FUN (Six Flags Entertainment Corporation)
Expected Move & Straddle Price History
The expected move for FUN 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).
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.
Current FUN Expected Move
30-Day Straddle
$2.60
7-Day Straddle
$1.48
Avg IV
0.9%
IV Rank
14%
Implied one-standard-deviation move through the next 30 days. Compare to FUN'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.
FUN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260904 | $2.60 | $1.48 | 0.9% | 14% |
| 20260903 | $2.65 | $1.52 | 1.1% | 28% |
| 20260902 | $1.68 | $1.68 | 1.4% | 48% |
| 20260901 | $1.67 | $1.67 | 1.8% | 71% |
| 20260831 | $1.70 | $1.70 | 1.8% | 70% |
| 20260828 | $2.02 | $2.02 | 1.4% | 44% |
| 20260827 | $2.15 | $2.15 | 1.4% | 45% |
| 20260826 | $2.33 | $2.33 | 1.5% | 50% |
| 20260825 | $2.15 | $2.15 | 1.5% | 50% |
| 20260824 | $2.25 | $2.25 | 1.2% | 31% |
| 20260821 | $2.33 | $0.80 | 1.3% | 41% |
| 20260820 | $2.52 | $0.90 | 1.3% | 39% |
| 20260819 | $2.42 | $1.00 | 1.2% | 30% |
| 20260818 | $2.62 | $1.25 | 1.4% | 45% |
| 20260817 | $2.45 | $1.20 | 1.2% | 35% |
| 20260814 | $2.67 | $1.43 | 1.3% | 37% |
| 20260813 | $2.88 | $1.35 | 1.2% | 35% |
| 20260812 | $3.17 | $1.95 | 1.0% | 22% |
| 20260811 | $2.88 | $1.85 | 1.2% | 32% |
| 20260810 | $2.97 | $1.85 | 1.2% | 33% |
| 20260806 | $3.27 | $2.17 | 0.9% | 14% |
| 20260805 | $3.15 | $3.15 | 1.4% | 43% |
| 20260804 | $2.85 | $2.85 | 1.3% | 40% |
| 20260803 | $2.75 | $2.75 | 1.2% | 35% |
| 20260731 | $2.92 | $2.92 | 1.2% | 31% |
| 20260730 | $2.75 | $2.75 | 1.2% | 34% |
| 20260729 | $3.52 | $3.52 | 1.2% | 30% |
| 20260728 | $3.32 | $3.32 | 1.1% | 27% |
| 20260727 | $3.23 | $3.23 | 1.2% | 30% |
| 20260724 | $3.25 | $3.25 | 1.1% | 25% |
| 20260723 | $3.27 | $3.27 | 1.1% | 29% |
| 20260722 | $3.33 | $3.33 | 1.0% | 21% |
| 20260721 | $3.47 | $3.47 | 1.1% | 23% |
| 20260720 | $3.20 | $3.20 | 1.0% | 21% |
| 20260716 | $4.00 | $1.22 | 0.9% | 16% |
| 20260715 | $3.98 | $1.18 | 0.9% | 14% |
| 20260714 | $3.92 | $1.52 | 0.9% | 15% |
| 20260713 | $4.38 | $1.95 | 0.9% | 16% |
| 20260710 | $4.17 | $1.52 | 0.8% | 9% |
| 20260709 | $4.12 | $1.77 | 0.9% | 12% |
| 20260708 | $4.25 | $1.70 | 0.9% | 11% |
| 20260707 | $4.45 | $2.17 | 0.9% | 11% |
| 20260706 | $4.50 | $2.17 | 0.9% | 10% |
| 20260702 | $2.58 | $2.58 | 1.1% | 28% |
| 20260701 | $2.27 | $2.27 | 2.2% | 100% |
| 20260630 | $2.65 | $2.65 | 1.2% | 39% |
| 20260629 | $2.55 | $2.55 | 1.7% | 78% |
| 20260626 | $2.98 | $2.98 | 1.2% | 37% |
| 20260625 | $2.95 | $2.95 | 1.5% | 65% |
| 20260624 | $3.03 | $3.03 | 1.7% | 76% |
| 20260623 | $3.05 | $3.05 | 1.5% | 61% |
| 20260622 | $3.25 | $3.25 | 1.8% | 89% |
| 20260618 | $3.17 | $0.15 | 1.5% | 66% |
| 20260617 | $3.70 | $1.40 | 1.7% | 83% |
| 20260616 | $3.55 | $1.35 | 1.0% | 22% |
| 20260615 | $3.38 | $1.52 | 1.3% | 49% |
| 20260613 | $4.08 | $1.92 | 1.5% | 63% |
| 20260612 | $3.85 | $1.95 | 1.5% | 66% |
| 20260611 | $4.30 | $2.38 | 1.4% | 53% |
| 20260610 | $3.85 | $2.00 | 1.6% | 70% |