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
$3.98
7-Day Straddle
$2.22
Avg IV
1.1%
IV Rank
32%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260608 $3.98 $2.22 1.1% 32%
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%
20260429 $2.70 $2.70 1.7% 35%
20260428 $2.92 $2.92 1.9% 46%
20260427 $3.03 $3.03 1.6% 32%
20260424 $3.00 $3.00 1.6% 30%
20260423 $3.12 $3.12 1.7% 35%
20260422 $3.35 $3.35 1.4% 21%
20260421 $3.40 $3.40 1.4% 21%
20260420 $3.33 $3.33 1.7% 34%
20260417 $3.55 $0.75 1.6% 29%
20260416 $3.50 $0.85 1.4% 20%
20260415 $3.62 $1.12 1.6% 29%
20260414 $3.73 $1.15 1.0% 4%
20260413 $3.72 $1.35 1.2% 15%
20260410 $3.85 $1.52 1.0% 3%
20260409 $3.85 $1.52 1.0% 6%
20260408 $3.70 $1.72 1.1% 6%
20260407 $3.73 $1.82 1.3% 19%
20260406 $3.80 $2.02 1.0% 6%
20260402 $3.90 $2.17 1.2% 12%
20260401 $2.10 $2.10 1.8% 38%
20260331 $2.25 $2.25 1.1% 7%
20260330 $2.40 $2.40 1.1% 7%
20260327 $2.52 $2.52 1.6% 30%
20260326 $2.50 $2.50 1.4% 22%
20260325 $2.45 $2.45 1.3% 16%
20260324 $2.55 $2.55 1.2% 14%
20260323 $2.75 $2.75 1.0% 4%
20260320 $2.90 $2.10 1.8% 38%
20260319 $2.98 $0.82 1.3% 18%
20260318 $3.15 $1.12 1.3% 18%
20260317 $3.20 $1.07 1.1% 6%