FUN · Expected Move
Six Flags Entertainment Corporation
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).
FUN 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 FUN Expected Move
30-Day Straddle
$1.55
7-Day Straddle
$1.55
30-Day ATM IV
90.8%
IV Rank
100%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.55 | $1.55 | 90.8% | 100% |
| 20261021 | $1.55 | $1.55 | 90.3% | 100% |
| 20261020 | $1.60 | $1.60 | 87.2% | 95% |
| 20261019 | $1.80 | $1.80 | 88.7% | 100% |
| 20261016 | $1.72 | $0.58 | 86.2% | 100% |
| 20261015 | $2.00 | $1.12 | 85.4% | 99% |
| 20261014 | $2.17 | $1.15 | 83.2% | 91% |
| 20261013 | $2.20 | $0.88 | 84.0% | 94% |
| 20261012 | $2.38 | $0.97 | 74.0% | 59% |
| 20261009 | $2.42 | $1.33 | 71.8% | 52% |
| 20261008 | $2.58 | $1.38 | 76.3% | 67% |
| 20261007 | $2.50 | $1.18 | 73.2% | 56% |
| 20261006 | $2.38 | $1.18 | 70.9% | 48% |
| 20261005 | $2.50 | $1.25 | 71.9% | 52% |
| 20261002 | $1.43 | $1.43 | 69.2% | 42% |
| 20261001 | $1.38 | $1.38 | 71.8% | 52% |
| 20260930 | $1.45 | $1.45 | 73.8% | 59% |
| 20260929 | $1.40 | $1.40 | 70.1% | 46% |
| 20260928 | $1.58 | $1.58 | 73.6% | 58% |
| 20260925 | $1.52 | $1.52 | 67.2% | 35% |
| 20260924 | $1.58 | $1.58 | 66.4% | 33% |
| 20260923 | $1.65 | $1.65 | 67.8% | 37% |
| 20260922 | $1.65 | $1.65 | 67.8% | 38% |
| 20260921 | $1.82 | $1.82 | 71.3% | 50% |
| 20260918 | $1.80 | $0.35 | 66.2% | 32% |
| 20260917 | $1.95 | $0.62 | 69.8% | 44% |
| 20260916 | $1.90 | $0.50 | 67.3% | 36% |
| 20260915 | $1.90 | $0.70 | 64.6% | 26% |
| 20260914 | $1.98 | $1.07 | 63.4% | 22% |
| 20260911 | $2.30 | $1.05 | 67.4% | 34% |
| 20260910 | $2.58 | $1.60 | 68.7% | 39% |
| 20260909 | $2.67 | $1.40 | 72.1% | 50% |
| 20260908 | $2.75 | $1.55 | 66.1% | 30% |
| 20260904 | $2.60 | $1.48 | 61.2% | 14% |
| 20260903 | $2.65 | $1.52 | 64.4% | 24% |
| 20260902 | $1.68 | $1.68 | 62.6% | 18% |
| 20260901 | $1.67 | $1.67 | 63.7% | 22% |
| 20260831 | $1.70 | $1.70 | 64.2% | 24% |
| 20260828 | $2.02 | $2.02 | 61.7% | 15% |
| 20260827 | $2.15 | $2.15 | 64.5% | 25% |
| 20260826 | $2.33 | $2.33 | 64.9% | 26% |
| 20260825 | $2.15 | $2.15 | 61.3% | 14% |
| 20260824 | $2.25 | $2.25 | 60.7% | 12% |
| 20260821 | $2.33 | $0.80 | 61.2% | 14% |
| 20260820 | $2.52 | $0.90 | 65.0% | 26% |
| 20260819 | $2.42 | $1.00 | 61.1% | 13% |
| 20260818 | $2.62 | $1.25 | 68.4% | 38% |
| 20260817 | $2.45 | $1.20 | 65.2% | 27% |
| 20260814 | $2.67 | $1.43 | 63.2% | 20% |
| 20260813 | $2.88 | $1.35 | 66.6% | 32% |
| 20260812 | $3.17 | $1.95 | 69.0% | 39% |
| 20260811 | $2.88 | $1.85 | 69.3% | 41% |
| 20260810 | $2.97 | $1.85 | 69.6% | 42% |
| 20260807 | — | — | 69.1% | 40% |
| 20260806 | $3.27 | $2.17 | 76.5% | 65% |
| 20260805 | $3.15 | $3.15 | 81.2% | 80% |
| 20260804 | $2.85 | $2.85 | 82.2% | 83% |
| 20260803 | $2.75 | $2.75 | 81.1% | 80% |
| 20260731 | $2.92 | $2.92 | 82.7% | 85% |
| 20260730 | $2.75 | $2.75 | 79.6% | 75% |
More on FUN
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.