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
$3.27
7-Day Straddle
$3.27
Avg IV
1.1%
IV Rank
29%
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 |
|---|---|---|---|---|
| 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% |
| 20260609 | $3.92 | $2.08 | 1.3% | 45% |
| 20260608 | $3.97 | $2.30 | 1.3% | 47% |
| 20260605 | $3.78 | $2.45 | 0.8% | 4% |
| 20260604 | $3.88 | $2.58 | 1.0% | 23% |
| 20260603 | $3.90 | $2.35 | 0.9% | 12% |
| 20260602 | $2.60 | $2.60 | 1.1% | 33% |
| 20260601 | $2.75 | $2.75 | 0.8% | 8% |
| 20260529 | $2.65 | $2.65 | 1.2% | 36% |
| 20260528 | $2.60 | $2.60 | 1.3% | 45% |
| 20260527 | $2.77 | $2.77 | 1.5% | 66% |
| 20260526 | $2.83 | $2.83 | 1.2% | 38% |
| 20260522 | $2.88 | $2.88 | 1.2% | 43% |
| 20260521 | $3.00 | $3.00 | 1.1% | 34% |
| 20260520 | $3.10 | $3.10 | 1.3% | 50% |
| 20260519 | $3.03 | $3.03 | 1.3% | 45% |
| 20260518 | $2.98 | $2.98 | 1.3% | 48% |
| 20260515 | $3.45 | $1.02 | 1.1% | 30% |
| 20260514 | $3.35 | $0.88 | 1.1% | 29% |
| 20260513 | $3.38 | $1.12 | 1.0% | 25% |
| 20260512 | $3.53 | $1.50 | 0.7% | 0% |
| 20260511 | $3.53 | $1.38 | 1.1% | 15% |
| 20260510 | $3.85 | $1.65 | 1.2% | 24% |
| 20260508 | $3.85 | $1.65 | 1.1% | 8% |
| 20260507 | $3.95 | $2.05 | 1.0% | 5% |
| 20260506 | $4.28 | $2.17 | 1.0% | 3% |
| 20260505 | $4.00 | $2.60 | 0.9% | 1% |
| 20260504 | $4.25 | $2.48 | 1.1% | 10% |
| 20260502 | $2.88 | $2.88 | 1.9% | 46% |
| 20260501 | $2.88 | $2.88 | 1.9% | 43% |
| 20260430 | $3.00 | $3.00 | 1.5% | 25% |