IAT · Expected Move
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The expected move for IAT 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).
IAT 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 IAT Expected Move
30-Day Straddle
$3.17
7-Day Straddle
$3.17
30-Day ATM IV
24.0%
IV Rank
24%
Implied one-standard-deviation move through the next 30 days. Compare to IAT'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.
IAT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $3.17 | $3.17 | 24.0% | 24% |
| 20261020 | $3.30 | $3.30 | 42.7% | 100% |
| 20261019 | $3.77 | $3.77 | 28.0% | 49% |
| 20261016 | $4.00 | $0.78 | 26.2% | 40% |
| 20261015 | $3.33 | $1.02 | 23.6% | 27% |
| 20261014 | $3.80 | $1.05 | 24.1% | 29% |
| 20261013 | $3.38 | $1.45 | 23.5% | 26% |
| 20261012 | $3.70 | $2.20 | 24.9% | 33% |
| 20261009 | $3.77 | $1.55 | 24.6% | 32% |
| 20261008 | $3.60 | $1.90 | 23.9% | 28% |
| 20261007 | $3.88 | $1.85 | 25.9% | 38% |
| 20261006 | $3.95 | $1.77 | 23.5% | 27% |
| 20261005 | $3.15 | $2.05 | 21.7% | 18% |
| 20261002 | $2.17 | $2.17 | 22.1% | 19% |
| 20261001 | $2.15 | $2.15 | 24.1% | 29% |
| 20260930 | $2.27 | $2.27 | 24.4% | 31% |
| 20260929 | $2.48 | $2.48 | 23.6% | 27% |
| 20260928 | $1.98 | $1.98 | 19.2% | 5% |
| 20260925 | $2.52 | $2.52 | 23.6% | 27% |
| 20260924 | $3.38 | $3.38 | 26.5% | 41% |
| 20260923 | $2.85 | $2.85 | 24.4% | 31% |
| 20260922 | $2.95 | $2.95 | 24.3% | 30% |
| 20260921 | $3.12 | $3.12 | 25.3% | 35% |
| 20260918 | $2.75 | $0.73 | 22.7% | 22% |
| 20260917 | $3.70 | $1.50 | 26.6% | 42% |
| 20260916 | $3.15 | $1.15 | 35.5% | 86% |
| 20260915 | $3.75 | $1.12 | 24.2% | 30% |
| 20260914 | $3.58 | $2.08 | 25.1% | 34% |
| 20260911 | $3.47 | $1.73 | 23.1% | 24% |
| 20260910 | $3.20 | $2.05 | 21.3% | 15% |
| 20260909 | $3.58 | $2.35 | 23.5% | 26% |
| 20260908 | $3.85 | $1.68 | 29.5% | 56% |
| 20260904 | $4.33 | $2.78 | 25.9% | 38% |
| 20260903 | $4.12 | $2.30 | 28.8% | 53% |
| 20260902 | $1.82 | $1.82 | 21.2% | 15% |
| 20260901 | $3.08 | $3.08 | 25.8% | 38% |
| 20260831 | $2.60 | $2.60 | 25.9% | 38% |
| 20260828 | $2.62 | $2.62 | 22.2% | 20% |
| 20260827 | $2.70 | $2.70 | 22.7% | 22% |
| 20260826 | $2.48 | $2.48 | 20.8% | 13% |
| 20260825 | $2.85 | $2.85 | 21.9% | 18% |
| 20260824 | $2.98 | $2.98 | 23.6% | 27% |
| 20260821 | $2.95 | $0.88 | 22.7% | 23% |
| 20260820 | $3.17 | $1.48 | 22.2% | 20% |
| 20260819 | $4.00 | $1.25 | 27.6% | 47% |
| 20260818 | $3.80 | $1.73 | 24.6% | 32% |
| 20260817 | $2.95 | $1.23 | 19.9% | 8% |
| 20260814 | $3.70 | $1.90 | 31.1% | 64% |
| 20260813 | $3.23 | $1.65 | 26.2% | 40% |
| 20260812 | $3.20 | $1.57 | 30.0% | 58% |
| 20260811 | $3.38 | $2.23 | 20.9% | 14% |
| 20260810 | $3.78 | $2.08 | 22.7% | 22% |
| 20260807 | — | — | 21.8% | 18% |
| 20260806 | $3.90 | $2.12 | 21.6% | 17% |
| 20260805 | $1.75 | $1.75 | 18.2% | 0% |
| 20260804 | $2.20 | $2.20 | 25.6% | 29% |
| 20260803 | $2.83 | $2.83 | 25.6% | 29% |
| 20260731 | $3.22 | $3.22 | 24.6% | 23% |
| 20260730 | $2.92 | $2.92 | 22.9% | 14% |
| 20260729 | $3.38 | $3.38 | 24.3% | 21% |
More on IAT
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.