IAG · Expected Move
IAMGold Corporation
The expected move for IAG 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).
IAG 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 IAG Expected Move
30-Day Straddle
$2.08
7-Day Straddle
$2.08
30-Day ATM IV
55.1%
IV Rank
35%
Implied one-standard-deviation move through the next 30 days. Compare to IAG'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.
IAG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.08 | $2.08 | 55.1% | 35% |
| 20261021 | $2.08 | $2.08 | 50.4% | 18% |
| 20261020 | $2.05 | $2.05 | 49.7% | 15% |
| 20261019 | $2.40 | $2.40 | 57.0% | 42% |
| 20261016 | $2.47 | $0.33 | 56.0% | 39% |
| 20261015 | $2.60 | $0.45 | 57.0% | 43% |
| 20261014 | $2.42 | $0.62 | 56.3% | 40% |
| 20261013 | $2.62 | $0.93 | 53.6% | 30% |
| 20261012 | $2.80 | $0.85 | — | — |
| 20261009 | $2.72 | $0.83 | 53.0% | 27% |
| 20261008 | $2.62 | $1.10 | 48.5% | 10% |
| 20261007 | $2.62 | $1.02 | 52.1% | 24% |
| 20261006 | $2.73 | $1.20 | 45.8% | 0% |
| 20261005 | $3.00 | $1.27 | 46.1% | 0% |
| 20261002 | $1.23 | $1.23 | 51.1% | 10% |
| 20261001 | $1.48 | $1.48 | 54.4% | 25% |
| 20260930 | $1.65 | $1.65 | 56.1% | 32% |
| 20260929 | $1.55 | $1.55 | 54.9% | 26% |
| 20260928 | $1.75 | $1.75 | 55.8% | 31% |
| 20260925 | $1.82 | $1.82 | 53.1% | 19% |
| 20260924 | $1.90 | $1.90 | 53.1% | 19% |
| 20260923 | $1.90 | $1.90 | 51.1% | 10% |
| 20260922 | $2.12 | $2.12 | 53.7% | 21% |
| 20260921 | $2.27 | $2.27 | 54.2% | 23% |
| 20260918 | $2.20 | $0.90 | 51.1% | 10% |
| 20260917 | $2.30 | $0.55 | 50.0% | 6% |
| 20260916 | $2.45 | $1.30 | 51.2% | 11% |
| 20260915 | $2.52 | $0.85 | 53.8% | 22% |
| 20260914 | $2.50 | $1.18 | 52.9% | 18% |
| 20260911 | $2.70 | $1.40 | 53.5% | 21% |
| 20260910 | $2.83 | $1.48 | 56.4% | 33% |
| 20260909 | $2.97 | $1.57 | 56.4% | 33% |
| 20260908 | $2.80 | $1.48 | 54.8% | 26% |
| 20260904 | $3.08 | $1.73 | 58.0% | 40% |
| 20260903 | $3.85 | $1.70 | 63.6% | 64% |
| 20260902 | $1.73 | $1.73 | 59.2% | 45% |
| 20260901 | $1.88 | $1.88 | 56.5% | 34% |
| 20260831 | $1.90 | $1.90 | 59.1% | 45% |
| 20260828 | $2.00 | $2.00 | 54.3% | 24% |
| 20260827 | $2.40 | $2.40 | 55.9% | 31% |
| 20260826 | $2.48 | $2.48 | 56.3% | 33% |
| 20260825 | $2.45 | $2.45 | 56.9% | 35% |
| 20260824 | $2.58 | $2.58 | 58.1% | 40% |
| 20260821 | $2.83 | $0.48 | 59.2% | 45% |
| 20260820 | $2.52 | $0.72 | 56.2% | 32% |
| 20260819 | $2.38 | $0.80 | 52.9% | 18% |
| 20260818 | $2.55 | $0.62 | 55.7% | 30% |
| 20260817 | $2.40 | $1.05 | 53.4% | 20% |
| 20260814 | $2.53 | $1.00 | 54.4% | 24% |
| 20260813 | $2.48 | $1.12 | 55.1% | 26% |
| 20260812 | $2.58 | $1.12 | 53.5% | 20% |
| 20260811 | $2.67 | $1.43 | 56.9% | 34% |
| 20260810 | $2.75 | $1.50 | 58.5% | 38% |
| 20260807 | — | — | 55.9% | 28% |
| 20260806 | $2.65 | $1.73 | 61.5% | 46% |
| 20260805 | $1.88 | $1.88 | 64.6% | 57% |
| 20260804 | $1.85 | $1.85 | 65.9% | 62% |
| 20260803 | $1.62 | $1.62 | 62.9% | 51% |
| 20260731 | $1.90 | $1.90 | 63.5% | 53% |
| 20260730 | $1.82 | $1.82 | 65.6% | 61% |
More on IAG
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.