% 6%
20260828 $12.55 $12.55 37.2% 0%
20260827 $12.70 $12.70 38.5% 0%
20260826 $13.15 $13.15 39.3% 3%
20260825 $13.65 $13.65 40.3% 9%
20260824 $13.95 $13.95 43.6% 27%
20260821 $16.20 $1.75 43.0% 25%
20260820 $17.05 $5.00 45.6% 36%
20260819 $15.75 $4.12 43.4% 27%
20260818 $15.85 $4.85 42.0% 21%
20260817 $15.50 $5.57 43.7% 31%
20260814 $16.30 $6.35 44.4% 34%
20260813 $18.60 $9.03 49.9% 56%
20260812 $18.50 $8.57 47.5% 46%
20260811 $18.55 $9.40 47.6% 47%
20260810 $20.45 $12.00 53.0% 68%
20260807 — — 49.9% 56%
20260806 $22.40 $15.00 54.7% 75%
20260805 $15.05 $15.05 56.4% 81%
20260804 $16.10 $16.10 56.8% 83%
20260803 $14.85 $14.85 54.0% 72%
20260731 $17.05 $17.05 57.2% 85%
20260730 $17.10 $17.10 55.3% 77%
20260729 $17.00 $17.00 57.3% 85%
20260728 $17.40 $17.40 55.5% 78%
20260727 $18.55 $18.55 55.1% 76%
20260724 $18.55 $18.55 55.1% 76%
20260723 $21.30 $21.30 61.2% 100%
20260722 $21.15 $21.15 58.4% 96%
20260721 $21.25 $21.25 57.5% 92%
20260720 $22.15 $22.15 59.3% 100%
20260716 $22.00 $5.70 55.6% 88%

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.